# EDGAR Filing Document

**Accession Number:** 0000795264
**File Stem:** 0001145549-23-002680
**Filing Date:** 2023-1
**Character Count:** 157150
**Document Hash:** 3e92145cab724d4b4d6fa6c2cbab02ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002680.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001145549-23-002680

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THOMPSON IM FUNDS INC
- **CENTRAL INDEX KEY:** 0000795264
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04946
- **FILM NUMBER:** 23551588

**BUSINESS ADDRESS:**
- **STREET 1:** 1255 FOURIER DRIVE
- **STREET 2:** SUITE 200
- **CITY:** MADISON
- **STATE:** WI
- **ZIP:** 53717
- **BUSINESS PHONE:** 608-827-5700

**MAIL ADDRESS:**
- **STREET 1:** 1255 FOURIER DRIVE
- **STREET 2:** SUITE 200
- **CITY:** MADISON
- **STATE:** WI
- **ZIP:** 53717

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** THOMPSON PLUMB FUNDS INC
- **DATE OF NAME CHANGE:** 19970401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** THOMPSON UNGER & PLUMB FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MADISON TOTAL RETURN FUND INC
- **DATE OF NAME CHANGE:** 19861222

## Series and Classes Contracts Data

### Thompson Bond Fund (Series ID: S000002452)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000006582 | Thompson Bond Fund | thopx           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thompson IM Funds, Inc.

- **b. Investment Company Act file number:** 811-04946

- **c. CIK number of Registrant:** 0000795264

- **d. LEI of Registrant:** 549300QQSO0I7KNHS575

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

  - **Street Address 1:** 1255 Fourier Drive

  - **City:** Madison

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53717

  - **Telephone number:** 608-827-5700

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

- **a. Name of Series:** Thompson Bond Fund

- **b. EDGAR series identifier (if any):** S000002452

- **c. LEI of Series:** 549300Z2BP7MCEI83F15

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $1711070945.16

**Total Liabilities:** $4015065.69

**Net Assets:** $1707055879.47

**Cash Not Reported:** $1140417.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 242412.790000000000 | **1-Year:** 71512.210000000000 | **5-Year:** 72394.520000000000 | **10-Year:** 14858.870000000000 | **30-Year:** 58914.760000000000

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

- **3-Month:** 35043.970000000000 | **1-Year:** 83483.000000000000 | **5-Year:** 33172.310000000000 | **10-Year:** 6289.340000000000 | **30-Year:** 389.980000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006582 | -1.37%               | -1.50%               | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-99396.98               | $-33454952.64                              |
| Month 2  | $-3870597.06             | $-28633718.65                              |
| Month 3  | $-2842719.11             | $4187347.23                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACRES COMMERCIAL REALTY             | ACRES Commercial Realty Corp                                              | CUSIP: 00489QAA0<br>LEI: 549300RUJWPCMY4JFR46 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7706204.64   | 0.45%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTH QUEENSLAND E TER              | Adani Abbot Point Terminal Pty Ltd                                        | CUSIP: 00653GAB0<br>LEI: 213800QDQZHS7LJ9UA09 | Long             | DBT              | CORP              | AU        |   8570000 | PA      | $8463362.98   | 0.50%             | 2022-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2795000 | PA      | $2769807.94   | 0.16%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1015000 | PA      | $1000293.60   | 0.06%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  20529000 | PA      | $20273353.18  | 1.19%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6500000 | PA      | $6267167.34   | 0.37%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $477771.70    | 0.03%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1B PTT              | Air Canada 2015-1 Class B Pass Through Trust                              | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1176044 | PA      | $1163753.16   | 0.07%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                       | Aircastle Ltd                                                             | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   7477000 | PA      | $7451673.16   | 0.44%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                       | Aircastle Ltd                                                             | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2390000 | PA      | $2305451.07   | 0.14%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                       | Aircastle Ltd                                                             | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $593604.19    | 0.03%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                       | Aircastle Ltd                                                             | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    670000 | PA      | $623210.87    | 0.04%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERANT BANCORP INC                 | Amerant Bancorp Inc                                                       | CUSIP: 023576AA9<br>LEI: 5493007OCZP75TGDUY32 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9784514.90   | 0.57%             | 2025-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2013-2            | American Airlines 2013-2 Class A Pass Through Trust                       | CUSIP: 02377UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104397 | PA      | $103752.18    | 0.01%             | 2023-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 A PTT             | American Airlines 2017-1 Class A Pass Through Trust                       | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230398 | PA      | $184673.53    | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERIS BANCORP                      | Ameris Bancorp                                                            | CUSIP: 03076KAA6<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5378302.88   | 0.32%             | 2027-03-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| AMTRUST FINANCIAL SERVIC            | AmTrust Financial Services Inc                                            | CUSIP: 032359AE1<br>LEI: 549300SNNS1GRWBTGA28 | Long             | DBT              | CORP              | US        |  39078000 | PA      | $38111211.84  | 2.23%             | 2023-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                    | Antares Holdings LP                                                       | CUSIP: 03666HAA9<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |   4830000 | PA      | $4751962.46   | 0.28%             | 2023-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                  | Aqua Finance Trust 2017-A                                                 | CUSIP: 03837PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1677165.53   | 0.10%             | 2035-11-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC              | Arbor Realty Trust Inc                                                    | CUSIP: 038923AD0<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |  16495000 | PA      | $16344125.35  | 0.96%             | 2023-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC              | Arbor Realty Trust Inc                                                    | CUSIP: 038923AJ7<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9703985.90   | 0.57%             | 2024-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC              | Arbor Realty Trust Inc                                                    | CUSIP: 038923AL2<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9422832.30   | 0.55%             | 2024-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC              | Arbor Realty Trust Inc                                                    | CUSIP: 038923AM0<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942283.23    | 0.06%             | 2024-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARENA FINANCE II LLC                | Arena Finance II LLC                                                      | CUSIP: 04004XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1810000.00   | 0.11%             | 2025-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AASET 2018-2 Trust                  | AASET 2018-2 US Ltd                                                       | CUSIP: 04546KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    607260 | PA      | $478262.05    | 0.03%             | 2038-11-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG            | Assured Guaranty US Holdings Inc                                          | CUSIP: 04622DAA9<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |  31751000 | PA      | $25003912.50  | 1.46%             | 2066-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AXOS FINANCIAL INC                  | Axos Financial Inc                                                        | CUSIP: 05465CAA8<br>LEI: 529900D8M56422GK9O25 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7543958.48   | 0.44%             | 2030-10-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BAC CAPITAL TRUST XIII              | BAC Capital Trust XIII                                                    | CUSIP: 05518UAA5<br>LEI: 549300I6GXQ4O8PHFJ89 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1471350.27   | 0.09%             | 2022-12-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BCB BANCORP INC                     | BCB Bancorp Inc                                                           | CUSIP: 055298AA1<br>LEI: 54930024V6Z8FYSN4291 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8889035.67   | 0.52%             | 2028-08-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S      | BBCMS Trust 2015-VFM                                                      | CUSIP: 05546JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5396806.20   | 0.32%             | 2036-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA INC              | Banc of California Inc                                                    | CUSIP: 05990KAC0<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4329606.16   | 0.25%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA INC              | Banc of California NA                                                     | CUSIP: 05990KAD8<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $11577147.13  | 0.68%             | 2030-10-30      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                | Bank of America Corp                                                      | CUSIP: 06048WEJ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | SN               | CORP              | US        |    671000 | PA      | $467922.52    | 0.03%             | 2030-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                | Bank of America Corp                                                      | CUSIP: 060505ED2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2434374.43   | 0.14%             | 2023-06-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                    | Bank of Montreal                                                          | CUSIP: 06368B5P9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6977000 | PA      | $6057485.89   | 0.35%             | 2024-08-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP              | Bank of New York Mellon Corp/The                                          | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891720.49    | 0.05%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| BAY BANKS VIRGINIA                  | Bay Banks of Virginia Inc                                                 | CUSIP: 072035AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2905793.85   | 0.17%             | 2029-10-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2012-CCRE1 Mortgage Trust                                            | CUSIP: 12624BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1639031 | PA      | $1635634.46   | 0.10%             | 2045-05-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BAYCOM CORP                         | BayCom Corp                                                               | CUSIP: 07272MAA5<br>LEI: 549300UOLS54Q5ONIG33 | Long             | DBT              | CORP              | US        |   8460000 | PA      | $8081230.15   | 0.47%             | 2030-09-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft          | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5497937 | PA      | $4490527.20   | 0.26%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft          | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                | CUSIP: 09228YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1244293 | PA      | $819113.61    | 0.05%             | 2041-12-16      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS            | Brandywine Operating Partnership LP                                       | CUSIP: 105340AM5<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $3227852.78   | 0.19%             | 2023-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2012-CCRE1 Mortgage Trust                                            | CUSIP: 12624BAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1349993.25   | 0.08%             | 2045-05-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2012-CCRE3 Mortgage Trust                                            | CUSIP: 12624PAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $2950000.00   | 0.17%             | 2045-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2012-CCRE4 Mortgage Trust                                            | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2877911.70   | 0.17%             | 2045-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus      | CSAIL 2015-C1 Commercial Mortgage Trust                                   | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1780000 | PA      | $1522606.66   | 0.09%             | 2050-04-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BRASKEM FINANCE LTD                 | Braskem Finance Ltd                                                       | CUSIP: 10553YAF2<br>LEI: 254900HEUOOGBXNXZM03 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1001266.47   | 0.06%             | 2024-02-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BROADMARK REALTY CAPITAL            | Broadmark Realty Capital Inc                                              | CUSIP: 11135BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4349909.10   | 0.25%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2015-DC1 Mortgage Trust                                              | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $492067.60    | 0.03%             | 2048-02-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus      | Csail 2015-C2 Commercial Mortgage Trust                                   | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4435713.00   | 0.26%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC        | Business Jet Securities 2022-1 LLC                                        | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6585046 | PA      | $5997723.74   | 0.35%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                             | CUSIP: 1730T0A82<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |    245000 | PA      | $183696.59    | 0.01%             | 2028-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus      | Csail 2015-C2 Commercial Mortgage Trust                                   | CUSIP: 12634NAZ1<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   3579000 | PA      | $3023698.11   | 0.18%             | 2057-06-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus      | CSAIL 2015-C3 Commercial Mortgage Trust                                   | CUSIP: 12635FAY0<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |   3905000 | PA      | $3512069.14   | 0.21%             | 2048-08-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus      | CSAIL 2015-C3 Commercial Mortgage Trust                                   | CUSIP: 12635FBA1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |   5795000 | PA      | $3488453.24   | 0.20%             | 2048-08-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL FUNDING BANCORP             | Capital Funding Bancorp Inc                                               | CUSIP: 14017RAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19874579.00  | 1.16%             | 2023-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARRINGTON HOLDING CO LL            | Carrington Holding Co LLC                                                 | CUSIP: 144523AC1<br>LEI: 635400MJJEAT2FUN2F71 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10879975.68  | 0.64%             | 2026-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza      | Castlelake Aircraft Structured Trust 2019-1                               | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   3043202 | PA      | $2566971.30   | 0.15%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza      | Castlelake Aircraft Structured Trust 2021-1                               | CUSIP: 14856GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4714387 | PA      | $3642146.76   | 0.21%             | 2046-01-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| CENTERSTATE BANK CORP               | CenterState Bank Corp                                                     | CUSIP: 15201PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $669148.91    | 0.04%             | 2030-06-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CHANGE CO CDFI LLC                  | Change Co CDFI LLC/The                                                    | CUSIP: 15912AAC6<br>LEI: N/A                  | Long             | SN               | CORP              | US        |   7000000 | PA      | $6353662.00   | 0.37%             | 2031-09-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                             | CUSIP: 172967DS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    868000 | PA      | $693729.17    | 0.04%             | 2036-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                             | CUSIP: 1730T0E21<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |   2863000 | PA      | $1710201.60   | 0.10%             | 2033-12-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                             | CUSIP: 1730T0HV4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |   1152000 | PA      | $838834.56    | 0.05%             | 2029-12-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                             | CUSIP: 1730T0KV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |    727000 | PA      | $499837.22    | 0.03%             | 2030-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                             | CUSIP: 1730T0UB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |   1394000 | PA      | $848608.65    | 0.05%             | 2033-07-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                             | CUSIP: 1730T0UG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |    740000 | PA      | $573485.20    | 0.03%             | 2028-07-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage       | Citigroup Commercial Mortgage Trust 2015-GC35                             | CUSIP: 17324KAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6116577.60   | 0.36%             | 2048-11-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage       | Citigroup Commercial Mortgage Trust 2016-GC36                             | CUSIP: 17324TAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4074292.00   | 0.24%             | 2049-02-10      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage       | Citigroup Commercial Mortgage Trust 2018-B2                               | CUSIP: 17327FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47293 | PA      | $47157.75     | 0.00%             | 2051-03-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BOKF MERGER CORP SIXTEEN            | BOKF Merger Corp Number Sixteen                                           | CUSIP: 190897AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9810695.30   | 0.57%             | 2030-06-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC               | Coinstar Funding LLC Series 2017-1                                        | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26738775 | PA      | $21767622.28  | 1.28%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC             | Colony Capital Inc                                                        | CUSIP: 19624RAA4<br>LEI: 549300XG87L902AGBO89 | Long             | DBT              | CORP              | US        |  18725000 | PA      | $18444125.00  | 1.08%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                             | HCA Inc                                                                   | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    622000 | PA      | $650411.09    | 0.04%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| CONGRESSIONAL BNCSHRS               | Congressional Bancshares Inc                                              | CUSIP: 20727PAE4<br>LEI: 549300F86ZI0BZ1LVN33 | Long             | SN               | CORP              | US        |   5000000 | PA      | $4819434.45   | 0.28%             | 2029-12-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC              | ConnectOne Bancorp Inc                                                    | CUSIP: 20786WAD9<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6313104.23   | 0.37%             | 2028-02-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC              | ConnectOne Bancorp Inc                                                    | CUSIP: 20786WAE7<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7549754.79   | 0.44%             | 2030-06-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                 | JPMorgan Chase & Co                                                       | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4154150.00   | 0.24%             | 2025-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited       | KDAC Aviation Finance Ltd                                                 | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3084570 | PA      | $2375211.61   | 0.14%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited       | KDAC Aviation Finance Ltd                                                 | CUSIP: 48244XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  17132629 | PA      | $9013518.70   | 0.53%             | 2042-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limit      | Kestrel Aircraft Funding Ltd                                              | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2170656 | PA      | $1829097.28   | 0.11%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limit      | Kestrel Aircraft Funding Ltd                                              | CUSIP: 49255PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2691017 | PA      | $1924131.32   | 0.11%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                  | Kohl's Corp                                                               | CUSIP: 500255AT1<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   4013000 | PA      | $3936670.13   | 0.23%             | 2023-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limi      | Labrador Aviation Finance Ltd 2016-1A                                     | CUSIP: 50543LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |  33166314 | PA      | $18739962.59  | 1.10%             | 2042-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LIBERTY COMM FIN                    | Liberty Commercial Finance LLC                                            | CUSIP: 53036LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5557168.74   | 0.33%             | 2026-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP               | Lincoln National Corp                                                     | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |  29378000 | PA      | $22106945.00  | 1.30%             | 2066-05-17      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP               | Lincoln National Corp                                                     | CUSIP: 534187BP3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |  25384000 | PA      | $17915593.90  | 1.05%             | 2067-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Massage Envy Franchising, LLC       | ME Funding LLC                                                            | CUSIP: 55282GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22310000 | PA      | $21603040.72  | 1.27%             | 2049-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL             | MPT Operating Partnership LP / MPT Finance Corp                           | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $246072.75    | 0.01%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mach I                              | MACH 1 Cayman 2019-1 Ltd                                                  | CUSIP: 55446MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4341879 | PA      | $3433004.87   | 0.20%             | 2039-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MAPS LTD                            | MAPS 2018-1 Ltd                                                           | CUSIP: 56564RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1593042 | PA      | $1027512.18   | 0.06%             | 2043-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MEDALLION FINANCIAL CORP            | Medallion Financial Corp                                                  | CUSIP: 583928AC0<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9750000.00   | 0.57%             | 2024-03-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MERIDIAN CORP                       | Meridian Corp                                                             | CUSIP: 58960CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9609263.00   | 0.56%             | 2029-12-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Merlin Aviation Holdings DAC        | Merlin Aviation Holdings DAC                                              | CUSIP: 59010RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   7254348 | PA      | $5487500.30   | 0.32%             | 2032-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Merlin Aviation Holdings DAC        | Merlin Aviation Holdings DAC                                              | CUSIP: 59010RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1554779 | PA      | $940953.10    | 0.06%             | 2032-12-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                | Bank of America Corp                                                      | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $606769.30    | 0.04%             | 2026-09-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| METAL Cayman                        | METAL 2017-1 LLC                                                          | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  15884880 | PA      | $7825527.24   | 0.46%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| METAL Cayman                        | METAL 2017-1 LLC                                                          | CUSIP: 59111RAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  26657035 | PA      | $3467813.66   | 0.20%             | 2042-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDLAND STATES BANCORP              | Midland States Bancorp Inc                                                | CUSIP: 597742AL9<br>LEI: 5493006RHXW9TTBWYC94 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5274221.59   | 0.31%             | 2029-09-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC            | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6616683.50   | 0.39%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO      | Minnesota Housing Finance Agency                                          | CUSIP: 60416QFW9<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    902670 | PA      | $843197.75    | 0.05%             | 2041-09-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MINNWEST CORP                       | Minnwest Corp                                                             | CUSIP: 60426PAA2<br>LEI: 549300T5O0HCNHK4PS46 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5941236.60   | 0.35%             | 2028-07-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22               | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3976643.00   | 0.23%             | 2048-04-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7                | CUSIP: 61690KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199123.98    | 0.01%             | 2046-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7                | CUSIP: 61690KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6934520.60   | 0.41%             | 2046-02-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust      | Morgan Stanley Capital I Trust 2015-UBS8                                  | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5356613.60   | 0.31%             | 2048-12-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust      | Morgan Stanley Capital I Trust 2016-UBS12                                 | CUSIP: 61691EBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4027610.00   | 0.24%             | 2049-12-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust      | Morgan Stanley Capital I 2017-HR2                                         | CUSIP: 61691NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24990 | PA      | $24934.08     | 0.00%             | 2050-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust      | Morgan Stanley Capital I Trust 2011-C2                                    | CUSIP: 617459AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649561 | PA      | $610210.92    | 0.04%             | 2044-06-15      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10               | CUSIP: 61762MBY6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1478864 | PA      | $1452819.28   | 0.09%             | 2046-07-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10               | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2389218.15   | 0.14%             | 2046-07-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| OLD SECOND BANCORP INC              | Old Second Bancorp Inc                                                    | CUSIP: 680277AB6<br>LEI: 549300XVJC1MPUT81C04 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1931040.91   | 0.11%             | 2026-12-31      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS            | Omega Healthcare Investors Inc                                            | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    525000 | PA      | $512042.54    | 0.03%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS            | Omega Healthcare Investors Inc                                            | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1014528.22   | 0.06%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORRSTOWN FINANCIAL SERV             | Orrstown Financial Services Inc                                           | CUSIP: 687380AC9<br>LEI: 5493008IR3FINUFGVM95 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1734246.94   | 0.10%             | 2028-12-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PCAP HOLDINGS LP                    | PCAP Holdings LP                                                          | CUSIP: 69320NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8300990.00   | 0.49%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust             | PNMAC GMSR ISSUER TRUST 2018-GT1                                          | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3880324.00   | 0.23%             | 2023-02-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| PACIFIC PREMIER BANCORP             | Pacific Premier Bancorp Inc                                               | CUSIP: 69478XAE5<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4809134.25   | 0.28%             | 2030-06-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust              | Palisades Center Trust 2016-PLSD                                          | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3915500.00   | 0.23%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| PARKWAY BANCORP INC                 | Parkway Bancorp Inc/IL                                                    | CUSIP: 70153YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9734402.50   | 0.57%             | 2030-03-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PATHFINDER BANCORP INC              | Pathfinder Bancorp Inc                                                    | CUSIP: 70319RAC3<br>LEI: 549300OE0R516BNKW235 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $8960224.08   | 0.52%             | 2030-10-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PEDCOR BANCORP                      | Pedcor Bancorp                                                            | CUSIP: 705307AA4<br>LEI: 549300VNEW7JOXBYNY34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2955546.57   | 0.17%             | 2029-02-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| PELORUS FUND REIT LLC               | Pelorus Fund REIT LLC                                                     | CUSIP: 70615PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4534655.55   | 0.27%             | 2026-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PVH CORP                            | PVH Corp                                                                  | CUSIP: 718592AB4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1703241.03   | 0.10%             | 2023-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTN            | Pinnacle Financial Partners Inc                                           | CUSIP: 72346QAC8<br>LEI: 54930098EZ8JMSAZGS24 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4737199.75   | 0.28%             | 2029-09-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Limit      | Pioneer Aircraft Finance Ltd                                              | CUSIP: 72353PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1419643 | PA      | $823449.67    | 0.05%             | 2044-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PONTOTOC CNTY OK EDUCTNL FACS       | Pontotoc County Educational Facilities Authority                          | CUSIP: 732692AA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $44756.27     | 0.00%             | 2023-09-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| POST BROTHERS HLDS LLC              | Post Brothers Holdings LLC                                                | CUSIP: 73742PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996336.30   | 0.29%             | 2025-08-18      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP             | Principal Financial Group Inc                                             | CUSIP: 74251VAL6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |  26065000 | PA      | $25164454.25  | 1.47%             | 2055-05-15      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP               | Prospect Capital Corp                                                     | CUSIP: 74348TAJ1<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |   2914000 | PA      | $2906041.17   | 0.17%             | 2023-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RBB BANCORP                         | RBB Bancorp                                                               | CUSIP: 74930BAE5<br>LEI: 549300A23FBFZNGET525 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6910256.22   | 0.40%             | 2028-12-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL CORP                  | Ready Capital Corp                                                        | CUSIP: 75574UAB7<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8498538.60   | 0.50%             | 2028-12-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL CORP                  | Ready Capital Corp                                                        | CUSIP: 75574UAC5<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4838200.05   | 0.28%             | 2025-04-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| READYCAP HOLDINGS LLC               | ReadyCap Holdings LLC                                                     | CUSIP: 755763AC3<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8784597.20   | 0.51%             | 2026-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER             | Reinsurance Group of America Inc                                          | CUSIP: 759351AE9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |  33529000 | PA      | $28415827.50  | 1.66%             | 2065-12-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| RELIANT BANCORP INC                 | Reliant Bancorp Inc                                                       | CUSIP: 75956BAC5<br>LEI: 549300K01QVP0R3WTW85 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12441340.73  | 0.73%             | 2029-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY IN               | Retail Opportunity Investments Partnership LP                             | CUSIP: 76132FAA5<br>LEI: 549300KH0PNTJK9NTE57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973729.12   | 0.12%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S-JETS Limited                      | S-Jets 2017-1 Ltd                                                         | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |   3046679 | PA      | $2338325.93   | 0.14%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| S-JETS Limited                      | S-Jets 2017-1 Ltd                                                         | CUSIP: 784309AC0<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |  10242373 | PA      | $6053549.71   | 0.35%             | 2042-08-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SCRE INTERMEDIATE HOLDCO            | SCRE Intermediate Holdco LLC                                              | CUSIP: 78434LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7158811.92   | 0.42%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru      | SMB Private Education Loan Trust 2014-A                                   | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $5944759.80   | 0.35%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE I LI      | SAPPHIRE AVIATION FINANCE I LTD                                           | CUSIP: 80306AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7349239 | PA      | $4226326.83   | 0.25%             | 2040-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                 | Charles Schwab Corp/The                                                   | CUSIP: 808513AP0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  21618000 | PA      | $21618000.00  | 1.27%             | 2022-12-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SCRIPPS NETWORKS INTERAC            | Scripps Networks Interactive Inc                                          | CUSIP: 811065AG6<br>LEI: 549300AI1MM5VBF43K58 | Long             | DBT              | CORP              | US        |    491000 | PA      | $469059.34    | 0.03%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST             | Office Properties Income Trust                                            | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88519.73     | 0.01%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST             | Select Income REIT                                                        | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15838000 | PA      | $14470700.71  | 0.85%             | 2024-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H2YT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4306594 | PA      | $2817545.73   | 0.17%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H3CW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965634 | PA      | $744247.75    | 0.04%             | 2050-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H3X49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247245 | PA      | $104451.04    | 0.01%             | 2050-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                     | Fannie Mae Interest Strip                                                 | CUSIP: 31395Q5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2800766 | PA      | $457741.25    | 0.03%             | 2044-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 31397QSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75660 | PA      | $74799.71     | 0.00%             | 2040-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                           | CUSIP: 31410K5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2033 | PA      | $2025.38      | 0.00%             | 2024-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDNAT HOLDING CO                   | FedNat Holding Co                                                         | CUSIP: 31431BAC3<br>LEI: 549300TFR6HALUYTYJ66 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $6848178.00   | 0.40%             | 2029-03-15      | None          | 7.75%                 | No            |                  3 | On Loan: No      |
| FEDNAT HOLDING CO                   | FedNat Holding Co                                                         | CUSIP: 31431BAD1<br>LEI: 549300TFR6HALUYTYJ66 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $1925000.00   | 0.11%             | 2026-04-19      | None          | 5.00%                 | No            |                  3 | On Loan: No      |
| FIDELITY FEDERAL BANCORP            | Fidelity Federal Bancorp                                                  | CUSIP: 315921AG1<br>LEI: 5493004DRUFQ7MQTK142 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6436923.94   | 0.38%             | 2028-10-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY FEDERAL BANCORP            | Fidelity Federal Bancorp                                                  | CUSIP: 315921AJ5<br>LEI: 5493004DRUFQ7MQTK142 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6739267.15   | 0.39%             | 2029-11-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382T4Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1182667 | PA      | $637998.02    | 0.04%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382W3P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4187641 | PA      | $2858100.67   | 0.17%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382WPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2480107 | PA      | $1963467.10   | 0.12%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382WW37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6745446 | PA      | $3858792.87   | 0.23%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382WW60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3176404 | PA      | $2056647.42   | 0.12%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382XJH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2117345 | PA      | $1409382.92   | 0.08%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382XPV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    703182 | PA      | $382566.43    | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382XY33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1233097 | PA      | $1181863.16   | 0.07%             | 2051-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38383ADK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3267447 | PA      | $2275231.61   | 0.13%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38383ADQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2984629 | PA      | $2012491.65   | 0.12%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38383APL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3789324 | PA      | $2478642.59   | 0.15%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREAT AJAX OPER PSHIP               | Great Ajax Operating Partnership LP                                       | CUSIP: 38982GAA4<br>LEI: 549300IMX0KE8QJMZ613 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3369153.17   | 0.20%             | 2027-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HMH Trust                           | HMH Trust 2017-NSS                                                        | CUSIP: 40390AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5850000 | PA      | $5586103.58   | 0.33%             | 2031-07-05      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                     | HOA Funding LLC - HOA                                                     | CUSIP: 40390GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12837500 | PA      | $9964775.60   | 0.58%             | 2051-08-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                    | HF Sinclair Corp                                                          | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1604274.48   | 0.09%             | 2023-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HALLMARK FINANCIAL SVCS             | Hallmark Financial Services Inc                                           | CUSIP: 40624QAB0<br>LEI: 549300QVZIZ17RUE4C20 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $7800000.00   | 0.46%             | 2029-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Centerline Logistics Corporati      | Harley Marine Financing LLC                                               | CUSIP: 41284LAA2<br>LEI: 5493005HW7HO5Y757M86 | Long             | ABS-O            | CORP              | US        |  12892091 | PA      | $12741696.55  | 0.75%             | 2043-05-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| HAWAII ST HSG FIN & DEV CORP S      | Hawaii Housing Finance and Development Corp                               | CUSIP: 419818HM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165110 | PA      | $147277.25    | 0.01%             | 2037-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC                | Hilltop Holdings Inc                                                      | CUSIP: 432748AD3<br>LEI: 54930010TA543US0PM65 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7770329.84   | 0.46%             | 2030-05-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim      | Horizon Aircraft Finance I Ltd                                            | CUSIP: 440405AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2702399 | PA      | $1716055.86   | 0.10%             | 2038-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HORIZON BANCORP                     | Horizon Bancorp Inc/IN                                                    | CUSIP: 440407AA2<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5740301.94   | 0.34%             | 2030-07-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL      | Horizon Aircraft Finance II Ltd                                           | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |   3495551 | PA      | $2726516.13   | 0.16%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST            | Service Properties Trust                                                  | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1649400.00   | 0.10%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP            | Host Hotels & Resorts LP                                                  | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3984448.43   | 0.23%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOWARD BANCORP INC                  | Howard Bancorp Inc                                                        | CUSIP: 442496AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2955809.64   | 0.17%             | 2028-12-06      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HP COMMUNITIES LLC                  | HP Communities LLC                                                        | CUSIP: 44329HAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33086 | PA      | $33085.58     | 0.00%             | 2023-03-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| IIP OPERATING PARTNER               | IIP Operating Partnership LP                                              | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2648040.21   | 0.16%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Icon Brand Holdings LLC             | Icon Brand Holdings LLC                                                   | CUSIP: 45112AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7009399 | PA      | $2101004.89   | 0.12%             | 2043-01-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu      | JPMBB Commercial Mortgage Securities Trust 2015-C32                       | CUSIP: 46590JBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $433626.70    | 0.03%             | 2048-11-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor      | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3              | CUSIP: 46635TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4864367 | PA      | $4642464.67   | 0.27%             | 2046-02-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor      | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3              | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9250000 | PA      | $8621865.80   | 0.51%             | 2046-02-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor      | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9             | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2956124.40   | 0.17%             | 2047-12-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu      | JPMBB Commercial Mortgage Securities Trust 2013-C12                       | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6048000 | PA      | $5811585.49   | 0.34%             | 2045-07-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor      | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11            | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4872677.00   | 0.29%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu      | JPMBB Commercial Mortgage Securities Trust 2013-C14                       | CUSIP: 46640LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6310000 | PA      | $6077710.60   | 0.36%             | 2046-08-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu      | JPMBB Commercial Mortgage Securities Trust 2013-C14                       | CUSIP: 46640LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4662418.00   | 0.27%             | 2046-08-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu      | JPMBB Commercial Mortgage Securities Trust 2014-C18                       | CUSIP: 46641JBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5060000 | PA      | $4619352.94   | 0.27%             | 2047-02-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor      | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20             | CUSIP: 46642CAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3352306.50   | 0.20%             | 2047-07-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu      | JPMBB Commercial Mortgage Securities Trust 2014-C22                       | CUSIP: 46642NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4966000 | PA      | $3657421.76   | 0.21%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu      | JPMBB Commercial Mortgage Securities Trust 2014-C24                       | CUSIP: 46643GAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10400000 | PA      | $9542811.20   | 0.56%             | 2047-11-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu      | JPMBB Commercial Mortgage Securities Trust 2015-C28                       | CUSIP: 46644FAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5496426 | PA      | $4997310.94   | 0.29%             | 2048-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Jol Air                             | JOL Air Ltd                                                               | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    907397 | PA      | $589853.71    | 0.03%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST             | New York Mortgage Trust Inc                                               | CUSIP: 649604AG0<br>LEI: 549300JFGR0M7ULHWG48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4658240.75   | 0.27%             | 2026-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEWPORT REALTY TRUST                | Newport Realty Trust Inc                                                  | CUSIP: 652315AA0<br>LEI: 549300NQHVIV87HVCR07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9318046.30   | 0.55%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWPORT REALTY TRUST                | Newport Realty Trust Inc                                                  | CUSIP: 652315AB8<br>LEI: 549300NQHVIV87HVCR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931804.63    | 0.05%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXBANK CAPITAL INC                 | NexBank Capital Inc                                                       | CUSIP: 65341TAC1<br>LEI: 549300H29S945S4X7A03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4992812.90   | 0.29%             | 2027-09-30      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| NEXPOINT REAL ESTATE FIN            | Nexpoint Real Estate Finance Inc                                          | CUSIP: 65342VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8879298.10   | 0.52%             | 2026-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHPOINTE BANK                    | Northpointe Bank                                                          | CUSIP: 666613HB3<br>LEI: 549300UXY7OP0IC38293 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4953428.50   | 0.29%             | 2028-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NORTHPOINTE BANCSHARES I            | Northpointe Bancshares Inc                                                | CUSIP: 66661NAE0<br>LEI: 549300EYMKMD4WKEKP72 | Long             | SN               | CORP              | US        |   5000000 | PA      | $4821244.75   | 0.28%             | 2029-09-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| A10 CAPITAL LLC                     | A10 Capital LLC                                                           | CUSIP: 66982EAA0<br>LEI: 549300RXTK0PSG57BV49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4632441.75   | 0.27%             | 2026-08-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| A10 CAPITAL LLC                     | A10 Capital LLC                                                           | CUSIP: 66982EAC6<br>LEI: 549300RXTK0PSG57BV49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1389732.53   | 0.08%             | 2026-08-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINANCIAL CP             | OceanFirst Financial Corp                                                 | CUSIP: 675234AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5700575.82   | 0.33%             | 2030-05-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK NEW YORK             | Signature Bank/New York NY                                                | CUSIP: 82669GCK8<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $3923230.38   | 0.23%             | 2030-10-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Project Silver                      | Project Silver                                                            | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4960738 | PA      | $3815793.38   | 0.22%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SOUTH ST SEC FUND LLC               | South Street Securities Funding LLC                                       | CUSIP: 84046SAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4629969.70   | 0.27%             | 2026-12-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                         | Southern Co/The                                                           | CUSIP: 842587CY1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3753000 | PA      | $3724852.50   | 0.22%             | 2057-03-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| PRIMIS FINANCIAL CORP               | Southern National Bancorp of Virginia Inc                                 | CUSIP: 843395AA2<br>LEI: 549300JNX3M2EENG1F11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996811.08   | 0.12%             | 2027-01-31      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| PRIMIS FINANCIAL CORP               | Southern National Bancorp of Virginia Inc                                 | CUSIP: 843395AB0<br>LEI: 549300JNX3M2EENG1F11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1918958.00   | 0.11%             | 2030-09-01      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                      | Sprite 2021-1 Ltd                                                         | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   9090900 | PA      | $7788667.67   | 0.46%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                      | Sprite 2021-1 Ltd                                                         | CUSIP: 85208UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4545450 | PA      | $3602510.49   | 0.21%             | 2046-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                   | State Street Corp                                                         | CUSIP: 857477AQ6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1700058.73   | 0.10%             | 2023-03-15      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP              | Sterling Bancorp/DE                                                       | CUSIP: 85917AAB6<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9264987.11   | 0.54%             | 2029-12-30      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT CNTY OH PORT AUTH REVEN      | Summit County Development Finance Authority                               | CUSIP: 86606KAP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $535433.62    | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                 | Synchrony Financial                                                       | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2492880.00   | 0.15%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                      | Synchrony Bank                                                            | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978488.59    | 0.06%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TGIF Funding, LLC                   | TGIF Funding LLC 2017-1A                                                  | CUSIP: 87244BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24985269 | PA      | $23030146.75  | 1.35%             | 2047-04-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                        | GAIA Aviation Ltd                                                         | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3657896 | PA      | $2624546.16   | 0.15%             | 2044-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| TEXAS STATE BNKSHRS INC             | Texas State Bankshares Inc                                                | CUSIP: 882727AA8<br>LEI: 549300KSLUE7MP08XL09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3886752.20   | 0.23%             | 2029-06-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Lim      | Thunderbolt Aircraft Lease Ltd                                            | CUSIP: 88606WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    705613 | PA      | $592729.20    | 0.03%             | 2032-05-17      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Lim      | Thunderbolt Aircraft Lease Ltd                                            | CUSIP: 88606WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5145941 | PA      | $3705231.86   | 0.22%             | 2032-05-17      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Lim      | Thunderbolt III Aircraft Lease Ltd                                        | CUSIP: 88607AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4314678 | PA      | $2459366.26   | 0.14%             | 2039-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES               | TransCanada PipeLines Ltd                                                 | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  24473000 | PA      | $19270284.93  | 1.13%             | 2067-05-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| TRANSVERSE INSURANCE GRP            | Transverse Insurance Group LLC                                            | CUSIP: 89402HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4525427.20   | 0.27%             | 2026-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRINITAS CAPITAL MGMT               | Trinitas Capital Management LLC                                           | CUSIP: 89642CAC4<br>LEI: 254900JU042545A6UD08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2675712.30   | 0.16%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRISTATE CAPITAL HLDGS              | TriState Capital Holdings Inc                                             | CUSIP: 89678FAA8<br>LEI: 5493003JKSPN0881WX29 | Long             | DBT              | CORP              | US        |  10775000 | PA      | $10465663.00  | 0.61%             | 2030-05-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                     | Truist Financial Corp                                                     | CUSIP: 89832QAB5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972500.00    | 0.06%             | 2024-12-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP               | Truist Financial Corp                                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10552000 | PA      | $9515784.74   | 0.56%             | 2024-09-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga      | UBS-Barclays Commercial Mortgage Trust 2012-C2                            | CUSIP: 90269CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       293 | PA      | $293.13       | 0.00%             | 2063-05-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2011-1A PTT              | US Airways 2011-1 Class A Pass Through Trust                              | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3526550 | PA      | $3542341.81   | 0.21%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT             | United Airlines 2020-1 Class A Pass Through Trust                         | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3951917 | PA      | $3901999.62   | 0.23%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED INS HOLDINGS CORP            | United Insurance Holdings Corp                                            | CUSIP: 910710AA0<br>LEI: 5299002P9105LJQA8G51 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1552500.00   | 0.09%             | 2027-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                                               | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7968901.33   | 0.47%             | 2023-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                                               | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9920042.50   | 0.58%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                                               | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9892253.50   | 0.58%             | 2023-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL INSURANCE HLDS            | Universal Insurance Holdings Inc                                          | CUSIP: 91359VAC1<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6165119.80   | 0.36%             | 2026-11-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UTAH INFRASTRUCTURE AGY TELECO      | Utah Infrastructure Agency                                                | CUSIP: 917467AK8<br>LEI: 549300WD2FDRNXU16V82 | Long             | DBT              | MUN               | US        |    650000 | PA      | $640506.75    | 0.04%             | 2023-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UTB FINANCIAL HOLDING CO            | UTB Financial Holding Co                                                  | CUSIP: 91758PAA5<br>LEI: 549300BCI1V7V4DLG340 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5937907.92   | 0.35%             | 2028-09-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                        | VeriSign Inc                                                              | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   3561000 | PA      | $3481584.18   | 0.20%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                         | Viatris Inc                                                               | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429370.74    | 0.03%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VOLUNTEER STATE INC                 | Volunteer State Bancshares Inc                                            | CUSIP: 928779AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8681325.57   | 0.51%             | 2029-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2014-C20                                  | CUSIP: 92890FAZ9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3698227.80   | 0.22%             | 2047-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2012-C10                                  | CUSIP: 92890NAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573689 | PA      | $1542215.57   | 0.09%             | 2045-12-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2012-C10                                  | CUSIP: 92890NAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645000 | PA      | $1528200.56   | 0.09%             | 2045-12-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2012-C10                                  | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6275481.10   | 0.37%             | 2045-12-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2013-C14                                  | CUSIP: 92890PAH7<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1413457.35   | 0.08%             | 2046-06-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2013-C14                                  | CUSIP: 92890PAJ3<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4522135.50   | 0.26%             | 2046-06-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                 | Fifth Third Bancorp                                                       | CUSIP: 316773CR9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  14997000 | PA      | $14846797.70  | 0.87%             | 2023-01-03      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| First American Government Obli      | First American Government Obligations Fund                                | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP             | First Financial Bancorp                                                   | CUSIP: 320209AB5<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2889756.81   | 0.17%             | 2030-05-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II             | GLP Capital LP / GLP Financing II Inc                                     | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8286000 | PA      | $8200985.64   | 0.48%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II             | GLP Capital LP / GLP Financing II Inc                                     | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $524290.51    | 0.03%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust        | GS Mortgage Securities Trust 2011-GC5                                     | CUSIP: 36191YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2678294.70   | 0.16%             | 2044-08-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust        | GS Mortgage Securities Trust 2013-G1                                      | CUSIP: 36197QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637092 | PA      | $632154.41    | 0.04%             | 2031-04-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust        | GS Mortgage Securities Trust 2013-GCJ12                                   | CUSIP: 36197XAR5<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |   4705000 | PA      | $4598070.41   | 0.27%             | 2046-06-10      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                         | CUSIP: 36241KJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8310 | PA      | $8656.01      | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust        | GS Mortgage Securities Trust 2014-GC24                                    | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4340000 | PA      | $4034670.58   | 0.24%             | 2047-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust        | GS Mortgage Securities Trust 2014-GC24                                    | CUSIP: 36253GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2955000 | PA      | $1851083.51   | 0.11%             | 2047-09-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust        | GS Mortgage Securities Corp Trust 2018-3PCK                               | CUSIP: 36255YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3745437 | PA      | $3672024.59   | 0.22%             | 2031-09-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                 | General Electric Co                                                       | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  44245000 | PA      | $42917650.00  | 2.51%             | 2023-03-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38378BQJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12598415 | PA      | $44687.84     | 0.00%             | 2053-04-16      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38379KSW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14202992 | PA      | $189619.88    | 0.01%             | 2056-10-16      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38379WWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2545630 | PA      | $156372.96    | 0.01%             | 2043-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38380FD60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1664640 | PA      | $47956.44     | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38380N2H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22245170 | PA      | $1040184.14   | 0.06%             | 2061-05-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38380NMV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21099095 | PA      | $1053363.88   | 0.06%             | 2061-06-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38381VK25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178762 | PA      | $16739.69     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38381VN71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107578 | PA      | $2086.83      | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38381WDX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211834 | PA      | $26165.63     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38381WEZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196362 | PA      | $11370.35     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38381WTN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224573 | PA      | $8782.42      | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38381WYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182503 | PA      | $5601.41      | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382A5T8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4835643 | PA      | $348894.08    | 0.02%             | 2048-03-20      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382A5Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8596857 | PA      | $7471728.75   | 0.44%             | 2045-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382CVW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3118093 | PA      | $2481188.08   | 0.15%             | 2050-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382JAQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    999494 | PA      | $442206.93    | 0.03%             | 2050-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382NHR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1615574 | PA      | $715523.08    | 0.04%             | 2051-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382Q4C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3349063 | PA      | $2569167.54   | 0.15%             | 2050-07-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                                  | CUSIP: 38382RXT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389458 | PA      | $383077.98    | 0.02%             | 2051-04-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2013-C15                                  | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3544322.70   | 0.21%             | 2046-08-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2013-C16                                  | CUSIP: 92938EBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2225000 | PA      | $2089572.48   | 0.12%             | 2046-09-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2014-C19                                  | CUSIP: 92938VAU9<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5637195.60   | 0.33%             | 2047-03-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2014-C21                                  | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4247541.00   | 0.25%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU      | WFRBS Commercial Mortgage Trust 2014-C21                                  | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2702919.60   | 0.16%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu      | WP Glimcher Mall Trust 2015-WPG                                           | CUSIP: 92939VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2476064.66   | 0.15%             | 2035-06-05      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                     | WAVE 2017-1 Trust                                                         | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2077965 | PA      | $1559138.95   | 0.09%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC        | Business Jet Securities 2022-1 LLC                                        | CUSIP: 12327AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    946603 | PA      | $856450.53    | 0.05%             | 2037-06-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BYLINE BANCORP INC                  | Byline Bancorp Inc                                                        | CUSIP: 124411AA7<br>LEI: 549300W7ODP4YL2H4823 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11636556.24  | 0.68%             | 2030-07-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2013-LC12                           | CUSIP: 94988QAN1<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    714000 | PA      | $700393.80    | 0.04%             | 2046-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2013-LC12                           | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6606696.60   | 0.39%             | 2046-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2014-LC16                           | CUSIP: 94988XAW6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1035000 | PA      | $991467.18    | 0.06%             | 2050-08-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2015-C27                            | CUSIP: 94989DBC2<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |   6982500 | PA      | $6082635.20   | 0.36%             | 2048-02-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                 | CDW LLC / CDW Finance Corp                                                | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $719400.00    | 0.04%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Tr      | CG-CCRE Commercial Mortgage Trust 2014-FL1                                | CUSIP: 12528MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5608848 | PA      | $5546444.67   | 0.32%             | 2031-06-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2015-SG1                            | CUSIP: 94989QBB5<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4180235.50   | 0.24%             | 2048-09-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2015-LC22                           | CUSIP: 94989TBE3<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $749812.56    | 0.04%             | 2058-09-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2013-CCRE12 Mortgage Trust                                           | CUSIP: 12591KAH8<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   3020000 | PA      | $2826422.53   | 0.17%             | 2046-10-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2014-UBS4 Mortgage Trust                                             | CUSIP: 12591QAD4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   9740000 | PA      | $7008530.96   | 0.41%             | 2047-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2014-CCRE16 Mortgage Trust                                           | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4503711.00   | 0.26%             | 2047-04-10      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2014-UBS5 Mortgage Trust                                             | CUSIP: 12592KBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3270000 | PA      | $3042781.76   | 0.18%             | 2047-09-10      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2015-C31                            | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4506942.00   | 0.26%             | 2048-11-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2015-C31                            | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5189370 | PA      | $4222187.67   | 0.25%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2016-C36                            | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2309457.90   | 0.14%             | 2059-11-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag      | Wells Fargo Commercial Mortgage Trust 2017-SMP                            | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1577689.91   | 0.09%             | 2034-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T      | Willis Engine Structured Trust IV                                         | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5433913 | PA      | $3944496.05   | 0.23%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                | WEC Energy Group Inc                                                      | CUSIP: 976657AH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    570000 | PA      | $467434.68    | 0.03%             | 2067-05-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| WT HOLDINGS INC                     | WT Holdings Inc                                                           | CUSIP: 98258PAA5<br>LEI: 5493003A5MRDVHNV6S26 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17676418.86  | 1.04%             | 2023-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROP 2017-1 B      20420315 6.90000 | PROP 2017-1 B      20420315 6.90000                                       | CUSIP: G7256KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   4077877 | PA      | $1512892.19   | 0.09%             | 2042-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2014-UBS5 Mortgage Trust                                             | CUSIP: 12592KBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5836017.85   | 0.34%             | 2047-09-10      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2015-PC1 Mortgage Trust                                              | CUSIP: 12593GAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2127820.50   | 0.12%             | 2050-07-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust        | CSMC Trust 2016-NXSR                                                      | CUSIP: 12594PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2337518.70   | 0.14%             | 2049-12-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2012-LC4 Mortgage Trust                                              | CUSIP: 126192AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2364674 | PA      | $2360568.16   | 0.14%             | 2044-12-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2012-LC4 Mortgage Trust                                              | CUSIP: 126192AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2514188 | PA      | $2241774.72   | 0.13%             | 2044-12-10      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COUNTY BANCORP INC                  | County Bancorp Inc                                                        | CUSIP: 221907AB4<br>LEI: 5493003AOXDNVSR45663 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8180462.65   | 0.48%             | 2028-06-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| COWEN INC                           | Cowen Inc                                                                 | CUSIP: 223622AG6<br>LEI: 5493008QI0EFC5WBED75 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20183079.00  | 1.18%             | 2024-05-06      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                | DBUBS 2011-LC3 Mortgage Trust                                             | CUSIP: 23305YAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7476810 | PA      | $7388692.09   | 0.43%             | 2044-05-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                | DBUBS 2011-LC3 Mortgage Trust                                             | CUSIP: 23305YAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4197000 | PA      | $3889084.58   | 0.23%             | 2044-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                    | Deutsche Bank AG/New York NY                                              | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2725000 | PA      | $2710501.58   | 0.16%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECAF LTD                            | ECAF I Ltd                                                                | CUSIP: 26827EAC9<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |   8909622 | PA      | $5523644.64   | 0.32%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ECAF LTD                            | ECAF I Ltd                                                                | CUSIP: 26827EAE5<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |  19177362 | PA      | $4147373.00   | 0.24%             | 2040-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER            | Enterprise Products Operating LLC                                         | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   8538000 | PA      | $7321335.00   | 0.43%             | 2067-06-01      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER            | Enterprise Products Operating LLC                                         | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   6666000 | PA      | $5401938.42   | 0.32%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TIAA FSB HOLDINGS INC               | TIAA FSB Holdings Inc                                                     | CUSIP: 29977GAB8<br>LEI: 549300ZSQX8IP0RAE826 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3955947.64   | 0.23%             | 2026-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG            | Everest Reinsurance Holdings Inc                                          | CUSIP: 299808AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17705000 | PA      | $15015222.23  | 0.88%             | 2037-05-15      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FNB CORP                            | FNB Corp/PA                                                               | CUSIP: 302520AB7<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1927105.28   | 0.11%             | 2025-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL              | NextEra Energy Capital Holdings Inc                                       | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9285000 | PA      | $7616392.19   | 0.45%             | 2066-10-01      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| F&M FINANCIAL CORP                  | F&M Financial Services Corp                                               | CUSIP: 30311RAA9<br>LEI: 549300TRY3LFAOVSVM27 | Long             | SN               | CORP              | US        |   9000000 | PA      | $8735388.03   | 0.51%             | 2029-09-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136A2X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376182 | PA      | $2663.97      | 0.00%             | 2041-02-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136A4VG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6101220 | PA      | $707994.11    | 0.04%             | 2042-03-25      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136ABTQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2795113 | PA      | $155600.31    | 0.01%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136ACVB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1925585 | PA      | $198313.14    | 0.01%             | 2043-03-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136ADGK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1643180 | PA      | $129739.26    | 0.01%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCAL AVIATION FINANCE LIMITED       | AIM Aviation Finance Ltd                                                  | CUSIP: 001406AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1268184 | PA      | $1007076.86   | 0.06%             | 2040-02-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LLC                    | AASET 2022-1 LLC                                                          | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6734872 | PA      | $6238993.90   | 0.37%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136ADLG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1847522 | PA      | $84155.73     | 0.00%             | 2028-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136ADNU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4724030 | PA      | $229974.26    | 0.01%             | 2028-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136AGKY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7085414 | PA      | $1009417.13   | 0.06%             | 2043-09-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136ATTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1230362 | PA      | $134447.62    | 0.01%             | 2043-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136B5UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857045 | PA      | $45419.51     | 0.00%             | 2046-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136BBE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2524303 | PA      | $2260052.50   | 0.13%             | 2050-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136BDCY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2581431 | PA      | $1405670.20   | 0.08%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136BDMA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25142 | PA      | $21955.91     | 0.00%             | 2051-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136BFRL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1295233 | PA      | $985102.88    | 0.06%             | 2051-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136BG7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2231559 | PA      | $1089851.82   | 0.06%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136BGWZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7920841 | PA      | $6383345.08   | 0.37%             | 2046-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                         | CUSIP: 3136BGXA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3019646 | PA      | $2466217.16   | 0.14%             | 2046-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137AR7M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    375461 | PA      | $5516.47      | 0.00%             | 2041-02-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137AUHC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5121180 | PA      | $189464.22    | 0.01%             | 2031-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137AVNU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4310747 | PA      | $204361.33    | 0.01%             | 2042-10-15      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137AWHC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1962904 | PA      | $81574.34     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137AWXL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1752976 | PA      | $105330.92    | 0.01%             | 2031-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137B2LL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    906042 | PA      | $115085.25    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137B4EB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797009 | PA      | $80035.09     | 0.00%             | 2042-02-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137BL7F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       643 | PA      | $0.06         | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137F6XZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    764893 | PA      | $397070.06    | 0.02%             | 2050-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137FEAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5219903 | PA      | $649415.98    | 0.04%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137FFUB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3145484 | PA      | $1748204.54   | 0.10%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H0VP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511593 | PA      | $332726.36    | 0.02%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H1NR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3841792 | PA      | $2942593.92   | 0.17%             | 2050-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H1XT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3850322 | PA      | $2909855.17   | 0.17%             | 2050-07-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H1ZD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7709006 | PA      | $6321327.71   | 0.37%             | 2050-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H2ET7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1352935 | PA      | $1100679.73   | 0.06%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                        | CUSIP: 3137H2GV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3289015 | PA      | $1742507.82   | 0.10%             | 2051-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11               | CUSIP: 61762TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6881000 | PA      | $6311343.34   | 0.37%             | 2046-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12               | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110000 | PA      | $1992378.47   | 0.12%             | 2046-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16               | CUSIP: 61763MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7015936 | PA      | $6529855.82   | 0.38%             | 2047-06-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21               | CUSIP: 61764XBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6671892.00   | 0.39%             | 2048-03-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust      | Morgan Stanley Capital I Trust 2019-BPR                                   | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6216417 | PA      | $5924569.51   | 0.35%             | 2036-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC              | Mosaic Solar Loans 2017-2 LLC                                             | CUSIP: 61946GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297272 | PA      | $286492.13    | 0.02%             | 2043-06-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                | Utah Acquisition Sub Inc                                                  | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1848671.73   | 0.11%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST SPORTS & EXPOSIT      | New Jersey Sports and Exposition Authority                                | CUSIP: 64603RSQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $94790.18     | 0.01%             | 2023-03-01      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** Thompson IM Funds, Inc.

**Signature:** /s/ Jason L. Stephens

**Name of Signer:** Jason L. Stephens

**Title:** Chief Executive Officer