# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001004726-26-004313
**Filing Date:** 2026-5
**Character Count:** 451850
**Document Hash:** c926ba529f537a6829a142dfdd490bbd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004313.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004313

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 261033204

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### VictoryShares Short-Term Bond ETF formerly VictoryShares USAA Core Short-Term Bond ETF (Series ID: S000065159)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000210928 | VictoryShares Short-Term Bond ETF | USTB            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Victory Portfolios II

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 15935 La Cantera Parkway Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-539-3863

**Item A.2. Information about the Series.**

- **a. Name of Series:** VictoryShares Short-Term Bond ETF

- **b. EDGAR series identifier (if any):** S000065159

- **c. LEI of Series:** 549300I98QP59UGN5H87

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2032672097.73

**Total Liabilities:** $10804386.59

**Net Assets:** $2021867711.14

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -9459.27463561 | **1-Year:** -122456.79167462 | **5-Year:** -161053.83941366 | **10-Year:** -23519.19895922 | **30-Year:** -13248.43234800

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -1584.45819044 | **1-Year:** -10359.12246951 | **5-Year:** -10893.04623079 | **10-Year:** -8831.64201727 | **30-Year:** -5755.09167744

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210928 | 0.37%                | 0.59%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $29236.83                | $-323822.48                                |
| Month 2  | $180045.33               | $4322438.68                                |
| Month 3  | $339637.16               | $-17739710.70                              |

### Schedule of Portfolio Investments

| Name                                                                                           | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511465.19    | 0.03%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529000 | PA      | $529712.77    | 0.03%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                          | QUANTA SERVICES INC                                | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010921.95   | 0.10%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2024 2           | CUSIP: 379924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555762 | PA      | $558289.92    | 0.03%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2310168.60   | 0.11%             | 2031-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                              | VIKING OCEAN CRUISES SHIP VII LTD                  | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1714000 | PA      | $1710492.37   | 0.08%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1512982.11   | 0.07%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $379373.30    | 0.02%             | 2031-03-26      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                                        | SONOCO PRODUCTS CO                                 | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1570734.24   | 0.08%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                      | WESTERN UNION CO THE                               | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3964904.80   | 0.20%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $1003577.59   | 0.05%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 40412DD14<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   1375000 | PA      | $1374842.01   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PINNACLE BANK                                                                                  | SYNOVUS BANK COLUMBUS GA                           | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011248.59   | 0.05%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $770428.80    | 0.04%             | 2032-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 B                       | CUSIP: 00193GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1880000 | PA      | $1899893.03   | 0.09%             | 2034-03-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CoBank, ACB                                                                                    | COBANK ACB                                         | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4304496.79   | 0.21%             | 2199-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                                                        | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989190.82   | 0.10%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $769002.75    | 0.04%             | 2030-08-20      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 37255GD62<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   2400000 | PA      | $2398339.92   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    902000 | PA      | $903515.07    | 0.04%             | 2030-09-25      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367621 | PA      | $370202.68    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013233.26   | 0.05%             | 2030-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1411571.40   | 0.07%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002774.47   | 0.10%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520884.55   | 0.08%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $2140857.67   | 0.11%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING, LLC                                                         | ENTERGY TEXAS RESTORATION FUNDING II LLC           | CUSIP: 29366NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218286 | PA      | $215062.41    | 0.01%             | 2028-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                           | LADDER CAP FIN LLLP CORP                           | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470809.98   | 0.12%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $355005.93    | 0.02%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2214578.68   | 0.11%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                            | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5218000 | PA      | $5222570.00   | 0.26%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678428 | PA      | $681660.80    | 0.03%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                                     | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999148.61    | 0.05%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3963993.32   | 0.20%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327600 | PA      | $338454.48    | 0.02%             | 2030-04-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                               | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |  10459167 | PA      | $10440932.17  | 0.52%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                             | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1371600.34   | 0.07%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010314.10   | 0.05%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 37255GDN5<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4986980.50   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DAC                                                                          | BEAZLEY INSURANCE DAC                              | CUSIP: QZ9221818<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2208146.39   | 0.11%             | 2026-11-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                  | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017180.45   | 0.05%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002810.08   | 0.05%             | 2199-12-31      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1998180.94   | 0.10%             | 2042-07-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                              | RADIAN GROUP INC                                   | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2250156.82   | 0.11%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050247 | PA      | $1057046.24   | 0.05%             | 2048-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | CUSIP: 96043AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1231727.69   | 0.06%             | 2031-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                        | MPLX LP                                            | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4363266.86   | 0.22%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357243 | PA      | $360130.51    | 0.02%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                                                                    | VFI ABS 2025 1 LLC                                 | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2166686 | PA      | $2176093.73   | 0.11%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2069562.92   | 0.10%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2026 1                 | CUSIP: 30343XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1312039.35   | 0.06%             | 2035-02-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                                                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BQT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1775000 | PA      | $1813526.00   | 0.09%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997844.78    | 0.05%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| UL SOLUTIONS INC.                                                                              | UL SOLUTIONS INC                                   | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046890.00   | 0.05%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARMEL IND WTRWKS REV                                                                          | CITY OF CARMEL IN WATERWORKS REVENUE               | CUSIP: 143321KM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $228055.86    | 0.01%             | 2028-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1962699.96   | 0.10%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | PA      | $336334.73    | 0.02%             | 2033-03-25      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                             | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002555.23   | 0.10%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                              | TRANSCANADA TRUST                                  | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1623000 | PA      | $1621662.07   | 0.08%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2022 4                     | CUSIP: 14318UAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1373341.28   | 0.07%             | 2029-04-16      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996255.76    | 0.05%             | 2034-04-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $28056875.00  | 1.39%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $577602.30    | 0.03%             | 2036-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714000 | PA      | $716260.24    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                            | SIRIUS XM RADIO LLC                                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2980457.70   | 0.15%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2026 A             | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997974.85    | 0.05%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES NOTE                               | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5548000 | PA      | $5506696.73   | 0.27%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                             | RGA GLOBAL FUNDING                                 | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3651727.82   | 0.18%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                                                | WESTERN ALLIANCE BANCORP                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1294529.37   | 0.06%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS CORPORATION                                                                            | OLYMPUS CORP                                       | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |   5400000 | PA      | $5315049.12   | 0.26%             | 2026-12-08      | Fixed         | 2.14%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 1       | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502744.02    | 0.02%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY                                               | ICON INVESTMENTS SIX DAC                           | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    908000 | PA      | $912367.79    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784505 | PA      | $788582.57    | 0.04%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 4 LLC              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502515.20    | 0.02%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 A                 | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811122 | PA      | $815977.95    | 0.04%             | 2034-01-17      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                           | GALAXY PIPELINE ASSETS                             | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    159655 | PA      | $155222.25    | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1777778 | PA      | $1793323.87   | 0.09%             | 2030-09-16      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1542271.97   | 0.08%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5904000 | PA      | $5872283.66   | 0.29%             | 2199-12-31      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA INSTITUCION              | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   2037000 | PA      | $2082418.68   | 0.10%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                         | SMITHFIELD FOODS INC                               | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   3033000 | PA      | $3025079.01   | 0.15%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846000 | PA      | $860304.17    | 0.04%             | 2052-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251368.33    | 0.01%             | 2028-07-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                              | MORGAN STANLEY PRIVATE BANK NA                     | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979208.25   | 0.10%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455000 | PA      | $1465425.37   | 0.07%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                      | LIBERTY MUTUAL GROUP INC                           | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980066.46    | 0.05%             | 2051-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202656.56    | 0.01%             | 2033-08-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                                                     | BIO RAD LABORATORIES INC                           | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482032.25   | 0.07%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183689 | PA      | $186212.84    | 0.01%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2025 1     | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3250926.22   | 0.16%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RES9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2258428.39   | 0.11%             | 2028-02-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793947 | PA      | $797265.89    | 0.04%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505817.87    | 0.03%             | 2030-03-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253099 | PA      | $253524.91    | 0.01%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| UDR, INC.                                                                                      | UDR INC                                            | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979333.73   | 0.10%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                       | SYNCHRONY CARD ISSUANCE TRUST                      | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $646703.09    | 0.03%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION                                                | WABTEC CORP                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501932.40    | 0.02%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                                       | STEWART INFORMATION SERVICES CORP                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884646.62    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                          | LAS VEGAS SANDS CORP                               | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4096000 | PA      | $4150074.34   | 0.21%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875231.93    | 0.04%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1980299.84   | 0.10%             | 2029-05-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1968047.11   | 0.10%             | 2033-10-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $909753.80    | 0.04%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495323 | PA      | $499208.47    | 0.02%             | 2030-09-16      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1022849.76   | 0.05%             | 2029-07-16      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $631089.49    | 0.03%             | 2029-07-16      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009125.35   | 0.05%             | 2030-02-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1998683.90   | 0.10%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022305.71   | 0.05%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384CNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    502403 | PA      | $509141.47    | 0.03%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    708000 | PA      | $706595.22    | 0.03%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982005.64   | 0.10%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353000 | PA      | $354146.81    | 0.02%             | 2029-10-22      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979200.00   | 0.10%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417000 | PA      | $423509.94    | 0.02%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC.                                                                          | WEC ENERGY GROUP INC                               | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3021693.05   | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $833514.94    | 0.04%             | 2031-08-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385JEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1479415 | PA      | $1477903.08   | 0.07%             | 2065-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972193.34   | 0.15%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714286 | PA      | $723725.92    | 0.04%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                                         | HERCULES CAPITAL INC                               | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981391.79    | 0.05%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                              | MICROCHIP TECHNOLOGY INC                           | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012211.43   | 0.10%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 CSMO             | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1378577.34   | 0.07%             | 2042-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                             | HAT HOLDINGS I LLC HAT HOLDINGS II LLC             | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1654522.66   | 0.08%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001463.52   | 0.05%             | 2028-04-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10113CDF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2994916.20   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                        | GRAND CANYON UNIVERSITY                            | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2382222.62   | 0.12%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BLP COMMERCIAL MORTGAGE TRUST                                                                  | BLP COMMERCIAL MORTGAGE TRUST 2025 IND             | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    952891 | PA      | $946338.51    | 0.05%             | 2042-03-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                        | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752795.81    | 0.04%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023 1   | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $919909.73    | 0.05%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 2                      | CUSIP: 16144MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911111 | PA      | $904258.99    | 0.04%             | 2031-03-25      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $29589257.81  | 1.46%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1241716 | PA      | $1251069.23   | 0.06%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $279731.76    | 0.01%             | 2033-04-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES, INC.                                                                      | PRA HEALTH SCIENCES INC                            | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1926902.34   | 0.10%             | 2026-07-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009165.60   | 0.05%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2026 OMA                          | CUSIP: 78451FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $2378720.99   | 0.12%             | 2041-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                                          | TD SYNNEX CORP                                     | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482222.52   | 0.07%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY I LP HILCORP FINANCE CO             | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1621480.56   | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012520.87   | 0.05%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2023 1            | CUSIP: 320986AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $1346281.02   | 0.07%             | 2029-12-17      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $938883.22    | 0.05%             | 2029-09-17      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008560.79   | 0.05%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3529000 | PA      | $3573724.88   | 0.18%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1120793.21   | 0.06%             | 2031-05-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1209593.72   | 0.06%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1317329.60   | 0.07%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                                          | ATLASSIAN CORP                                     | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012860.99   | 0.10%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                    | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1045289.09   | 0.05%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89119 | PA      | $88305.33     | 0.00%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271KDU5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4484931.75   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                                | JDE PEET S NV                                      | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1135000 | PA      | $986073.59    | 0.05%             | 2031-09-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633000 | PA      | $633655.20    | 0.03%             | 2029-04-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2024 A              | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251374.03    | 0.01%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997722.23    | 0.05%             | 2039-01-20      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                            | NATWEST MARKETS PLC                                | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2002398.00   | 0.10%             | 2029-03-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1514628.71   | 0.07%             | 2036-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1539309.96   | 0.08%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 2                       | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495000 | PA      | $1480752.56   | 0.07%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NNN REIT INC                                       | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987274.26   | 0.10%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1792734.58   | 0.09%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3967342.83   | 0.20%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2023 1 LLC                                   | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609431 | PA      | $614183.80    | 0.03%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2022 1                 | CUSIP: 67115YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511874.61    | 0.03%             | 2029-11-15      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| STANDARD LIFE PLC                                                                              | PHOENIX GROUP HOLDINGS PLC                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   6197000 | PA      | $6184198.26   | 0.31%             | 2031-09-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                           | HOME DEPOT INC THE                                 | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1127521.58   | 0.06%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                            | BLOCK FINANCIAL LLC                                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2473604.16   | 0.12%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13054843.75  | 0.65%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425000 | PA      | $2474414.32   | 0.12%             | 2028-08-21      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 1                     | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013382.44   | 0.05%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2023 2             | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013707.59   | 0.05%             | 2030-10-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2025 A             | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1846420.83   | 0.09%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632771 | PA      | $641459.84    | 0.03%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583333 | PA      | $596971.71    | 0.03%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA 2015-1 PASS THROUGH TRUST                                                           | AIR CANADA 2015 1 CLASS A PTT                      | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    447102 | PA      | $441033.54    | 0.02%             | 2028-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 3                  | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $381081.63    | 0.02%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638298 | PA      | $1620384.90   | 0.08%             | 2030-08-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                                                 | JH NORTH AMERICA HOLDINGS INC                      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2698970.49   | 0.13%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MMP CAPITAL LLC                                                                                | MMP CAPITAL 2025 A LLC                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1633756 | PA      | $1641568.51   | 0.08%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAD0<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   1137000 | PA      | $1128297.04   | 0.06%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                      | TORONTO DOMINION BANK THE                          | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5805000 | PA      | $5770026.70   | 0.29%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $561555.16    | 0.03%             | 2032-02-17      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $348000.55    | 0.02%             | 2031-12-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5P1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014581.68   | 0.05%             | 2031-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2023 1 LLC                                   | CUSIP: 232989AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571429 | PA      | $575582.34    | 0.03%             | 2031-03-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2309005 | PA      | $2333152.75   | 0.12%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                                 | APOLLO GLOBAL MANAGEMENT INC                       | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2479564.02   | 0.12%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                          | ELEVANCE HEALTH INC                                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018686.61   | 0.05%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994834.07   | 0.10%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    388000 | PA      | $397210.47    | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407407 | PA      | $414413.82    | 0.02%             | 2030-12-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NNN REIT INC                                       | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920313.93    | 0.05%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |    532000 | PA      | $532753.54    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BYU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1454172 | PA      | $1441029.62   | 0.07%             | 2051-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505868.38    | 0.03%             | 2028-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                                                    | BLOCK INC                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   8328000 | PA      | $8289284.94   | 0.41%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008624.08   | 0.10%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2025 4                     | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994294.75    | 0.05%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                                | M T BANK AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143000 | PA      | $2159505.03   | 0.11%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                               | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2937669.18   | 0.15%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                                       | ARCH CAPITAL FINANCE LLC                           | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996787.22    | 0.05%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252178.75    | 0.01%             | 2027-12-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                           | KIMCO REALTY OP LLC                                | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1489120.28   | 0.07%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DESIGNATED ACTIVITY CO            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   3300000 | PA      | $3354955.46   | 0.17%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 1                      | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $633970.07    | 0.03%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                                  | MMI CAPITAL TRUST I                                | CUSIP: 553086AC3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    435000 | PA      | $453155.75    | 0.02%             | 2027-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Pass Through Trusts                                                   | AMERI AIRLINES 2015 2 CLASS A PTT                  | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412438 | PA      | $407151.45    | 0.02%             | 2029-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2D5<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3670492.85   | 0.18%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ONE GAS, INC.                                                                                  | ONE GAS INC                                        | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530380.89   | 0.08%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3389000 | PA      | $3411237.27   | 0.17%             | 2029-05-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    544446 | PA      | $547348.73    | 0.03%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 A                       | CUSIP: 04033CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1083333 | PA      | $1081512.95   | 0.05%             | 2034-01-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ROCKWELL COLLINS, INC.                                                                         | ROCKWELL COLLINS INC                               | CUSIP: 774341AK7<br>LEI: XO75O7GICH1NPWLBRL05 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6928299.32   | 0.34%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP.                                                                                   | VISTRA CORP                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000506.89   | 0.05%             | 2199-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981806.89   | 0.10%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| WESTERN FUNDING AUTO LOAN TRUST                                                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3497000 | PA      | $3456960.43   | 0.17%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $694405.14    | 0.03%             | 2033-10-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981000 | PA      | $984793.44    | 0.05%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2571731.88   | 0.13%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1212000 | PA      | $1228640.94   | 0.06%             | 2030-04-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2467000 | PA      | $2502190.18   | 0.12%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| YMCA of Greater New York                                                                       | YMCA OF GREATER NEW YORK                           | CUSIP: 98425BAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $630377.41    | 0.03%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC                                                | CENTERPOINT ENERGY RESTORATION BOND CO III LLC     | CUSIP: 15202GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4958194.72   | 0.25%             | 2031-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                                    | KIOXIA HOLDINGS CORP                               | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1525982.54   | 0.08%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5514586.72   | 0.27%             | 2199-12-31      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP.                                                              | BLUE OWL TECHNOLOGY FINANCE CORP                   | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989030.00    | 0.05%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3989752.20   | 0.20%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                                                         | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3463582.59   | 0.17%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | CREDIT SUISEE GROUP AG                             | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8000000 | PA      | $7969148.00   | 0.39%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007711.51   | 0.05%             | 2030-09-16      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                           | LXP INDUSTRIAL TRUST                               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    247000 | PA      | $258979.23    | 0.01%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                                                    | MGIC INVESTMENT CORP                               | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   4962000 | PA      | $4954968.28   | 0.25%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 CSMO             | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1209493.41   | 0.06%             | 2042-02-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                                  | MAD COMMERCIAL MORTGAGE TRUST 2025 11MD            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1363000 | PA      | $1356398.45   | 0.07%             | 2042-10-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1833938 | PA      | $1823235.02   | 0.09%             | 2051-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508929.65    | 0.03%             | 2030-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $754183.82    | 0.04%             | 2028-10-16      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1930489.44   | 0.10%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010508.69   | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348387 | PA      | $357017.67    | 0.02%             | 2033-01-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                         | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1293615.68   | 0.06%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2026 A LLC                            | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1486161.34   | 0.07%             | 2034-02-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000248.26   | 0.05%             | 2030-06-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| APA CORPORATION                                                                                | APA CORP                                           | CUSIP: 03743QAY4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1277020.05   | 0.06%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2024 B   | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451557 | PA      | $453948.81    | 0.02%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 B   | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594469 | PA      | $592850.39    | 0.03%             | 2033-09-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2024 SFR4 TRUST                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343349 | PA      | $336623.29    | 0.02%             | 2029-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 2 LLC              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668000 | PA      | $683580.26    | 0.03%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| GENPACT UK FINCO PLC                                                                           | GENPACT UK FINCO PLC GENPACT USA INC               | CUSIP: 37256EAA0<br>LEI: 213800YBG5J436VDT809 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $980767.29    | 0.05%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3666707.48   | 0.18%             | 2030-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380731 | PA      | $386140.32    | 0.02%             | 2031-07-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $367019.52    | 0.02%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10113CDH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |   4800000 | PA      | $4790777.76   | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142000 | PA      | $1160838.53   | 0.06%             | 2030-07-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3090638.59   | 0.15%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $584606.01    | 0.03%             | 2032-08-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                                                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BTG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1309779.99   | 0.06%             | 2030-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4015781.25   | 0.20%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH REV                                                                  | COLORADO HEALTH FACILITIES AUTHORITY               | CUSIP: 19648FRX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $192465.75    | 0.01%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1234076.13   | 0.06%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2999971 | PA      | $3083627.90   | 0.15%             | 2030-09-16      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1515192.58   | 0.07%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2073463 | PA      | $2072541.84   | 0.10%             | 2033-03-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2169000 | PA      | $2190076.96   | 0.11%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2770000 | PA      | $2801680.39   | 0.14%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473000 | PA      | $486049.00    | 0.02%             | 2033-05-12      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                             | BERRY GLOBAL ESCROW CORP                           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    566000 | PA      | $566095.93    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                                                          | TANGER PROPERTIES LP                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $2010621.29   | 0.10%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294000 | PA      | $1278068.11   | 0.06%             | 2031-10-14      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1773000 | PA      | $1771866.15   | 0.09%             | 2030-09-25      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504030.29    | 0.02%             | 2029-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   9750000 | PA      | $10009329.39  | 0.50%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| CORNING INCORPORATED                                                                           | CORNING INC                                        | CUSIP: 219350AR6<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2672941.05   | 0.13%             | 2036-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488000 | PA      | $488086.50    | 0.02%             | 2034-07-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381UK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3383674 | PA      | $3356164.13   | 0.17%             | 2051-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                                                 | SBA COMMUNICATIONS CORP                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2573885.34   | 0.13%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DESIGNATED ACTIVITY COMPANY                                                  | BEAZLEY INSURANCE DAC                              | CUSIP: N/A<br>LEI: 549300WWULDAFCPEU084       | Long             | DBT              | CORP              | IE        |   3802000 | PA      | $3809681.93   | 0.19%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 37255GDG0<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |    950000 | PA      | $948219.70    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS, INC.                                                                  | HORIZON MUTUAL HOLDINGS INC                        | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3623745.70   | 0.18%             | 2034-11-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 80620BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3072000 | PA      | $3060629.62   | 0.15%             | 2031-12-15      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2585000 | PA      | $2570921.77   | 0.13%             | 2036-10-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                      | APOLLO DEBT SOLUTIONS BDC                          | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1773908.40   | 0.09%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                        | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2185983.73   | 0.11%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010862.23   | 0.05%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $646236.55    | 0.03%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    587000 | PA      | $580571.78    | 0.03%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                    | TRUIST BANK                                        | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980800.76   | 0.10%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWSX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4835345 | PA      | $4795695.47   | 0.24%             | 2053-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989796.35    | 0.05%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2020-1                                                      | UNITED AIRLINES 2020 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1716922 | PA      | $1743109.71   | 0.09%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2055021.92   | 0.10%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                   | OVINTIV INC                                        | CUSIP: 69047KDD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4992322.50   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                                      | SUNOCO LP                                          | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600090.38    | 0.03%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2014919.69   | 0.10%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154726 | PA      | $154920.47    | 0.01%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                       | SKYWORKS SOLUTIONS INC                             | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $3051842.43   | 0.15%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| ROCKET MORTGAGE, LLC                                                                           | ROCKET MORTGAGE LLC ROCKET MORTGAGE CO ISSUER IN   | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   7055000 | PA      | $6971955.47   | 0.34%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2025 4                     | CUSIP: 14320HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995724.99    | 0.05%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $423181.25    | 0.02%             | 2030-01-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                      | ARES CAPITAL CORP                                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3373191.07   | 0.17%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 1       | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $313879.15    | 0.02%             | 2030-09-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1895828.14   | 0.09%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1083000 | PA      | $1095422.74   | 0.05%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                               | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497969.40   | 0.07%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585000 | PA      | $1663422.63   | 0.08%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                 | TEXAS CAPITAL BANCSHARES INC                       | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2959346.02   | 0.15%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1031179.93   | 0.05%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $971884.93    | 0.05%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                             | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3250000 | PA      | $3301148.16   | 0.16%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4865000 | PA      | $4921805.31   | 0.24%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1500000 | PA      | $1488557.41   | 0.07%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SERVICES US CORP              | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987919.22   | 0.10%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $556589.61    | 0.03%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                                | JDE PEET S NV                                      | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   3925000 | PA      | $3824271.58   | 0.19%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                 | CITIGROUP INC                                      | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10280000 | PA      | $10283815.45  | 0.51%             | 2199-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3015559.64   | 0.15%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 1                | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419000 | PA      | $424813.13    | 0.02%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ASPEN INSURANCE HOLDINGS LIMITED                                                               | ASPEN INSURANCE HOLDINGS LTD                       | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   4452000 | PA      | $4593562.35   | 0.23%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911000 | PA      | $936230.74    | 0.05%             | 2038-08-18      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011377.49   | 0.05%             | 2030-06-17      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324000 | PA      | $327947.34    | 0.02%             | 2031-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014-1                                             | AMERICAN AIRLINES 2014 1 CLASS A PASS THROUGH TRUS | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3638640 | PA      | $3617497.00   | 0.18%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                                        | AON NORTH AMERICA INC                              | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021330.38   | 0.05%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013355.05   | 0.05%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                                        | CDW LLC CDW FINANCE CORP                           | CUSIP: 12513GBG3<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   4479000 | PA      | $4426427.41   | 0.22%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                                     | NORTHERN TRUST CORP                                | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   5144000 | PA      | $5094937.54   | 0.25%             | 2199-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP.                                                                             | CI FINANCIAL CORP                                  | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    697000 | PA      | $730135.39    | 0.04%             | 2029-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033394.28   | 0.05%             | 2031-07-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1154563.15   | 0.06%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                                                           | SIXTH STREET SPECIALTY LENDING INC                 | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1344460.89   | 0.07%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $963487.17    | 0.05%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                                      | SOUTHWESTERN ENERGY CO                             | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1976987.80   | 0.10%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5570098.17   | 0.28%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAC6<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002127.82   | 0.05%             | 2032-09-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005679.55   | 0.05%             | 2035-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016421.31   | 0.05%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST                                                      | BRITISH AIR 19 1 CLASS A PTT                       | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435341 | PA      | $421322.91    | 0.02%             | 2030-12-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   1907302 | PA      | $1892010.70   | 0.09%             | 2029-04-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210924 | PA      | $213081.98    | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST                                             | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1318688.39   | 0.07%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503471.02    | 0.02%             | 2030-08-22      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006590.96   | 0.10%             | 2034-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992039.74   | 0.15%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $750314.70    | 0.04%             | 2030-12-16      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1786769.10   | 0.09%             | 2029-11-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 2           | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4552160.47   | 0.23%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                                   | NUTRIEN LTD                                        | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2003367.27   | 0.10%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281625 | PA      | $280506.85    | 0.01%             | 2054-05-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384YNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    970327 | PA      | $963323.11    | 0.05%             | 2062-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP.                                                             | GOLDMAN SACHS PRIVATE CREDIT CORP                  | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2268459.82   | 0.11%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975850.00    | 0.05%             | 2052-02-15      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500965.05    | 0.02%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                         | BRIGHTSTAR LOTTERY PLC BRIGHTSTAR GLOBAL           | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1295000 | PA      | $1257608.34   | 0.06%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                                    | PROTECTIVE LIFE CORP                               | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3962225.06   | 0.20%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3459569.72   | 0.17%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1672000 | PA      | $1711650.81   | 0.08%             | 2033-08-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $355366.93    | 0.02%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                     | CNH INDUSTRIAL CAPITAL LLC                         | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013097.48   | 0.05%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3887826.05   | 0.19%             | 2030-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC                                   | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1742000 | PA      | $1711593.22   | 0.08%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027657.96   | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026  | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992723.05    | 0.05%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2248971.01   | 0.11%             | 2033-10-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XPO, INC.                                                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   4734000 | PA      | $4792246.73   | 0.24%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $176308.07    | 0.01%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $303276.43    | 0.01%             | 2033-08-22      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   5678000 | PA      | $5727604.97   | 0.28%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                    | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   3372000 | PA      | $3367727.44   | 0.17%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 B                | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331103 | PA      | $331332.58    | 0.02%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2023 A                      | CUSIP: 16144KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1878000 | PA      | $1964301.91   | 0.10%             | 2031-06-25      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                           | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2469796.90   | 0.12%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                      | BAXTER INTERNATIONAL INC                           | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233036.56   | 0.06%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2020441.21   | 0.10%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                                                 | CHARLES RIVER LABORATORIES INTERNATIONAL INC       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2929926.08   | 0.14%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344000 | PA      | $349533.08    | 0.02%             | 2033-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992694.67    | 0.05%             | 2035-04-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                                                      | FERGUSON ENTERPRISES INC                           | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3443454.95   | 0.17%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890909 | PA      | $1895840.82   | 0.09%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                              | CROWN CASTLE INC                                   | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3494227.80   | 0.17%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516667 | PA      | $513473.63    | 0.03%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $661679.18    | 0.03%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327000 | PA      | $327828.27    | 0.02%             | 2033-04-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                                         | SEALED AIR CORP                                    | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   4286000 | PA      | $4278530.36   | 0.21%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997590.46    | 0.05%             | 2027-08-12      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6516619.92   | 0.32%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC.                                                                         | RPM INTERNATIONAL INC                              | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2069146.00   | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   3000000 | PA      | $3001626.53   | 0.15%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1048428.51   | 0.05%             | 2031-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| THE DAYTON POWER AND LIGHT COMPANY                                                             | DAYTON POWER LIGHT CO THE                          | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963100.00   | 0.15%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                                          | HONDA MOTOR CO LTD                                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2991839.95   | 0.15%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                         | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031960.67   | 0.05%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663000 | PA      | $678944.66    | 0.03%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024949.02   | 0.05%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA ISSUER LLC                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314338 | PA      | $263368.40    | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                                                | JONES LANG LASALLE INC                             | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3167604.49   | 0.16%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4795826.95   | 0.24%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                             | KEMPER CORP                                        | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $1916569.59   | 0.09%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| THE AES CORPORATION                                                                            | THE AES CORPORATION                                | CUSIP: 00809KD21<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1199731.32   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $1008077.58   | 0.05%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004579.71   | 0.05%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242589.03   | 0.06%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $853539.14    | 0.04%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                           | KIMCO REALTY OP LLC                                | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995608.54    | 0.05%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                                          | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RUE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $950718.50    | 0.05%             | 2035-07-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1506436.13   | 0.07%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                             | PUBLIC SERVICE CO OF COLORADO                      | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994206.87   | 0.10%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492798.99    | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1094312.27   | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2959810.91   | 0.15%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1701214.90   | 0.08%             | 2033-06-20      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    924000 | PA      | $924000.00    | 0.05%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ASHTEAD CAPITAL, INC.                                                                          | ASHTEAD CAPITAL INC                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4984000 | PA      | $4922558.28   | 0.24%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838187 | PA      | $841580.62    | 0.04%             | 2029-01-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                    | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2035362.17   | 0.10%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333333 | PA      | $336932.27    | 0.02%             | 2030-09-16      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST                                           | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998448.39    | 0.05%             | 2039-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                                               | EARTHSTONE ENERGY HOLDINGS LLC                     | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2035025.13   | 0.10%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655173 | PA      | $667731.47    | 0.03%             | 2029-12-20      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001018.95   | 0.05%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009073.17   | 0.05%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008815.36   | 0.05%             | 2034-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008709.25   | 0.05%             | 2031-03-26      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501788.90    | 0.02%             | 2027-10-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034000 | PA      | $2008929.68   | 0.10%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                          | DOMINION ENERGY INC                                | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3444427.93   | 0.17%             | 2199-12-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994838.27   | 0.10%             | 2031-06-11      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 4                     | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1030489.66   | 0.05%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                          | ALABAMA POWER CO                                   | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972424.12   | 0.15%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                              | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5418122.84   | 0.27%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                                 | MARATHON PETROLEUM CORP                            | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020487.87   | 0.05%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    711962 | PA      | $718084.76    | 0.04%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7493420 | PA      | $7490694.36   | 0.37%             | 2053-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2917000 | PA      | $2972059.05   | 0.15%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 136055AA8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    467186 | PA      | $488331.21    | 0.02%             | 2032-04-10      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522034 | PA      | $534757.79    | 0.03%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741000 | PA      | $733866.40    | 0.04%             | 2031-01-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 4                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $743297.85    | 0.04%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                                                              | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4124686.49   | 0.20%             | 2029-02-07      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2021 2                  | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907538 | PA      | $899221.41    | 0.04%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                                                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BQS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $667596.24    | 0.03%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1798639 | PA      | $1625970.16   | 0.08%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2324086.09   | 0.11%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                       | CENTERPOINT ENERGY INC                             | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    929000 | PA      | $951952.89    | 0.05%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   8715000 | PA      | $8656748.09   | 0.43%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333333 | PA      | $333709.28    | 0.02%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2598297.14   | 0.13%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4235000 | PA      | $4350736.00   | 0.22%             | 2030-07-22      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                                                 | SMRT 2022 MINI                                     | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1760000 | PA      | $1756857.52   | 0.09%             | 2039-01-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                              | LSEG US FIN CORP                                   | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2978110.34   | 0.15%             | 2029-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                                             | ENSTAR FINANCE LLC                                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6383000 | PA      | $6277715.34   | 0.31%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2025 COPT             | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153846 | PA      | $1147855.30   | 0.06%             | 2042-09-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1179000 | PA      | $1178763.80   | 0.06%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | ONEMAIN FINANCIAL ISSUANCE TRUST 2022 3            | CUSIP: 68269PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4531224.84   | 0.22%             | 2034-05-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1823480.56   | 0.09%             | 2029-09-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263000 | PA      | $1279072.70   | 0.06%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2023 A              | CUSIP: 92920CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    672533 | PA      | $680536.18    | 0.03%             | 2030-02-15      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1519796 | PA      | $1511786.56   | 0.07%             | 2030-03-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST, INC.                                                                     | EVERGY MISSOURI WEST INC                           | CUSIP: 30037ND83<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4496025.15   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                                | BLACKSTONE SECURED LENDING FUND                    | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960185.88   | 0.10%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4226685.60   | 0.21%             | 2034-01-11      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                              | PINNACLE WEST CAPITAL CORP                         | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015949.14   | 0.10%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                                            | JB HUNT TRANSPORT SERVICES INC                     | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024700.42   | 0.10%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993545.96    | 0.05%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                                                  | DIAGEO INVESTMENT CORP                             | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    727000 | PA      | $742419.82    | 0.04%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1067357.93   | 0.05%             | 2031-02-18      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506000 | PA      | $507767.38    | 0.03%             | 2030-03-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                     | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1570541.57   | 0.08%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC.                                                                                     | AMGEN INC                                          | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971853.01   | 0.10%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1464988 | PA      | $1458465.56   | 0.07%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409000 | PA      | $1417349.16   | 0.07%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1128076 | NS      | $1128075.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                                    | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1005054.33   | 0.05%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LEX TRUST                                                                                      | LEX TRUST 2026 450                                 | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1416666 | PA      | $1410585.01   | 0.07%             | 2028-03-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704893 | PA      | $706920.16    | 0.03%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                               | BRASKEM NETHERLANDS FINANCE BV                     | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $722390.02    | 0.04%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2400941.52   | 0.12%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2023 1           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $761667.55    | 0.04%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2234591.84   | 0.11%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539000 | PA      | $550158.46    | 0.03%             | 2055-04-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JDB7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499464.38   | 0.07%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517174.60    | 0.03%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                                                  | FACTSET RESEARCH SYSTEMS INC                       | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1681629.12   | 0.08%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452000 | PA      | $452914.52    | 0.02%             | 2028-10-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                           | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552016.87   | 0.08%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    716706 | PA      | $729325.67    | 0.04%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                               | APTARGROUP INC                                     | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977847.73   | 0.15%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006467.82   | 0.10%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356000 | PA      | $358591.07    | 0.02%             | 2032-01-26      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $308085.13    | 0.02%             | 2030-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 1 LLC              | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1519562.84   | 0.08%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                                                        | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993283.10    | 0.05%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4676220.06   | 0.23%             | 2199-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1500314.67   | 0.07%             | 2030-06-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2166044 | PA      | $2175421.94   | 0.11%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                               | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297207.81    | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION                                                     | ZIONS BANCORP NA                                   | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984889.17   | 0.10%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   1530000 | PA      | $1533062.39   | 0.08%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2016122.14   | 0.10%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1029921.49   | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                                          | WESTERN ALLIANCE BANK                              | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1958741.67   | 0.10%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LIMITED                                                         | TRITON CONTAINER INTERNATIONAL LTD                 | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    580000 | PA      | $578862.41    | 0.03%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2025 SF1               | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1261273.60   | 0.06%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PRA GROUP, INC.                                                                                | PRA GROUP INC                                      | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    944000 | PA      | $951662.57    | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                                 | ASSURANT INC                                       | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3586063.97   | 0.18%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2023 LEAF1 NOTES                     | CUSIP: 551925AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038000 | PA      | $1050026.59   | 0.05%             | 2030-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012343.99   | 0.05%             | 2028-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 2                     | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011647.90   | 0.05%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HP3P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3198445 | PA      | $3154345.78   | 0.16%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991278.92    | 0.05%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                   | OVINTIV INC                                        | CUSIP: 69047KDA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   6300000 | PA      | $6292604.43   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822222 | PA      | $828137.54    | 0.04%             | 2039-09-19      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1375711.15   | 0.07%             | 2035-04-20      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                            | CITIZENS BANK NA PROVIDENCE RI                     | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    334000 | PA      | $334125.81    | 0.02%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                               | WELLTOWER OP LLC                                   | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998565.56   | 0.15%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2961342.30   | 0.15%             | 2052-02-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| LIFESPAN OF MASSACHUSETTS - FALL RIVER, INC.                                                   | LIFESPAN CORP                                      | CUSIP: 53229UAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998708.62    | 0.05%             | 2031-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842105 | PA      | $840447.93    | 0.04%             | 2041-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983602.62    | 0.05%             | 2038-12-17      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3471788.20   | 0.17%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS                                                                        | PREMIER HEALTH PARTNERS                            | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1209298.08   | 0.06%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2025 B             | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000996.76   | 0.05%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4269556.26   | 0.21%             | 2199-12-31      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                 | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   6086000 | PA      | $5963849.92   | 0.29%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000670.56   | 0.05%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000551.66   | 0.05%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1860000 | PA      | $1808947.15   | 0.09%             | 2049-05-20      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1205460 | PA      | $1206126.17   | 0.06%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                    | ABBVIE INC                                         | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2979270.00   | 0.15%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                             | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2961830.09   | 0.15%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                              | ESSENT GROUP LTD                                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   3909000 | PA      | $4040577.12   | 0.20%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471000 | PA      | $486779.26    | 0.02%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST                             | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $303863.79    | 0.02%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747000 | PA      | $753253.07    | 0.04%             | 2030-10-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2024 1             | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008771.41   | 0.05%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                      | VALERO ENERGY CORP                                 | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042400.46   | 0.10%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013859.84   | 0.05%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP, INC.                                                                             | TRINET GROUP INC                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   2097500 | PA      | $1894364.80   | 0.09%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $868194.59    | 0.04%             | 2033-10-17      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500899.89    | 0.02%             | 2026-10-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018715.29   | 0.05%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                             | HARBOUR ENERGY PLC                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1489049.56   | 0.07%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1037698.54   | 0.05%             | 2031-11-17      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15063281.25  | 0.75%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1482897.02   | 0.07%             | 2035-04-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                   | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003986.49   | 0.05%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1720255.01   | 0.09%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1324813.00   | 0.07%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST PUB WKS BRD LEASE REV                                                            | CALIFORNIA STATE PUBLIC WORKS BOARD                | CUSIP: 13068XNR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.05%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                                                            | GXO LOGISTICS INC                                  | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1446534.83   | 0.07%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $446569.76    | 0.02%             | 2032-04-14      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES, LLC                                                             | MOLEX ELECTRONIC TECHNOLOGIES LLC                  | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008078.67   | 0.10%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KDP4<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   4300000 | PA      | $4288198.65   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $419786.20    | 0.02%             | 2030-06-17      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                                                     | CULLEN FROST BANKERS INC                           | CUSIP: 229899AB5<br>LEI: 529900V2E9G9AY665O34 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2496306.63   | 0.12%             | 2027-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                                                        | KITE REALTY GROUP LP                               | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   4926000 | PA      | $4908959.30   | 0.24%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510000 | PA      | $2553828.01   | 0.13%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                                  | BRIDGECREST LENDING AUTO SECURITIZATION TRUST      | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $859679.96    | 0.04%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                             | KEMPER CORP                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2173062.28   | 0.11%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $762338.02    | 0.04%             | 2031-12-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384PYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    934084 | PA      | $939405.61    | 0.05%             | 2064-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1949694.82   | 0.10%             | 2050-08-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1474359 | PA      | $1465749.75   | 0.07%             | 2044-12-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAE8<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5590054.82   | 0.28%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2978285.66   | 0.15%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522000 | PA      | $526978.64    | 0.03%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417000 | PA      | $422193.03    | 0.02%             | 2030-04-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    720099 | PA      | $714381.91    | 0.04%             | 2051-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                                                            | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $6857409.22   | 0.34%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298575.49    | 0.01%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    750329 | PA      | $756564.31    | 0.04%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JDB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2137612.35   | 0.11%             | 2029-10-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2707868.31   | 0.13%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST                                                                  | SCG COMMERCIAL MORTGAGE TRUST 2025 FLWR            | CUSIP: 78438AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2244560.83   | 0.11%             | 2030-08-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022583.68   | 0.10%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1817226.64   | 0.09%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1261076.84   | 0.06%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                   | WORLD OMNI SELECT AUTO TRUST 2023 A                | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1260870.25   | 0.06%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6362 | PA      | $6362.48      | 0.00%             | 2028-03-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                           | BAYPORT POLYMERS LLC                               | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699417.17   | 0.08%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                         | SOUTHWEST AIRLINES CO                              | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3949027.76   | 0.20%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2473486.35   | 0.12%             | 2199-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1004852.58   | 0.05%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC.                                                                                    | HUMANA INC                                         | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262986.44   | 0.06%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1540000 | PA      | $1535506.74   | 0.08%             | 2027-02-19      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2026 1 LLC              | CUSIP: 14077FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995339.55    | 0.05%             | 2033-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                                    | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032311.18   | 0.05%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                         | CAMPBELL SOUP CO                                   | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004795.29   | 0.05%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                   | OVINTIV INC                                        | CUSIP: 69047KD10<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |    400000 | PA      | $399953.32    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 1 LLC              | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1525939.18   | 0.08%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002110.70   | 0.05%             | 2039-01-20      | Fixed         | 8.48%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DB7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    791000 | PA      | $798444.10    | 0.04%             | 2035-10-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032633.09   | 0.05%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                         | ASIAN DEVELOPMENT BANK                             | CUSIP: 04517PBY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |   1750000 | PA      | $1750541.13   | 0.09%             | 2029-04-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012098.29   | 0.05%             | 2035-08-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                               | SALESFORCE INC                                     | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003740.00   | 0.10%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010550.52   | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991337.83   | 0.10%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 P1      | CUSIP: 96043LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008115.44   | 0.05%             | 2030-11-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 1           | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997487.99    | 0.05%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT-LINKED NOTES                                                           | TRUIST BANK AUTO CREDIT LINKED NOTES SERIES 2025 1 | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5192554 | PA      | $5192939.70   | 0.26%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| SUNTRUST CAPITAL I                                                                             | SUNTRUST CAPITAL                                   | CUSIP: 86787XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4456481.76   | 0.22%             | 2027-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493542.62    | 0.02%             | 2028-08-15      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3950000 | PA      | $4101261.65   | 0.20%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2024 1 LLC              | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    831629 | PA      | $843939.51    | 0.04%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.12%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $390374.44    | 0.02%             | 2029-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $847000.87    | 0.04%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $758675.73    | 0.04%             | 2029-12-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP.                                                                    | MAPLE PARENT HOLDINGS CORP                         | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499142.56   | 0.07%             | 2029-03-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SCOTT TRUST                                                                                    | SCOTT TRUST 2023 SFS                               | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785714 | PA      | $800330.00    | 0.04%             | 2028-03-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $771864.82    | 0.04%             | 2031-07-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1640500.00   | 0.08%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000190.32   | 0.10%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018828.70   | 0.10%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1433000 | PA      | $1440515.45   | 0.07%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| LINEAGE OP, LP                                                                                 | LINEAGE OP LP                                      | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   3952000 | PA      | $3945194.51   | 0.20%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999990 | PA      | $1029648.18   | 0.05%             | 2030-09-16      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                           | FEDERAL REALTY OP LP                               | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032757.49   | 0.10%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE BRIDGE FUNDING LLC                                                                        | BLUE BRIDGE FUNDING 2023 1 LLC                     | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122947 | PA      | $123574.50    | 0.01%             | 2030-11-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| MILE TRUST                                                                                     | MILE TRUST 2025 STNE                               | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995238.44   | 0.10%             | 2030-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017746.77   | 0.10%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                                 | TAPESTRY INC                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011082.33   | 0.05%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166667 | PA      | $166894.95    | 0.01%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 2           | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005789.50   | 0.05%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3854881.30   | 0.19%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614000 | PA      | $613801.76    | 0.03%             | 2039-01-20      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002949.76   | 0.05%             | 2029-04-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111824 | PA      | $112211.79    | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9699000 | PA      | $9580342.28   | 0.47%             | 2199-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY, INC.                                                            | FEDEX FREIGHT HOLDING CO INC                       | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963761.84   | 0.15%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3034737.78   | 0.15%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                                                   | PUBLIC SERVICE ENTERPRISE GROUP INC                | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019181.82   | 0.05%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011389.21   | 0.05%             | 2029-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                               | WISCONSIN ELECTRIC POWER CO                        | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037787.31   | 0.10%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                                   | AMERICAN NATIONAL GROUP INC                        | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517070.00   | 0.08%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                             | EXELON CORP                                        | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999221.20    | 0.05%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                                      | FELLS POINT FUNDING TRUST                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4561000 | PA      | $4509340.24   | 0.22%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2021 4                  | CUSIP: 33845AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140538 | PA      | $140192.11    | 0.01%             | 2027-12-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| NMI HOLDINGS, INC.                                                                             | NMI HOLDINGS INC                                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2810236.82   | 0.14%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $25383.00     | 0.00%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                                   | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028585.53   | 0.05%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COLUMBUS OHIO MET HSG AUTH GEN REV                                                             | COLUMBUS METROPOLITAN HOUSING AUTHORITY            | CUSIP: 19951AAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    845000 | PA      | $855183.49    | 0.04%             | 2028-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027461.63   | 0.10%             | 2030-08-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006752.29   | 0.10%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Becle, S.A.B. de C.V.                                                                          | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   1185000 | PA      | $1013244.69   | 0.05%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                             | JAPAN TOBACCO INC                                  | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2018860.13   | 0.10%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FIRST MARYLAND CAPITAL I                                                                       | FIRST MARYLAND CAPITAL                             | CUSIP: 320808AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8275000 | PA      | $8179706.30   | 0.40%             | 2027-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2026 1 LLC              | CUSIP: 704583AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2495593.36   | 0.12%             | 2033-07-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                               | GABX LEASING LLC                                   | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971759.37   | 0.10%             | 2031-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                                | WP CAREY INC                                       | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484007.84   | 0.12%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1747882.58   | 0.09%             | 2030-02-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2025 1           | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3015801.07   | 0.15%             | 2030-11-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| AMFAM HOLDINGS, INC.                                                                           | AMFAM HOLDINGS INC                                 | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $720616.84    | 0.04%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 XL6              | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1992329.17   | 0.10%             | 2043-03-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                 | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |  10148000 | PA      | $10096444.49  | 0.50%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474442.03    | 0.02%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2535559 | PA      | $2531492.64   | 0.13%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1697000 | PA      | $1686803.41   | 0.08%             | 2030-09-26      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1095169 | PA      | $1102361.56   | 0.05%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015799.94   | 0.10%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $39167578.13  | 1.94%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                                               | AGCO CORP                                          | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2092504.88   | 0.10%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                                                                  | LOUISIANA PACIFIC CORP                             | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    962000 | PA      | $926053.53    | 0.05%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $853656.82    | 0.04%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   3149000 | PA      | $3121365.31   | 0.15%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                                   | TPG OPERATING GROUP II LP                          | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1468952.28   | 0.07%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250411.05    | 0.01%             | 2026-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                   | OVINTIV INC                                        | CUSIP: 69047KD28<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4998833.50   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1107658 | PA      | $1109379.69   | 0.05%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DG6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $606985.90    | 0.03%             | 2036-05-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                                         | HERCULES CAPITAL INC                               | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   4563000 | PA      | $4498794.64   | 0.22%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034170.96   | 0.05%             | 2028-11-16      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 2 LLC              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166702 | PA      | $167296.06    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                             | NLG GLOBAL FUNDING                                 | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2047559.55   | 0.10%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 A               | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685850 | PA      | $688027.76    | 0.03%             | 2028-10-13      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2236277.28   | 0.11%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $757960.50    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                            | CITADEL FINANCE LLC                                | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1959412.13   | 0.10%             | 2029-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 2                       | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1629000 | PA      | $1629020.39   | 0.08%             | 2034-08-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                         | SOUTHWEST AIRLINES INC                             | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1006456.05   | 0.05%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2025 1            | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2222000 | PA      | $2227250.59   | 0.11%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5801833.74   | 0.29%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013729.74   | 0.05%             | 2028-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3303381.59   | 0.16%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                 | AEP TEXAS INC                                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2564535.44   | 0.13%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                                         | OLD REPUBLIC INTERNATIONAL CORP                    | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6989986.63   | 0.35%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST                                                                                     | 1345 TRUST 2025 AOA                                | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $624367.33    | 0.03%             | 2030-06-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017105.05   | 0.05%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS, LTD.                                                                 | PERSHING SQUARE HOLDINGS LTD FUND                  | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | RF                | GG        |   1200000 | PA      | $1187569.20   | 0.06%             | 2032-10-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024 3       | CUSIP: 96043CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501893.51    | 0.02%             | 2029-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000690.15   | 0.05%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007268.93   | 0.05%             | 2028-12-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP PLC(THE)                                                                            | WEIR GROUP PLC THE                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $896600.92    | 0.04%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994359.66   | 0.10%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 2                | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3494627.08   | 0.17%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534000 | PA      | $542114.81    | 0.03%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837362 | PA      | $1832635.65   | 0.09%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008712.60   | 0.10%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2896884.73   | 0.14%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334286 | PA      | $341461.20    | 0.02%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013908.49   | 0.05%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510418.29   | 0.07%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000857.65   | 0.05%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997093 | PA      | $1005645.28   | 0.05%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000730.79   | 0.10%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                     | STELLANTIS FINANCE US INC DUPLICATE                | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1494446.68   | 0.07%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                                        | NISSAN AUTO LEASE TRUST 2025 A                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3019685.70   | 0.15%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2019447.19   | 0.10%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                     | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006343.65   | 0.05%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1012000 | PA      | $1009749.10   | 0.05%             | 2033-10-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2025 B             | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994665.74    | 0.05%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1653000 | PA      | $1660253.13   | 0.08%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KER0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1986467.74   | 0.10%             | 2031-08-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                 | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457143 | PA      | $456792.26    | 0.02%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650714 | PA      | $652705.98    | 0.03%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009360.00   | 0.05%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941000 | PA      | $957459.31    | 0.05%             | 2032-05-17      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC.                                                                      | MYLAN NV                                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992003.26   | 0.15%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296862 | PA      | $297084.33    | 0.01%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RGN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003876.17   | 0.05%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| EBAY INC.                                                                                      | EBAY INC                                           | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985508.02   | 0.15%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                        | MSD INVESTMENT CORP                                | CUSIP: 55354LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2423051.59   | 0.12%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2464321.65   | 0.12%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KFP2<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2969144.10   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                                    | ALLIANT ENERGY FINANCE LLC                         | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007309.73   | 0.05%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2379710.64   | 0.12%             | 2033-03-15      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225145 | PA      | $226132.83    | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                   | KEYSPAN GAS EAST CORP                              | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1430573.63   | 0.07%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                                | LKQ CORP                                           | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2392075.21   | 0.12%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2024 A             | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1098152.03   | 0.05%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                           | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1128076 | NS      | $1128075.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                             | F G GLOBAL FUNDING                                 | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3731224.99   | 0.18%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                                                   | FULTON FINANCIAL CORP                              | CUSIP: 360271AL4<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5742638.53   | 0.28%             | 2030-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016776.34   | 0.10%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST                             | CUSIP: 88166VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004207.48   | 0.05%             | 2028-05-22      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903927 | PA      | $904060.95    | 0.04%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5666000 | PA      | $5674963.40   | 0.28%             | 2199-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564000 | PA      | $566600.37    | 0.03%             | 2030-10-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667000 | PA      | $1684517.77   | 0.08%             | 2038-04-18      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025  | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1998546.78   | 0.10%             | 2031-01-13      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468294.14   | 0.07%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE       | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2011241.52   | 0.10%             | 2029-09-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                          | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1484170.42   | 0.07%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2026 1 LLC              | CUSIP: 14077FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999000.52    | 0.05%             | 2033-09-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505763.13    | 0.03%             | 2030-01-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CARMEL IND WTRWKS REV                                                                          | CITY OF CARMEL IN WATERWORKS REVENUE               | CUSIP: 143321KL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201796.66    | 0.01%             | 2027-05-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $330217.02    | 0.02%             | 2031-12-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436807 | PA      | $439378.58    | 0.02%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                                     | HUNTSMAN INTERNATIONAL L                           | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1873194.45   | 0.09%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997526.36    | 0.05%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 A                 | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $690204.92    | 0.03%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667692 | PA      | $659260.31    | 0.03%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1860000 | PA      | $1872061.18   | 0.09%             | 2031-10-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                        | REPUBLIC SERVICES INC                              | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020945.14   | 0.05%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024  | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002219.86   | 0.05%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1021182.43   | 0.05%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1440659 | PA      | $1445832.47   | 0.07%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667000 | PA      | $1633296.14   | 0.08%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2857886 | PA      | $2834769.53   | 0.14%             | 2065-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSB GROUP, INC.                                                                                | HSB GROUP INC                                      | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732084.78    | 0.04%             | 2027-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $634931.13    | 0.03%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA MUN FIN AUTH REV                                                                    | CALIFORNIA MUNICIPAL FINANCE AUTHORITY             | CUSIP: 13048V4Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2065000 | PA      | $2040696.01   | 0.10%             | 2030-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                              | RELX CAPITAL INC                                   | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014686.63   | 0.10%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218000 | PA      | $218988.29    | 0.01%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                                          | CHEVRON PHILLIPS CHEMICAL CO LLC                   | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006470.14   | 0.15%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC          | CUSIP: 03237FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013166.29   | 0.05%             | 2032-01-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                           | NHP FOUNDATION THE                                 | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031879.87   | 0.05%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014000 | PA      | $1023273.80   | 0.05%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002883.68   | 0.05%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                                              | DELTA AIR LINES 2020 AA                            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671133 | PA      | $649200.90    | 0.03%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                            | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   4988000 | PA      | $4917769.18   | 0.24%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                              | RADIAN GROUP INC                                   | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1550939.95   | 0.08%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                 | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1128076 | NS      | $1128075.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4916071 | PA      | $4992609.91   | 0.25%             | 2032-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                   | MASTEC INC                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    952000 | PA      | $983193.48    | 0.05%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348000 | PA      | $351957.87    | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                         | NSTAR ELECTRIC CO                                  | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013481.29   | 0.05%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                                                         | GLOBAL NET LEASE INC GLOBAL NET LEASE OPERATING    | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969201.36    | 0.05%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                              | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 574205HX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $762848.34    | 0.04%             | 2029-11-30      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                                          | ATLAS WAREHOUSE LENDING CO LP                      | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3940840.00   | 0.19%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Air Canada 2015-2 Pass Through Trusts                                                          | AIR CANADA 2015 2 CLASS A PASS THROUGH TRUST       | CUSIP: 009088AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    975412 | PA      | $957638.14    | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1194418.30   | 0.06%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012434.67   | 0.10%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654809 | PA      | $665290.90    | 0.03%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3517951.74   | 0.17%             | 2031-01-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977000 | PA      | $997579.79    | 0.05%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                                   | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2238975.00   | 0.11%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822000 | PA      | $833843.84    | 0.04%             | 2035-08-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502933.96    | 0.02%             | 2028-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1317533 | PA      | $1317746.81   | 0.07%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 | CUSIP: 02650VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $683833.35    | 0.03%             | 2033-11-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2026 1 LLC                                   | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1874509.59   | 0.09%             | 2033-09-20      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 2 LLC              | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $573367.23    | 0.03%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $351770.51    | 0.02%             | 2027-07-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CY8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $375956.96    | 0.02%             | 2035-05-15      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                                                    | MINERA MEXICO SA DE CV                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2019873.87   | 0.10%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666667 | PA      | $668619.51    | 0.03%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696000 | PA      | $1668543.24   | 0.08%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499347.59   | 0.07%             | 2030-08-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1511627.58   | 0.07%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                               | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504176.92   | 0.07%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP.                                                             | GOLDMAN SACHS PRIVATE CREDIT CORP                  | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1597392.10   | 0.08%             | 2029-01-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                                                       | RELIANCE STANDARD LIFE GLOBAL FUNDING II           | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1537623.34   | 0.08%             | 2026-09-28      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAC3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2273000 | PA      | $2290907.24   | 0.11%             | 2027-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN CORPORATION                                                                       | NORTHWESTERN CORP                                  | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523055.00   | 0.08%             | 2030-03-21      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738000 | PA      | $741070.46    | 0.04%             | 2028-10-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                                                  | GARTNER INC                                        | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975208.10    | 0.05%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34204 | PA      | $34006.12     | 0.00%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1865000 | PA      | $1876713.22   | 0.09%             | 2030-07-25      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999636.81    | 0.05%             | 2031-07-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028981.34   | 0.10%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST 2023 B                      | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64334 | PA      | $64334.14     | 0.00%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2024 A                  | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $176990.57    | 0.01%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                               | ASB BANK LTD                                       | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   1000000 | PA      | $1004850.00   | 0.05%             | 2032-06-17      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567778 | PA      | $585330.71    | 0.03%             | 2032-07-15      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023142.48   | 0.05%             | 2029-06-04      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001713.16   | 0.10%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                        | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1970182.71   | 0.10%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 | CUSIP: 02650VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3005306.79   | 0.15%             | 2031-11-17      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                           | CADILLAC FAIRVIEW PRP TR                           | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6970932.52   | 0.34%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026739.37   | 0.10%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DC5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $771357.34    | 0.04%             | 2035-10-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 2   | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929000 | PA      | $946091.63    | 0.05%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1542367.18   | 0.08%             | 2030-04-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                               | BANK OF MONTREAL                                   | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | RF                | CA        |   2600000 | PA      | $2602150.04   | 0.13%             | 2026-12-21      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4283000 | PA      | $4243168.10   | 0.21%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1511863.06   | 0.07%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAD4<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    583579 | PA      | $586105.37    | 0.03%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2022 A                  | CUSIP: 55317RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43020 | PA      | $43006.30     | 0.00%             | 2028-01-13      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023 4       | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2704146.51   | 0.13%             | 2029-07-16      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214000 | PA      | $1215578.37   | 0.06%             | 2031-04-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5674671.72   | 0.28%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $22333125.00  | 1.10%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271KDQ4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |  11000000 | PA      | $10968645.60  | 0.54%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DAC                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2633000 | PA      | $2604484.81   | 0.13%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| THE AES CORPORATION                                                                            | THE AES CORPORATION                                | CUSIP: 00809KDH8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | STIV             | CORP              | US        |   1350000 | PA      | $1347343.61   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                     | CLOUD CAPITAL HOLDCO LP                            | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2494623.65   | 0.12%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CRSNT TRUST                                                                                    | CRSNT TRUST 2026 MOON                              | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989446.04   | 0.10%             | 2031-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292000 | PA      | $299294.99    | 0.01%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2023 2                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503466.00    | 0.02%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76754 | PA      | $74933.55     | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1369400.34   | 0.07%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1216857.61   | 0.06%             | 2032-07-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2025 2 LLC              | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006314.20   | 0.05%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2025 LEAF1 NOTES                     | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1826000 | PA      | $1838976.09   | 0.09%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC.                                               | AMERICAN BUILDERS CONTRACTORS SUPPLY CO INC        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1471447.55   | 0.07%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996302.97    | 0.05%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    944444 | PA      | $943705.73    | 0.05%             | 2030-08-11      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2474000 | PA      | $2475133.95   | 0.12%             | 2033-01-18      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1519966.21   | 0.08%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494179.47   | 0.07%             | 2044-12-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014487.82   | 0.05%             | 2029-10-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3473832.11   | 0.17%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| CARMEL IND WTRWKS REV                                                                          | CITY OF CARMEL IN WATERWORKS REVENUE               | CUSIP: 143321KN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $279867.85    | 0.01%             | 2029-05-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1391304 | PA      | $1404294.94   | 0.07%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $985499.82    | 0.05%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709796 | PA      | $687790.54    | 0.03%             | 2054-10-15      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504577.64    | 0.02%             | 2029-10-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CULBERSON CNTY-ALLAMOORE INDPT SCH DIST TEX                                                    | CULBERSON COUNTY ALLAMOORE INDEPENDENT SCHOOL DIST | CUSIP: 229858CD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1112963.64   | 0.06%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA                                                                             | BANC OF CALIFORNIA                                 | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995000.00    | 0.05%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385BX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1064458 | PA      | $1065132.49   | 0.05%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453000 | PA      | $457413.78    | 0.02%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694448 | PA      | $704815.66    | 0.03%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1041919.10   | 0.05%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KD25<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   3400000 | PA      | $3399215.96   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422000 | PA      | $432745.67    | 0.02%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| BLACK BELT ENERGY GAS DIST ALA GAS PROJ REV                                                    | BLACK BELT ENERGY GAS DISTRICT                     | CUSIP: 09182TCS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1030503.62   | 0.05%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025 A | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2083000 | PA      | $2091827.68   | 0.10%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200371.55    | 0.01%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST                                                     | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025 1  | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006136.08   | 0.05%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2993119.86   | 0.15%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                       | SCE RECOVERY FUNDING LLC                           | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1147468 | PA      | $1038995.35   | 0.05%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033093.52   | 0.05%             | 2029-09-17      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Highmark Inc                                                                                   | HIGHMARK INC                                       | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   7915000 | PA      | $7882657.95   | 0.39%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                              | HEICO CORP                                         | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2546941.97   | 0.13%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1128076 | NS      | $1128075.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509013.06   | 0.07%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999513.02    | 0.05%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                               | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 74256LFE4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $6302931.78   | 0.31%             | 2031-01-13      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CARS DB7 LP                                        | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935000 | PA      | $939064.82    | 0.05%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   4107000 | PA      | $4087526.36   | 0.20%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ALBANY N Y CAP RESOURCE CORP REV                                                               | ALBANY CAPITAL RESOURCE CORP                       | CUSIP: 012432EV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $764738.73    | 0.04%             | 2031-05-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1116389.59   | 0.06%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007938.85   | 0.10%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1795918 | PA      | $1803902.61   | 0.09%             | 2050-02-20      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 2                      | CUSIP: 16144MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991231.80    | 0.05%             | 2033-02-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071429 | PA      | $1069911.60   | 0.05%             | 2034-01-16      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374000 | PA      | $383188.79    | 0.02%             | 2031-01-13      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                               | SALESFORCE INC                                     | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5001426.82   | 0.25%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $184408.46    | 0.01%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| ITC HOLDINGS CORP.                                                                             | ITC HOLDINGS CORP                                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1101816.88   | 0.05%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35270703.13  | 1.74%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988402.26    | 0.05%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016971.23   | 0.05%             | 2030-03-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2026 1                 | CUSIP: 30343XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2367000 | PA      | $2336553.99   | 0.12%             | 2032-10-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2374399 | PA      | $2358406.94   | 0.12%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1963000 | PA      | $2012758.39   | 0.10%             | 2032-04-14      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   7114000 | PA      | $7092358.59   | 0.35%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    839000 | PA      | $850248.35    | 0.04%             | 2030-08-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                                                              | CP EF ASSET SECURITIZATION II LLC                  | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107043 | PA      | $107572.22    | 0.01%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                             | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2907000 | PA      | $2876921.84   | 0.14%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2960189.94   | 0.15%             | 2042-03-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| DOC DR, LLC                                                                                    | PHYSICIANS REALTY LP                               | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $445333.64    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644898 | PA      | $663334.84    | 0.03%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611754 | PA      | $618701.32    | 0.03%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                              | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3353048.95   | 0.17%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934830.74    | 0.05%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CGI INC.                                                                                       | CGI INC                                            | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2007881.13   | 0.10%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $692119.07    | 0.03%             | 2031-04-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                                            | GEORGIA PACIFIC LLC                                | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001302.45   | 0.05%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1966597.97   | 0.10%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902899.03    | 0.04%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| OMNICOM GROUP INC.                                                                             | OMNICOM GROUP INC                                  | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2966572.00   | 0.15%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 4           | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $505730.82    | 0.03%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                                   | HASBRO INC                                         | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1003372.57   | 0.05%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                               | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929739 | PA      | $1866399.97   | 0.09%             | 2056-03-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292000 | PA      | $292231.98    | 0.01%             | 2032-08-20      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981579.54    | 0.05%             | 2035-04-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2025 1 LLC              | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $144233.66    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    651000 | PA      | $654849.65    | 0.03%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004234.22   | 0.05%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2007581.80   | 0.10%             | 2032-01-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $257062.32    | 0.01%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $1021915.14   | 0.05%             | 2036-02-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003327.18   | 0.05%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                      | ESSENTIAL UTILITIES INC                            | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505538.41   | 0.07%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                         | SPRINT SPECTRUM CO LLC                             | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1205017.16   | 0.06%             | 2029-09-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    552000 | PA      | $558624.94    | 0.03%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | HYUNDAI AUTO RECEIVABLES TRUST 2024 C              | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471000 | PA      | $472819.40    | 0.02%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                                   | VALLOUREC SACA                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   5818000 | PA      | $6102605.87   | 0.30%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                                        | SONOCO PRODUCTS COMPANY                            | CUSIP: 83549SD17<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4999423.50   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1652000 | PA      | $1664235.25   | 0.08%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HQMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    986025 | PA      | $969280.49    | 0.05%             | 2049-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 2             | CUSIP: 74113VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2013910.28   | 0.10%             | 2029-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 3   | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006142.13   | 0.05%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1369518.64   | 0.07%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2411027.57   | 0.12%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS CENTRAL RAILROAD COMPANY                                                              | ILLINOIS CENTRAL RAILROAD CO                       | CUSIP: 451866SX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5222000 | PA      | $5418513.59   | 0.27%             | 2096-09-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                              | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2734000 | PA      | $2720672.41   | 0.13%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1019000 | PA      | $1024580.75   | 0.05%             | 2031-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508081.72    | 0.03%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2004000 | PA      | $2034750.98   | 0.10%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JKH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2026216.10   | 0.10%             | 2029-04-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $30939453.28  | 1.53%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                             | EXELON CORP                                        | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2223843.74   | 0.11%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2019 2 LLC                                     | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480859 | PA      | $480164.27    | 0.02%             | 2038-10-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | BLUE OWL CREDIT INCOME                             | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2080061.89   | 0.10%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CITY OF CHICAGO IL                                 | CUSIP: 1674862D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1133964.47   | 0.06%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2041114.65   | 0.10%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507890.17    | 0.03%             | 2031-01-13      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $405791.88    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004150.58   | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CUBESMART, L.P.                                                                                | CUBESMART LP                                       | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987178.71   | 0.10%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025750.97   | 0.05%             | 2029-09-17      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2024195.77   | 0.10%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE PLC                                                                        | AMCOR GROUP FINANCE PLC                            | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1024853.05   | 0.05%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3917351.73   | 0.19%             | 2199-12-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 2           | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1036000 | PA      | $1010411.17   | 0.05%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2880396 | PA      | $2820226.92   | 0.14%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                      | SUNOCO LP                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497525.15    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4981967.81   | 0.25%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON CORPORATION                                                                      | FIRST HORIZON CORP                                 | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519305.16   | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2957396.68   | 0.15%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                | CIGNA GROUP THE                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3987520.94   | 0.20%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972745.86    | 0.05%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 2                      | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812500 | PA      | $806758.31    | 0.04%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                                      | SMBC AVIATION CAPITAL FINANCE DAC                  | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1971690.89   | 0.10%             | 2026-10-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3128495.08   | 0.15%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS, INC.                                                                           | ENACT HOLDINGS INC                                 | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3602794.00   | 0.18%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                                   | OWL ROCK CAPITAL CORP                              | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2779100.13   | 0.14%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035689.44   | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                                           | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   6175000 | PA      | $6119681.66   | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $410435.69    | 0.02%             | 2030-01-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $982233.75    | 0.05%             | 2038-12-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017442 | PA      | $1024658.83   | 0.05%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING             | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018047.09   | 0.10%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE, LLC                                                                  | GOODMAN US FIN THREE                               | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $738024.90    | 0.04%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   3387000 | PA      | $3032348.03   | 0.15%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023456.33   | 0.05%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                                  | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497209.33    | 0.02%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                             | SMITH NEPHEW PLC                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $502871.35    | 0.02%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992267.87   | 0.10%             | 2026-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003633.03   | 0.10%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2714568.83   | 0.13%             | 2030-06-01      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584000 | PA      | $588454.15    | 0.03%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979716 | PA      | $990506.64    | 0.05%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                         | JOHN DEERE OWNER TRUST 2024 B                      | CUSIP: 47786WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $559214.84    | 0.03%             | 2031-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258000 | PA      | $267794.35    | 0.01%             | 2031-12-12      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                              | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1477411.69   | 0.07%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                                                           | SIXTH STREET SPECIALTY LENDING INC                 | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022755.86   | 0.05%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2026 1 LLC              | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1990082.64   | 0.10%             | 2033-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                                          | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4762370.55   | 0.24%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025 1        | CUSIP: 92887TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2783000 | PA      | $2791511.16   | 0.14%             | 2031-10-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459219 | PA      | $464715.23    | 0.02%             | 2029-12-13      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                                | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496606.84    | 0.02%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                               | AUTONATION INC                                     | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983644.75   | 0.10%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006608.89   | 0.05%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4256246.22   | 0.21%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 02007WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016011.69   | 0.05%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2016914.05   | 0.10%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1486897.24   | 0.07%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                                                            | GEO GROUP INC THE                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038663.77   | 0.05%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015083.17   | 0.05%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957581.75   | 0.10%             | 2027-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    852000 | PA      | $861798.00    | 0.04%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                                             | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1426117.61   | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST, INC.                                                                     | EVERGY MISSOURI WEST INC                           | CUSIP: 30037ND75<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7993824.80   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                        | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995229.48    | 0.05%             | 2028-03-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                                      | STONEBRIAR ABF ISSUER LLC                          | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $214168.46    | 0.01%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004655.53   | 0.05%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981626.74   | 0.10%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                                                              | ALGONQUIN POWER UTILITIES CORP                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   8962000 | PA      | $8967385.15   | 0.44%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2025 1                   | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2116040 | PA      | $2121207.09   | 0.10%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $866321.09    | 0.04%             | 2032-05-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                                             | LEX 2024 BBG MORTGAGE TRUST                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962963 | PA      | $959928.19    | 0.05%             | 2037-10-13      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Carol D. Trevino

**Name of Signer:** Carol D. Trevino

**Title:** Treasurer