# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001752724-23-074176
**Filing Date:** 2023-3
**Character Count:** 336228
**Document Hash:** 6b2c70aad0971d861e0aa8f72f3987f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-074176.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-074176

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** USAA MUTUAL FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000908695
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 23779320

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** 210-697-3625

**MAIL ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX FREE TRUST
- **DATE OF NAME CHANGE:** 19940325

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX EXEMPT TRUST
- **DATE OF NAME CHANGE:** 19930707

## Series and Classes Contracts Data

### Short-Term Bond Fund (Series ID: S000012913)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000034882 | Short-Term Bond Fund Shares               | USSBX           |
| C000066843 | Short-Term Bond Fund Institutional Shares | UISBX           |
| C000175751 | Short-Term Bond Fund R6 Shares            | URSBX           |
| C000220627 | Short-Term Bond Fund Class A              | UASBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** USAA Mutual Funds Trust

- **b. Investment Company Act file number:** 811-07852

- **c. CIK number of Registrant:** 0000908695

- **d. LEI of Registrant:** 549300WIDR2J6W1Y9S11

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-235-8396

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

- **a. Name of Series:** Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000012913

- **c. LEI of Series:** 549300H1VO6VGGS3TZ32

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2428642259.54

**Total Liabilities:** $80094716.62

**Net Assets:** $2348547542.92

**Cash Not Reported:** $14330654.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10755.81344451 | **1-Year:** -135058.80200178 | **5-Year:** -134463.04726754 | **10-Year:** -25275.28085307 | **30-Year:** -10450.29801717

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

- **3-Month:** -2075.57443995 | **1-Year:** -25280.35188964 | **5-Year:** -32930.01464846 | **10-Year:** -3508.09381974 | **30-Year:** -1664.90667017

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220627 | 0.91%                | 0.45%                | 1.28%                |
| Class ID C000175751 | 0.94%                | 0.37%                | 1.32%                |
| Class ID C000034882 | 0.92%                | 0.46%                | 1.29%                |
| Class ID C000066843 | 0.93%                | 0.35%                | 1.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2161900.90             | $18575490.59                               |
| Month 2  | $-617508.75              | $4838108.24                                |
| Month 3  | $-561353.03              | $25668662.80                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHASE AUTO CREDIT LINKED NOTES                                                                  | CHASE AUTO CREDIT LINKED NOTES                     | CUSIP: 46591HAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352618 | PA      | $348023.00    | 0.01%             | 2028-01-25      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM 2020 CBM MORTGAGE TRUST                       | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5620000 | PA      | $5251485.87   | 0.22%             | 2039-11-13      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                     | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1814544.56   | 0.08%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                        | SIERRA TIMESHARE 2019 1 RECEIVABLES FUNDING LLC    | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190293 | PA      | $1140387.23   | 0.05%             | 2036-01-20      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FUNDING 2                                                                    | DONLEN FLEET LEASE FUNDING 2 LLC                   | CUSIP: 257812AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4703296.50   | 0.20%             | 2034-12-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2660821.74   | 0.11%             | 2028-08-17      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| NORTH HUDSON SEW AUTH N J GROSS REV LEASE CTFS                                                  | N HUDSON NJ SEWERAGE AUTH GROSS REVENUE LEASE CTFS | CUSIP: 660043DG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1156868.40   | 0.05%             | 2024-06-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                                 | WEA FINANCE LLC WESTFIELD UK EUROPE FINANCE PL     | CUSIP: 92890HAC6<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1009004.02   | 0.04%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST 2021 4                     | CUSIP: 14317JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4719000 | PA      | $4180020.45   | 0.18%             | 2028-03-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| TTAN MHC                                                                                        | TTAN                                               | CUSIP: 87303TAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2197406 | PA      | $2142470.52   | 0.09%             | 2038-03-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST                              | CUSIP: 40440YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2413890.90   | 0.10%             | 2031-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                       | KUBOTA CREDIT OWNER TRUST                          | CUSIP: 50117EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1903816.94   | 0.08%             | 2026-10-15      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                           | CANADIAN PACER AUTO RECEIVABLES TRUST              | CUSIP: 13645YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5905000 | PA      | $5755441.58   | 0.25%             | 2026-05-19      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                                   | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   7786000 | PA      | $7721220.48   | 0.33%             | 2199-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| AVENTURA MALL VENTURE                                                                           | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1758769.66   | 0.07%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FUNDING 2                                                                    | DONLEN FLEET LEASE FUNDING 2 LLC                   | CUSIP: 257812AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4423000 | PA      | $4163459.69   | 0.18%             | 2034-12-11      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2902089.75   | 0.12%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                 | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4174400.00   | 0.18%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2020 P1             | CUSIP: 14687AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318000 | PA      | $1112674.49   | 0.05%             | 2027-09-08      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                            | ONEMAIN FINANCE CORP                               | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999280.00    | 0.04%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BUFFALO & ERIE CNTY N Y INDL LD DEV CORP REV                                                    | BUFFALO ERIE COUNTY INDUSTRIAL LAND DEVELOPMENT    | CUSIP: 11943KED0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $902616.20    | 0.04%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                    | BB T CORP                                          | CUSIP: 637138AC2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1917757.25   | 0.08%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                             | HUNTINGTON INGALLS INDUSTRIES INC                  | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2438925.00   | 0.10%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: —       |
| NMEF FUNDING LLC                                                                                | NMEF FUNDING 2015 A LLC                            | CUSIP: 62919TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3823604.56   | 0.16%             | 2027-12-15      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                                                         | ALEXANDER FUNDING TRUST                            | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11745000 | PA      | $11326173.30  | 0.48%             | 2023-11-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729468 | PA      | $674554.24    | 0.03%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                          | SPRINT SPECTRUM CO LLC                             | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5821312 | PA      | $5770376.02   | 0.25%             | 2029-09-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $965576.93    | 0.04%             | 2026-04-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                      | PRUDENTIAL FINANCIAL                               | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  11014000 | PA      | $10949898.52  | 0.47%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                    | WORLD OMNI SELECT AUTO TRUST 2021 A                | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2490098.68   | 0.11%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                                                                         | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   6188000 | PA      | $6129028.36   | 0.26%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB, LLC                                                                             | XPO ESCROW SUB LLC                                 | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2158128.00   | 0.09%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416JWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15364 | PA      | $15271.15     | 0.00%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST 2022 2                       | CUSIP: 40441TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1178085.68   | 0.05%             | 2030-03-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| NP SPE X L P                                                                                    | NP SPE II LLC                                      | CUSIP: 62947AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3466429 | PA      | $3090078.45   | 0.13%             | 2049-11-19      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| MONTGOMERY CNTY PA INDL DEV AUTH RETIREMENT CMNTY REV                                           | MONTGOMERY COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY | CUSIP: 61360PCR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4050000 | PA      | $3878932.05   | 0.17%             | 2024-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cadence Bank                                                                                    | CADENCE BANCORP                                    | CUSIP: 12739AAA8<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9796700.00   | 0.42%             | 2029-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST 2020 1                       | CUSIP: 40438FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1990453.00   | 0.08%             | 2030-02-20      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                     | CONTINENTAL RESOURCES                              | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   6482000 | PA      | $6465276.44   | 0.28%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                                                           | CLEVELAND CLIFFS INC                               | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015420.00   | 0.04%             | 2026-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                                           | MIDWEST CONNECTOR CAPITAL CO LLC                   | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12200000 | PA      | $11916472.00  | 0.51%             | 2024-04-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                              | NEWELL BRANDS INC                                  | CUSIP: 65120NP19<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | STIV             | CORP              | US        |   4800000 | PA      | $4799354.78   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                               | RADIAN GROUP INC                                   | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   6349000 | PA      | $6164117.12   | 0.26%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                             | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1962580.00   | 0.08%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST 2022 5         | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016180.31   | 0.04%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1806000 | PA      | $1753363.48   | 0.07%             | 2025-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV                                      | GOLDEN STATE TOBACCO SECURITIZATION CORP           | CUSIP: 38122ND74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $352555.12    | 0.02%             | 2031-06-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                     | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128NCGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109406 | PA      | $107296.43    | 0.00%             | 2035-04-01      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| CENT CLO LIMITED                                                                                | CENT CLO                                           | CUSIP: 19737TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $924276.00    | 0.04%             | 2034-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                         | INDIANA FINANCE AUTHORITY                          | CUSIP: 45506EBY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $334733.76    | 0.01%             | 2025-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                   | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3068280.00   | 0.13%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                                     | DCP MIDSTREAM OPERATING                            | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3461465.00   | 0.15%             | 2043-05-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: —       |
| SYSTEM ENERGY RESOURCES, INC.                                                                   | SYSTEM ENERGY RESOURCES INC                        | CUSIP: 871911AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3624155.70   | 0.15%             | 2023-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                    | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24702VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2188000 | PA      | $2073395.67   | 0.09%             | 2027-06-22      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                      | ROGERS COMMUNICATIONS INC                          | CUSIP: 77511MP70<br>LEI: 54930030NVF3Y2OL0A78 | Long             | STIV             | CORP              | CA        |   8600000 | PA      | $8592123.86   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC.                                                                        | NEWFIELD EXPLORATION CO                            | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |   5272000 | PA      | $5306637.04   | 0.23%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WARREN CNTY KY HOSP REV                                                                         | WARREN CNTY KY HOSP REVENUE                        | CUSIP: 934864BQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1238224.63   | 0.05%             | 2026-04-01      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                         | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3881675 | PA      | $3668457.30   | 0.16%             | 2050-02-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                                      | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2696140.55   | 0.11%             | 2027-09-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                           | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TXN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1526884.43   | 0.07%             | 2023-12-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                                        | WOODSIDE FINANCE LTD                               | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1240000 | PA      | $1202552.00   | 0.05%             | 2025-03-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                           | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TXP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $853594.62    | 0.04%             | 2024-12-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| CENTRAL TEX REGL MOBILITY AUTH REV                                                              | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY          | CUSIP: 155498JR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $484326.50    | 0.02%             | 2024-01-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                                       | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020 B   | CUSIP: 802830AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7112003.03   | 0.30%             | 2026-04-15      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| SIGNATURE BANK                                                                                  | SIGNATURE BANK NEW YORK                            | CUSIP: 82669GCB8<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | DBT              | CORP              | US        |  11650000 | PA      | $10978843.50  | 0.47%             | 2029-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                                  | WALGREENS BOOTS ALLIANCE INC                       | CUSIP: 93142XP62<br>LEI: 549300RPTUOIXG4LIH86 | Long             | STIV             | CORP              | US        |   8800000 | PA      | $8792987.90   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1527914 | PA      | $1504514.63   | 0.06%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                    | FORD CREDIT AUTO LEASE TRUST 2023 A                | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $718353.97    | 0.03%             | 2026-12-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                              | T MOBILE USA INC                                   | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2622961.97   | 0.11%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                            | BAYPORT POLYMERS LLC                               | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2832210.00   | 0.12%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                         | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81379MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329406 | PA      | $327563.72    | 0.01%             | 2026-03-25      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BI-STATE DEV AGY MO ILL MET DIST MASS TRAN SALES TAX                                            | BI STATE DEVELOPMENT AGENCY OF THE MISSOURI ILLINO | CUSIP: 088632CR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1949436.00   | 0.08%             | 2023-10-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP REV                                                                | SAN ANTONIO EDUCATION FACILITIES CORP              | CUSIP: 796247DP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $456816.68    | 0.02%             | 2027-04-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22535KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409588 | PA      | $409098.89    | 0.02%             | 2029-01-16      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                                                                                     | LUNDIN ENERGY FINANCE BV                           | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   5000000 | PA      | $4535750.00   | 0.19%             | 2026-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                           | CANADIAN PACER AUTO RECEIVABLES TRUST              | CUSIP: 13645YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1946506.10   | 0.08%             | 2025-07-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31414T7H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2527 | PA      | $2513.99      | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC(THE)                                                                             | WEIR GROUP PLC THE                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $8949300.00   | 0.38%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                                | NMEF FUNDING 2022 B LLC                            | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004509.06   | 0.04%             | 2029-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA                             | CUSIP: 46591HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905265 | PA      | $892947.84    | 0.04%             | 2028-01-25      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                         | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1887795 | PA      | $1643160.01   | 0.07%             | 2051-08-15      | Variable      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| GAINESVILLE FLA SPL OBLIG                                                                       | CITY OF GAINESVILLE FL                             | CUSIP: 362835BT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $729750.00    | 0.03%             | 2023-10-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                     | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125000 | PA      | $2114175.46   | 0.09%             | 2024-09-23      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2714923.56   | 0.12%             | 2030-09-16      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP REV                                                                | SAN ANTONIO EDUCATION FACILITIES CORP              | CUSIP: 796247DM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $465011.58    | 0.02%             | 2025-04-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                             | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912000 | PA      | $901965.93    | 0.04%             | 2030-06-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958020 | PA      | $958418.06    | 0.04%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418AFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2168114 | PA      | $2078193.77   | 0.09%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                                    | WALMART INC                                        | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4893550.00   | 0.21%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                 | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $877229.36    | 0.04%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| LUTHER BURBANK CORPORATION                                                                      | LUTHER BURBANK CORP                                | CUSIP: 550550AC1<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2507175.00   | 0.11%             | 2024-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| EXTENDED STAY AMERICA TRUST                                                                     | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440481 | PA      | $2384005.25   | 0.10%             | 2038-07-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                    | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020  | CUSIP: 025297AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187387 | PA      | $1175905.49   | 0.05%             | 2026-06-15      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                                     | WESTERN DIGITAL CORP                               | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1448835.00   | 0.06%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass Through Trust                                                                   | AIR CANADA 2013 1 CLASS A PTT                      | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  12894977 | PA      | $11934430.23  | 0.51%             | 2026-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REV                                                                       | STATE OF ILLINOIS SALES TAX REVENUE                | CUSIP: 452227SL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3305935.50   | 0.14%             | 2024-06-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29374EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1424618 | PA      | $1383510.08   | 0.06%             | 2026-12-21      | Fixed         | 0.44%                 | Yes           |                  2 | On Loan: No      |
| Bharti Airtel International (Netherlands) B.V.                                                  | BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV         | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $8002720.00   | 0.34%             | 2024-05-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                                 | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1368887 | PA      | $1363451.38   | 0.06%             | 2028-02-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| DALLAS FORT WORTH TEX INTL ARPT REV                                                             | DALLAS FORT WORTH INTERNATIONAL AIRPORT            | CUSIP: 2350366L9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $708480.75    | 0.03%             | 2024-11-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                   | VOLVO FINANCIAL EQUIPMENT LLC                      | CUSIP: 92888EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1656025.74   | 0.07%             | 2028-03-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| PHOENIX ARIZ CIVIC IMPT CORP EXCISE TAX REV                                                     | CITY OF PHOENIX CIVIC IMPROVEMENT CORP             | CUSIP: 71884AG78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $982373.00    | 0.04%             | 2023-07-01      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STAD AUTH REV                                                                       | MARYLAND STADIUM AUTHORITY                         | CUSIP: 574296BZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1521211.10   | 0.06%             | 2023-05-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FANNIE MAE REMICS                                  | CUSIP: 3136A8DT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662434 | PA      | $627987.35    | 0.03%             | 2027-09-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                            | GLENCORE FUNDING LLC                               | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4506750.00   | 0.19%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                               | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011780.00   | 0.09%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| STATE PUB SCH BLDG AUTH PA LEASE REV                                                            | STATE PUBLIC SCHOOL BUILDING AUTHORITY             | CUSIP: 85732GWC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1445223.00   | 0.06%             | 2025-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING, LLC                                                          | ENTERGY TEXAS RESTORATION FUNDING II LLC           | CUSIP: 29366NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1169620 | PA      | $1118963.55   | 0.05%             | 2028-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                           | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   4677000 | PA      | $4793691.15   | 0.20%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST                                                               | SANTANDER RETAIL AUTO LEASE TRUST 2021 C           | CUSIP: 80286CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2188000 | PA      | $2055798.92   | 0.09%             | 2026-03-20      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Delos Finance S.a r.l.                                                                          | DELOS FINANCE SARL                                 | CUSIP: L2324EAE1<br>LEI: 549300HX549YWOJQT076 | Long             | DBT              | CORP              | LU        |  10000000 | PA      | $9996400.00   | 0.43%             | 2023-10-06      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874060 | PA      | $2875203.03   | 0.12%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                             | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3829680.00   | 0.16%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                         | SCF EQUIPMENT TRUST LLC                            | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1933610.76   | 0.08%             | 2026-08-20      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                         | INDIANA FINANCE AUTHORITY                          | CUSIP: 45506EBX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $330713.95    | 0.01%             | 2024-11-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                          | OSCAR US FUNDING TRUST                             | CUSIP: 68785BAD5<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   8100000 | PA      | $7467463.14   | 0.32%             | 2028-09-11      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                                                           | HIKMA FINANCE USA LLC                              | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9393600.00   | 0.40%             | 2025-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HEALTH & HIGHER EDL FACS AUTH REV                                                   | MARYLAND HEALTH HIGHER EDUCATIONAL FACILITIES AU   | CUSIP: 57421CDF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5185000 | PA      | $4968650.69   | 0.21%             | 2024-01-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LQPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428562 | PA      | $1366551.72   | 0.06%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                      | AVIATION CAPTIAL GROUP                             | CUSIP: 05369CP19<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |  14300000 | PA      | $14298234.81  | 0.61%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ASSOCIATION OF AMERICAN MEDICAL COLLEGES                                                        | AMERICAN MEDICAL COLLEGE                           | CUSIP: 04609QAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4145000 | PA      | $3809380.76   | 0.16%             | 2025-10-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                          | CROSSROADS ASSET TRUST 2021 A                      | CUSIP: 22767CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1323799.63   | 0.06%             | 2025-06-20      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2611188.45   | 0.11%             | 2028-08-17      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                        | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2728412.53   | 0.12%             | 2027-10-13      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                            | VICI PROPERTIES NOTE                               | CUSIP: 92564RAC9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4136000 | PA      | $3936189.84   | 0.17%             | 2025-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA                             | CUSIP: 46591HAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386404 | PA      | $378102.23    | 0.02%             | 2028-02-25      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | CUSIP: 96042KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305481 | PA      | $1301414.88   | 0.06%             | 2025-04-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                                                         | AMERICAN TOWER TRUST 1                             | CUSIP: 03027WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3760000 | PA      | $3743892.16   | 0.16%             | 2048-03-15      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                               | ROYAL BANK OF SCOTLAND GROUP PLC                   | CUSIP: 780097AY7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1640000 | PA      | $1637310.40   | 0.07%             | 2023-06-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                     | CONTINENTAL RESOURCES                              | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   9171000 | PA      | $8994183.12   | 0.38%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                                                    | SIERRA PACIFIC POWER CO                            | CUSIP: 826418BJ3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   4299000 | PA      | $4261555.71   | 0.18%             | 2023-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                        | SYNCHRONY CARD FUNDING LLC                         | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $856636.37    | 0.04%             | 2028-04-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| QVC, INC.                                                                                       | QVC INC                                            | CUSIP: 747262AU7<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $8910088.00   | 0.38%             | 2025-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP, LP                                                  | RETAIL OPPORTUNITY IN                              | CUSIP: 76132FAA5<br>LEI: 549300KH0PNTJK9NTE57 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2179804.00   | 0.09%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3010078.14   | 0.13%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                         | SCF EQUIPMENT LEASING 2020 1 LLC                   | CUSIP: 784054AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3488810 | PA      | $3417639.40   | 0.15%             | 2027-10-20      | Fixed         | 1.19%                 | Yes           |                  2 | On Loan: No      |
| FRANKLIN TWP SOMERSET CNTY N J SCH DIST                                                         | FRANKLIN TOWNSHIP BOARD OF EDUCATION SOMERSET COUN | CUSIP: 355064KF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $629174.66    | 0.03%             | 2024-02-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4269829 | PA      | $4167697.45   | 0.18%             | 2026-05-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| US Airways Pass Through Trusts                                                                  | US AIRWAYS 2013 1 CLASS A Ptt                      | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3141880 | PA      | $2921822.50   | 0.12%             | 2027-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                              | NEWELL BRANDS INC                                  | CUSIP: 65120NP92<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | STIV             | CORP              | US        |   8800000 | PA      | $8788967.00   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                 | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4849200.00   | 0.21%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH SYSTEM, INC.                                                             | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAE3<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $638463.00    | 0.03%             | 2026-06-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                        | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011660.00   | 0.09%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Syngenta Finance N.V.                                                                           | SYNGENTA FINANCE NV                                | CUSIP: 87164KAH7<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |   7835000 | PA      | $7812278.50   | 0.33%             | 2023-04-24      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                            | FREMF 2017 K724 MORTGAGE TRUST                     | CUSIP: 30295XAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4935000 | PA      | $4829167.64   | 0.21%             | 2023-11-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499012 | PA      | $1472361.82   | 0.06%             | 2032-08-16      | Fixed         | 8.68%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                     | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $829495.99    | 0.04%             | 2024-09-23      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                               | NATWEST GROUP PLC                                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3173610.00   | 0.14%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST      | CUSIP: 46640JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4212000 | PA      | $4160311.94   | 0.18%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989234 | PA      | $886986.07    | 0.04%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| NORTH HUDSON SEW AUTH N J GROSS REV LEASE CTFS                                                  | N HUDSON NJ SEWERAGE AUTH GROSS REVENUE LEASE CTFS | CUSIP: 660043DH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $947377.00    | 0.04%             | 2025-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                         | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3913640.00   | 0.17%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                          | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC           | CUSIP: 03236VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1831934 | PA      | $1749956.53   | 0.07%             | 2027-10-20      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                                     | DIAMOND RESORTS OWNER TRUST 2021 1                 | CUSIP: 25273CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298943 | PA      | $1193773.17   | 0.05%             | 2033-11-21      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM MORTGAGE TRUST                                | CUSIP: 12593GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3366000 | PA      | $3159174.28   | 0.13%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK NA SBCLN                            | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1478145 | PA      | $1429200.10   | 0.06%             | 2031-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4030937.52   | 0.17%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIAA FSB HOLDINGS, INC.                                                                         | TIAA FSB HOLDINGS INC                              | CUSIP: 29977GAB8<br>LEI: 549300ZSQX8IP0RAE826 | Long             | DBT              | CORP              | US        |   5718000 | PA      | $5719143.60   | 0.24%             | 2026-03-15      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST COMPANY                                                             | CIT GROUP INC                                      | CUSIP: 125581GZ5<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942850.00    | 0.04%             | 2029-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                    | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7921600.00   | 0.34%             | 2199-12-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                  | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61692AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3846154 | PA      | $3525139.37   | 0.15%             | 2036-12-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                              | ENERGY TRANSFER LP                                 | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5326000 | PA      | $5306134.02   | 0.23%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                                            | GENTING NY LLC GENNY CAP                           | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2055533.00   | 0.09%             | 2026-02-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD.                                                                                | STRATUS CLO 2021 3 LTD                             | CUSIP: 86315WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720326 | PA      | $1705489.74   | 0.07%             | 2029-12-29      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                          | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1392809.89   | 0.06%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2020 2           | CUSIP: 38014RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1581328.20   | 0.07%             | 2027-04-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                      | CPS AUTO TRUST                                     | CUSIP: 22411XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4556507 | PA      | $4556942.47   | 0.19%             | 2025-06-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                                     | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999910.00   | 0.13%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022 3           | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1027570.18   | 0.04%             | 2033-02-15      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| VSE VOI MORTGAGE LLC                                                                            | VSE 2017 A VOI MORTGAGE LLC                        | CUSIP: 918288AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034373 | PA      | $1904462.79   | 0.08%             | 2035-03-20      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| SAN ANTONIO TEX ELEC & GAS REV                                                                  | CITY OF SAN ANTONIO TX ELECTRIC GAS SYSTEMS REVE   | CUSIP: 79625GEZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $800000.00    | 0.03%             | 2023-02-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RCV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715000 | PA      | $1711426.92   | 0.07%             | 2024-03-20      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46640JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132000 | PA      | $1111222.49   | 0.05%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ECORSE MICH PUB SCH DIST                                                                        | ECORSE PUBLIC SCHOOL DIST                          | CUSIP: 279196CW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2090899.80   | 0.09%             | 2025-05-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                                     | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243785.00    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                         | MPLX LP                                            | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $9845370.50   | 0.42%             | 2199-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                                      | MILEAGE PLUS HLDINGS LLC                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9097200.00   | 0.39%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                    | OVINTIV INC                                        | CUSIP: 69047KPD1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5200000 | PA      | $5190562.31   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MEDFORD ORE HOSP FACS AUTH REV                                                                  | MEDFORD HOSPITAL FACILITIES AUTHORITY              | CUSIP: 584283HG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1371921.60   | 0.06%             | 2023-08-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST                              | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4464547.20   | 0.19%             | 2031-03-20      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                                                    | CENTRAL GARDEN PET CO                              | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2857500.00   | 0.12%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1       | CUSIP: 46591HBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015967 | PA      | $979343.14    | 0.04%             | 2028-09-25      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416CMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4068 | PA      | $4048.73      | 0.00%             | 2024-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES, L.P.                                                                 | ENDEAVOR ENERGY RESOURCES LP                       | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987720.00    | 0.04%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POSCO Co., Ltd.                                                                                 | POSCO                                              | CUSIP: 73730EAA1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $1958400.00   | 0.08%             | 2025-08-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MOBR-04, LLC                                                                                    | MOBR 04 LLC SR                                     | CUSIP: 553123AA8<br>LEI: 549300C5O5XJH226YU40 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2900000.00   | 0.12%             | 2024-09-01      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                       | BPR TRUST 2021 TY                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3731000 | PA      | $3566546.29   | 0.15%             | 2023-09-23      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                               | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2118774.77   | 0.09%             | 2026-07-16      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| HOWARD UNIVERSITY (THE)                                                                         | HOWARD UNIVERSITY                                  | CUSIP: 442851AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1266705.00   | 0.05%             | 2024-10-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                           | CCG RECEIVABLES TRUST                              | CUSIP: 12510FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3473424.15   | 0.15%             | 2027-03-15      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                        | GS MORTGAGE SECURITIES CORP TRUST 2017 GPTX        | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13530000 | PA      | $12882136.11  | 0.55%             | 2034-05-10      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                             | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989265.72    | 0.04%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                 | PRESTIGE AUTO RECEIVABLES TRUST                    | CUSIP: 74113NAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4968269.65   | 0.21%             | 2025-08-15      | Fixed         | 3.01%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                                          | SOUTHERN POWER CO                                  | CUSIP: U84408AC4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9339545.00   | 0.40%             | 2023-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3188000 | PA      | $3084285.05   | 0.13%             | 2025-09-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                           | TARGA RESOURCES CORP                               | CUSIP: 87613LP29<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6498459.11   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH REV                                                                   | COLORADO HEALTH FACILITIES AUTHORITY               | CUSIP: 19648FNM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1197313.75   | 0.05%             | 2024-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                           | QUANTA SERVICES INC                                | CUSIP: 74767HP20<br>LEI: SHVRXXEACT60MMH07S24 | Long             | STIV             | CORP              | US        |  17900000 | PA      | $17895130.13  | 0.76%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS HOSP REV                                                                    | PUBLIC FINANCE AUTHORITY                           | CUSIP: 74442CDU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $750000.00    | 0.03%             | 2023-02-01      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD                                                                                  | ANNISA CLO LTD 2016 2                              | CUSIP: 036011AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2973207.00   | 0.13%             | 2031-07-20      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| TEGNA INC.                                                                                      | TEGNA INC                                          | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2914470.00   | 0.12%             | 2026-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST                         | CUSIP: 33845WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2940852.84   | 0.13%             | 2025-05-15      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1956507.00   | 0.08%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                      | AMSR TRUST                                         | CUSIP: 00179DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1670008.52   | 0.07%             | 2038-06-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA                             | CUSIP: 46591HAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360279 | PA      | $1330588.25   | 0.06%             | 2028-02-25      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                             | FIFTH THIRD BANCORP                                | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1936140.00   | 0.08%             | 2199-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                         | UNITED AUTO CREDIT SECURITIZATION TRUST 2023 1     | CUSIP: 90945CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3995832.40   | 0.17%             | 2028-07-10      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SCRANTON PA SCH DIST                                                                            | SCRANTON SCHOOL DISTRICT PA                        | CUSIP: 810827YJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1730000 | PA      | $1682509.77   | 0.07%             | 2024-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                                     | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   4814000 | PA      | $4804805.26   | 0.20%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pearl Second Merger Sub LLC                                                                     | PARSLEY ENERGY LLC                                 | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8699000 | PA      | $8323899.12   | 0.35%             | 2028-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                        | CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO | CUSIP: 13080SD68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    915000 | PA      | $839540.87    | 0.04%             | 2025-04-01      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BANK OF THE WEST AUTO TRUST                                                                     | BANK OF THE WEST AUTO TRUST 2019 1                 | CUSIP: 065606AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4149618 | PA      | $4125675.91   | 0.18%             | 2024-10-15      | Fixed         | 2.51%                 | Yes           |                  2 | On Loan: No      |
| FRTKL TRUST                                                                                     | FRTKL                                              | CUSIP: 30322DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1306480.01   | 0.06%             | 2038-09-17      | Fixed         | 1.72%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14686UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943286 | PA      | $936927.72    | 0.04%             | 2025-01-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Cadence Bank                                                                                    | BANKCORP SOUTH                                     | CUSIP: 05971JAA0<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |  11196000 | PA      | $10685462.40  | 0.45%             | 2029-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019 2       | CUSIP: 96041LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3979099.36   | 0.17%             | 2025-04-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                            | AMERI AIRLINES 2015 2 CLASS B PTT                  | CUSIP: 02377BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5706281 | PA      | $5585307.98   | 0.24%             | 2025-03-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3611000 | PA      | $3422307.38   | 0.15%             | 2026-09-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                    | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019  | CUSIP: 02529NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285982 | PA      | $284257.50    | 0.01%             | 2025-09-12      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                  | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4526146.50   | 0.19%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                                                 | DAE FUNDING LLC                                    | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1180212.50   | 0.05%             | 2024-08-01      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                            | MURPHY OIL USA INC                                 | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4880241.80   | 0.21%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCRANTON PA SCH DIST                                                                            | SCRANTON SCHOOL DISTRICT PA                        | CUSIP: 810827YL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $947357.00    | 0.04%             | 2026-04-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620553 | PA      | $1606772.01   | 0.07%             | 2032-08-16      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14090625.00  | 0.60%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                    | FORD CREDIT AUTO LEASE TRUST                       | CUSIP: 34532QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1225204.75   | 0.05%             | 2025-09-15      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                                  | CONN S RECEIVABLES FUNDING 2022 A LLC              | CUSIP: 20825YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3630035 | PA      | $3629098.86   | 0.15%             | 2026-12-15      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                        | CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO | CUSIP: 13080SZE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4295000 | PA      | $3587239.84   | 0.15%             | 2030-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                                | AUTONATION INC                                     | CUSIP: 05330NP11<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  17400000 | PA      | $17397661.09  | 0.74%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                          | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $849584.15    | 0.04%             | 2029-04-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                              | BERRY GLOBAL ESCROW CORP                           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  13784000 | PA      | $13419551.04  | 0.57%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                      | CONSTELLATION BRANDS INC                           | CUSIP: 21037DP16<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2999596.74   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LIMITED                                                                      | TRANSOCEAN PROTEUS LTD                             | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |   1675600 | PA      | $1692791.66   | 0.07%             | 2024-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                            | GALAXY PIPELINE ASSETS BIDCO LTD                   | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    693495 | PA      | $599873.18    | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: —       |
| GOLDEN CREDIT CARD TRUST                                                                        | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4447771.00   | 0.19%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31415QSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3539 | PA      | $3527.00      | 0.00%             | 2023-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2021 1                  | CUSIP: 501683AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136311 | PA      | $1096618.25   | 0.05%             | 2026-08-17      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                       | ARES CAPITAL CORP                                  | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4707150.00   | 0.20%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                     | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2939386.20   | 0.13%             | 2026-07-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9783984.40   | 0.42%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                       | ARES CAPITAL CORP                                  | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2307730.05   | 0.10%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                        | SIERRA TIMESHARE 2019 3 RECEIVABLES FUNDING LLC    | CUSIP: 82652NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2431823 | PA      | $2336038.44   | 0.10%             | 2036-08-20      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                  | CARDS II TRUST                                     | CUSIP: 14161GBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9200000 | PA      | $8720408.60   | 0.37%             | 2027-04-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022 1 LLC    | CUSIP: 70410DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993951.82    | 0.04%             | 2028-02-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                                             | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2608975.00   | 0.11%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                        | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE            | CUSIP: 13080SZB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2505000 | PA      | $2226413.94   | 0.09%             | 2030-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM 2020 CBM MORTGAGE TRUST                       | CUSIP: 20049AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6875000 | PA      | $6309104.73   | 0.27%             | 2039-11-13      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                             | CNH EQUIPMENT TRUST 2022 A                         | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $967734.78    | 0.04%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                    | BX TRUST                                           | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2601000 | PA      | $2551191.60   | 0.11%             | 2036-10-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| WYANDOTTE CNTY KANS CITY KANS UNI GOVT UTIL SYS REV                                             | WYANDOTTE CNTY KANSAS CITY KS UNIF                 | CUSIP: 982674ND1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $952025.00    | 0.04%             | 2024-09-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                            | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $4867743.71   | 0.21%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                       | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428571 | PA      | $437824.65    | 0.02%             | 2032-02-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LONG IS PWR AUTH N Y ELEC SYS REV                                                               | LONG ISLAND POWER AUTHORITY                        | CUSIP: 542691DP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $498326.00    | 0.02%             | 2023-03-01      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY ALASKA UNIV REVS                                                                     | UNIVERSITY OF ALASKA                               | CUSIP: 914046M46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $975644.00    | 0.04%             | 2023-10-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                           | CANADIAN PACER AUTO RECEIVABLES TRUST              | CUSIP: 13646BAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999005.75    | 0.04%             | 2025-07-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22534GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3945443.40   | 0.17%             | 2029-06-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE LOAN CORPORATION TRUST I                                                                | COLLEGE LOAN CORP TRUST I                          | CUSIP: 194266AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    788279 | PA      | $721327.16    | 0.03%             | 2037-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                                | NMEF FUNDING 2022 B LLC                            | CUSIP: 62890MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021313.91   | 0.04%             | 2029-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                           | FREEPORT MCMORAN INC                               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13377420.00  | 0.57%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST 2020 A                       | CUSIP: 00217TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1463859.18   | 0.06%             | 2028-11-15      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                       | BPR TRUST 2022 STAR                                | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996633.11    | 0.04%             | 2024-08-15      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| SCRANTON PA SCH DIST                                                                            | SCRANTON SCHOOL DISTRICT PA                        | CUSIP: 810827YK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $862596.90    | 0.04%             | 2025-04-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                           | GM FINANCIAL LEASING TRUST                         | CUSIP: 362569AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1786000 | PA      | $1767915.21   | 0.08%             | 2024-10-21      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1567843.57   | 0.07%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM 2015 PC1 MORTGAGE TRUST                       | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6550000 | PA      | $6307104.19   | 0.27%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                        | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  13330000 | PA      | $13417978.00  | 0.57%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2022 2           | CUSIP: 36265NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1974108.80   | 0.08%             | 2026-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418AHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1076195 | PA      | $1029780.66   | 0.04%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HEALTH & HIGHER EDL FACS AUTH REV                                                   | MARYLAND HEALTH HIGHER EDUCATIONAL FACILITIES AU   | CUSIP: 57421CDG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $2584457.58   | 0.11%             | 2025-01-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST                                                               | SANTANDER RETAIL AUTO LEASE TRUST 2020 B           | CUSIP: 80286RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3829518.08   | 0.16%             | 2024-12-20      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| AMTRUST FINANCIAL SERVICES, INC.                                                                | AMTRUST FINANCIAL SERVICES INC                     | CUSIP: 032359AE1<br>LEI: 549300SNNS1GRWBTGA28 | Long             | DBT              | CORP              | US        |  14342000 | PA      | $14301268.72  | 0.61%             | 2023-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL TEX REGL MOBILITY AUTH REV                                                              | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY          | CUSIP: 155498JB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $378432.00    | 0.02%             | 2025-01-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                                 | NORDSTROM INC                                      | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9484000.00   | 0.40%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                                                           | HILLTOP HOLDINGS INC                               | CUSIP: 432748AD3<br>LEI: 54930010TA543US0PM65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4986150.00   | 0.21%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                             | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1849820.00   | 0.08%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4868554.70   | 0.21%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                | PAWNEE EQUIPMENT RECEIVABLES                       | CUSIP: 70410LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856622 | PA      | $847541.80    | 0.04%             | 2025-11-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                                                          | GRAY OAK PIPELINE LLC                              | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1073209.79   | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| ATHENS GA HSG AUTH REV                                                                          | ATHENS HOUSING AUTHORITY                           | CUSIP: 047093GC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1768052.40   | 0.08%             | 2024-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                     | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1972837.00   | 0.08%             | 2026-07-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                               | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2812500 | PA      | $2451476.90   | 0.10%             | 2038-07-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791515 | PA      | $743463.83    | 0.03%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RDA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2471213.53   | 0.11%             | 2024-09-20      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                      | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 12659RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2171675.93   | 0.09%             | 2026-07-15      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                   | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964480.00   | 0.08%             | 2025-05-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                       | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785177 | PA      | $793967.24    | 0.03%             | 2032-08-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                | PAWNEE EQUIPMENT RECEIVABLES SERIES 2020 1 LLC     | CUSIP: 70410LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $903265.58    | 0.04%             | 2026-01-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                                  | SYNCHRONY BANK                                     | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987490.00   | 0.13%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                     | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1195762.44   | 0.05%             | 2027-06-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584380 | PA      | $576306.65    | 0.02%             | 2025-07-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM 2020 CBM MORTGAGE TRUST                       | CUSIP: 20049AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4626645.20   | 0.20%             | 2039-11-13      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REV                                                                       | STATE OF ILLINOIS SALES TAX REVENUE                | CUSIP: 452227SM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2294790.00   | 0.10%             | 2025-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                             | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $3282664.98   | 0.14%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| HEXCEL CORPORATION                                                                              | HEXCEL CORP                                        | CUSIP: 428291AM0<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2934780.00   | 0.12%             | 2025-08-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 3       | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2035231.38   | 0.09%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2021 1                  | CUSIP: 501683AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4187820.87   | 0.18%             | 2026-11-16      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2043421.82   | 0.09%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                                | FIRST INVESTORS AUTO OWNER TRUST                   | CUSIP: 32060KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2537286 | PA      | $2521447.50   | 0.11%             | 2026-02-17      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                                  | CONN FUNDING II LP                                 | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4993570.70   | 0.21%             | 2026-12-15      | Fixed         | 9.52%                 | Yes           |                  2 | On Loan: No      |
| PRA GROUP, INC.                                                                                 | PRA GROUP INC                                      | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   3167000 | PA      | $3183721.76   | 0.14%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4684600.00   | 0.20%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                            | UNITED FINANCIAL BANCORP                           | CUSIP: 910304AA2<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   8120000 | PA      | $7885413.20   | 0.34%             | 2024-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455000 | PA      | $1397787.67   | 0.06%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                 | SBA TOWER TRUST                                    | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6923000 | PA      | $6544550.74   | 0.28%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                             | DT AUTO OWNER TRUST 2021 3                         | CUSIP: 23344QAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350000 | PA      | $5201668.41   | 0.22%             | 2025-11-17      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST                                                                   | CARNOW AUTO RECEIVABLES TRUST 2021 1               | CUSIP: 14369GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424849 | PA      | $423243.50    | 0.02%             | 2026-02-17      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                          | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CP7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1523049 | PA      | $1488695.14   | 0.06%             | 2033-04-15      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                          | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAC9<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   3245000 | PA      | $3154076.69   | 0.13%             | 2025-04-10      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636277 | PA      | $586386.16    | 0.02%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                         | HF SINCLAIR CORP                                   | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3803000 | PA      | $3730286.64   | 0.16%             | 2023-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV                                                       | CHICAGO TRANSIT AUTHORITY                          | CUSIP: 16772PCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1463154.00   | 0.06%             | 2023-12-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                       | NATIONAL FUEL GAS CO                               | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5021400.00   | 0.21%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                  | 7 ELEVEN INC                                       | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4781900.00   | 0.20%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                            | ONEMAIN FINANCE CORP                               | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2592992.85   | 0.11%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                      | MAGALLANES INC                                     | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3857480.00   | 0.16%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CREDIT CARD MASTER NOTE TRUST                                                         | SYNCHRONY CREDIT CARD MASTER NOTE TRUST            | CUSIP: 87165LCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4976197.55   | 0.21%             | 2026-05-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 2       | CUSIP: 96042VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $783956.23    | 0.03%             | 2027-09-15      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                             | POSCO                                              | CUSIP: 73730EAD5<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $257925.00    | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                  | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5425679 | NS      | $5425678.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                         | COMMUNITY FDTN NW IN OBLG                          | CUSIP: 45506D6E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1589702.30   | 0.07%             | 2025-03-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY (THE)                                                                         | HOWARD UNIVERSITY                                  | CUSIP: 442851AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972650.00    | 0.04%             | 2023-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                  | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5454360.00   | 0.23%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                                             | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2948910 | PA      | $2855903.58   | 0.12%             | 2038-03-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                  | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1672280 | PA      | $1632077.20   | 0.07%             | 2036-10-18      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass Through Trusts                                                                  | AIR CANADA 2015 2 CLASS B PASS THROUGH TRUST       | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    786664 | PA      | $762270.02    | 0.03%             | 2025-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                        | HCA INC                                            | CUSIP: 197679AB9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $2163135.48   | 0.09%             | 2023-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                           | CANADIAN PACER AUTO RECEIVABLES TRUST 2021 1       | CUSIP: 13646CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3594000 | PA      | $3253454.52   | 0.14%             | 2027-12-20      | Fixed         | 1.46%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHM9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3400886.30   | 0.14%             | 2025-09-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST 2022 2                     | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1957078.76   | 0.08%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                                                      | PHOENIX GROUP HOLDINGS PLC                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   9087000 | PA      | $8843468.40   | 0.38%             | 2027-07-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                           | ASHTEAD CAPITAL INC                                | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  11245000 | PA      | $10777432.90  | 0.46%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ASSOCIATION OF AMERICAN MEDICAL COLLEGES                                                        | AMERICAN MEDICAL COLLEGE                           | CUSIP: 04609QAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4275000 | PA      | $3827671.31   | 0.16%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                          | STANDARD CHARTERED PLC                             | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2085260.00   | 0.09%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                   | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2794200.00   | 0.12%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                             | PETROLEOS MEXICANOS                                | CUSIP: 706451BC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1514400.00   | 0.06%             | 2023-12-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST 2019 1                     | CUSIP: 14315NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1923000 | PA      | $1918813.96   | 0.08%             | 2024-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                           | BOSTON PROPERTIES LP                               | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2118620.00   | 0.09%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                 | SBA TOWER TRUST                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3145613.10   | 0.13%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MINN MUN PWR AGY MINN PWR SUPPLY REV                                                    | WSTRN MN MUNI PWR AGY                              | CUSIP: 958697KR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $958459.00    | 0.04%             | 2025-01-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925881 | PA      | $890360.41    | 0.04%             | 2028-12-26      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                        | SCE RECOVERY FUNDING LLC                           | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8663254 | PA      | $7384038.20   | 0.31%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022 1           | CUSIP: 22534LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $971106.37    | 0.04%             | 2032-08-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                 | STWD TRUST                                         | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1929353.68   | 0.08%             | 2036-11-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                    | FORD CREDIT AUTO LEASE TRUST 2022 A                | CUSIP: 34528LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1286000 | PA      | $1253268.19   | 0.05%             | 2025-08-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2020 3           | CUSIP: 22536BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $710215.12    | 0.03%             | 2029-12-17      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING 2020 1 LLC              | CUSIP: 29373KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2012045.19   | 0.09%             | 2025-12-22      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                        | GS MORTGAGE SECURITIES CORP TRUST 2020 UPTN        | CUSIP: 36258PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1851885.32   | 0.08%             | 2039-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST                              | CUSIP: 00217FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2385481.08   | 0.10%             | 2030-03-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                           | GM FINANCIAL LEASING TRUST                         | CUSIP: 362569AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1990646.30   | 0.08%             | 2024-10-21      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2021 1                  | CUSIP: 501683AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4561093.05   | 0.19%             | 2027-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                      | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5425679 | NS      | $5425678.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TTAN MHC                                                                                        | TTAN                                               | CUSIP: 87303TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183219 | PA      | $1144778.11   | 0.05%             | 2038-03-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS HOSP REV                                                                    | PUBLIC FINANCE AUTHORITY                           | CUSIP: 74442CDW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $742190.20    | 0.03%             | 2025-02-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                    | BARCLAYS PLC                                       | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2000000 | PA      | $2100420.00   | 0.09%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST                                                                   | CARNOW AUTO RECEIVABLES TRUST 2023 1               | CUSIP: 14367RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1350304.13   | 0.06%             | 2024-12-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                 | WFRBS COMMERCIAL MORTGAGE TRUST 2013 C12           | CUSIP: 92937FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989525.66   | 0.08%             | 2048-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178751 | PA      | $178458.32    | 0.01%             | 2025-07-15      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                    | DRIVE AUTO RECEIVABLES TRUST                       | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3308259 | PA      | $3240183.40   | 0.14%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                        | CELANESE US HOLDINGS LLC                           | CUSIP: 15089XAG4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3990000.00   | 0.17%             | 2023-10-31      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                 | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5806782.67   | 0.25%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                      | AMSR TRUST                                         | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $995274.04    | 0.04%             | 2038-06-17      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                             | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1549000 | PA      | $1529970.09   | 0.07%             | 2028-12-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46639JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1748163 | PA      | $1738583.03   | 0.07%             | 2047-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                          | TESLA AUTO LEASE TRUST                             | CUSIP: 88167HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2744010.83   | 0.12%             | 2024-01-22      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                          | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAC5<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2236045.62   | 0.10%             | 2026-04-10      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                         | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2257975.00   | 0.10%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412T7K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2502 | PA      | $2483.15      | 0.00%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                          | AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC          | CUSIP: 03237KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $935582.92    | 0.04%             | 2027-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                             | GMF FLOORPLAN OWNER REVOLVING TRUST                | CUSIP: 361886CN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1686685.07   | 0.07%             | 2025-10-15      | Fixed         | 0.96%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                                                        | RELIANCE STANDARD LIFE GLOBAL FUNDING II           | CUSIP: 75951AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4947050.00   | 0.21%             | 2023-09-19      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2307692 | PA      | $2026109.52   | 0.09%             | 2026-09-17      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                        | SKYWORKS SOLUTIONS INC                             | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4922300.00   | 0.21%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RCY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3967357.20   | 0.17%             | 2024-09-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                               | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6850000 | PA      | $6083772.22   | 0.26%             | 2038-04-19      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2021 1           | CUSIP: 36261AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49531 | PA      | $49450.77     | 0.00%             | 2025-04-15      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                    | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019  | CUSIP: 02530DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5375000 | PA      | $5351675.13   | 0.23%             | 2025-06-12      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1969852.10   | 0.08%             | 2031-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                                | GREAT AMERICA LEASING RECEIVABLES                  | CUSIP: 39154TBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1055260.02   | 0.04%             | 2026-02-16      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GUAM INTL ARPT AUTH REV                                                                         | ANTONIO B WON PAT INTERNATIONAL AIRPORT AUTHORITY  | CUSIP: 40064RED7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $555127.45    | 0.02%             | 2026-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $3907605.42   | 0.17%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                                 | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $11642085.00  | 0.50%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2918085.93   | 0.12%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473210 | PA      | $452800.97    | 0.02%             | 2028-12-26      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES TRUST                         | CUSIP: 36263XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974253.16    | 0.04%             | 2026-05-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                                   | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1346250.00   | 0.06%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4056840.00   | 0.17%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                 | PRESTIGE AUTO RECEIVABLES TRUST                    | CUSIP: 74114BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2439759 | PA      | $2422855.03   | 0.10%             | 2026-11-16      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                               | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1313530.91   | 0.06%             | 2026-07-16      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021 1 LLC    | CUSIP: 704100AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1567062 | PA      | $1502682.16   | 0.06%             | 2027-07-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| PDC ENERGY, INC.                                                                                | PDC ENERGY INC                                     | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   4002000 | PA      | $3870214.14   | 0.16%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                    | BX TRUST                                           | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566100 | PA      | $558628.93    | 0.02%             | 2036-10-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                          | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAD7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6931097.18   | 0.30%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                                                    | FULTON FINANCIAL CORP                              | CUSIP: 360271AL4<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | DBT              | CORP              | US        |   9318000 | PA      | $8879681.28   | 0.38%             | 2030-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                                    | ENCINA EQUIPMENT FINANCE 2021 1 LLC                | CUSIP: 29253EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713000 | PA      | $689614.20    | 0.03%             | 2027-02-15      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST                                                               | SANTANDER RETAIL AUTO LEASE TRUST 2021 C           | CUSIP: 80286CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1655385.95   | 0.07%             | 2026-03-20      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST 2020 A                       | CUSIP: 00217TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650223 | PA      | $1646370.24   | 0.07%             | 2028-08-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                         | SCF EQUIPMENT LEASING 2020 1 LLC                   | CUSIP: 784054AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2692143.31   | 0.11%             | 2028-08-21      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| PITTSBURGH PA                                                                                   | CITY OF PITTSBURGH PA                              | CUSIP: 725209NY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1617299.88   | 0.07%             | 2024-09-01      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                              | ENERGY TRANSFER LP                                 | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    333000 | PA      | $313296.39    | 0.01%             | 2199-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                        | TRINITY RAIL LEASING 2019 LLC                      | CUSIP: 89657BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355083 | PA      | $1265881.67   | 0.05%             | 2049-10-18      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                            | GALAXY PIPELINE ASSETS                             | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2029975 | PA      | $1886415.17   | 0.08%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46639JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4550000 | PA      | $4486188.71   | 0.19%             | 2047-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                 | MVW OWNER TRUST 2018 1                             | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3314710 | PA      | $3224766.91   | 0.14%             | 2036-01-21      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1156320.85   | 0.05%             | 2028-03-10      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1348823 | PA      | $1285972.32   | 0.05%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                            | FS KKR CAPITAL CORP II                             | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5298720.00   | 0.23%             | 2025-02-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                           | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TH89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2488929 | PA      | $2405141.28   | 0.10%             | 2030-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BI-STATE DEV AGY MO ILL MET DIST MASS TRAN SALES TAX                                            | BI STATE DEVELOPMENT AGENCY OF THE MISSOURI ILLINO | CUSIP: 088632CS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1183117.50   | 0.05%             | 2024-10-01      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                             | GMF FLOORPLAN OWNER REVOLVING TRUST                | CUSIP: 361886CP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2170408.95   | 0.09%             | 2025-10-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| LOVELAND COLO ELEC & COMMUNICATION ENTERPRISE REV                                               | CITY OF LOVELAND CO ELECTRIC COMMUNICATIONS ENTE   | CUSIP: 547206AL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2208729.48   | 0.09%             | 2024-12-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TRANSPORTATION FINANCE EQUIPMENT TRUST                                                          | TRANSPORTATION FINANCE EQUIPMENT                   | CUSIP: 89389JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1507367 | PA      | $1496520.31   | 0.06%             | 2024-03-25      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                              | TRICOLOR AUTO SECURITIZATION TRUST                 | CUSIP: 89615BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2176200 | PA      | $2172049.96   | 0.09%             | 2024-06-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2020 4                  | CUSIP: 33845XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3351893 | PA      | $3315893.13   | 0.14%             | 2025-10-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| TTAN MHC                                                                                        | TTAN                                               | CUSIP: 87303TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2958047 | PA      | $2876700.36   | 0.12%             | 2038-03-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                               | PROGRESS RESIDENTIAL 2021 SFR4                     | CUSIP: 74333EAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4018670.96   | 0.17%             | 2038-05-17      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| STEEL DYNAMICS, INC.                                                                            | STEEL DYNAMICS INC                                 | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991860.00    | 0.04%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                    | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125000 | PA      | $2092241.40   | 0.09%             | 2026-03-23      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 3       | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $917711.77    | 0.04%             | 2027-01-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ENEL - SPA                                                                                      | ENEL SPA                                           | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2020000.00   | 0.09%             | 2073-09-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST                                                               | SANTANDER RETAIL AUTO LEASE TRUST 2017 A           | CUSIP: 80286DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4746877.65   | 0.20%             | 2025-06-20      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| SPRINT LLC                                                                                      | SPRINT CORP                                        | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4059360.00   | 0.17%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                     | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3759571.88   | 0.16%             | 2026-11-15      | Fixed         | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EAL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816904 | PA      | $783027.93    | 0.03%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trusts                                                             | SPIRIT AIRLINES PTT 2015 1B                        | CUSIP: 84858EAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10018231 | PA      | $9633831.94   | 0.41%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                 | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $9373000.00   | 0.40%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                               | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6005940.00   | 0.26%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                                   | SK HYNIX INC                                       | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   3000000 | PA      | $3035700.00   | 0.13%             | 2026-01-17      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| YPSILANTI MICH SCH DIST                                                                         | YPSILANTI SCHOOL DISTRICT MI                       | CUSIP: 987864PT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $537370.85    | 0.02%             | 2025-05-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP, INC.                                                                             | NEWMARK GROUP INC                                  | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14036680.00  | 0.60%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                  | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3333000 | PA      | $2859294.71   | 0.12%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                              | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979100.00    | 0.04%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 2           | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1930891.52   | 0.08%             | 2030-02-15      | Fixed         | 0.96%                 | Yes           |                  2 | On Loan: No      |
| SMITHSONIAN INSTITUTION                                                                         | SMITHSONIAN INSTITUTION                            | CUSIP: 832432AG3<br>LEI: 549300ZJ87IUCDSX4306 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1366330.00   | 0.06%             | 2023-09-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3848344.56   | 0.16%             | 2026-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30166QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1963037.68   | 0.08%             | 2026-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 4           | CUSIP: 22535BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $585373.72    | 0.02%             | 2030-12-16      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON CORPORATION                                                                       | FIRST HORIZON NATIONAL                             | CUSIP: 320517AC9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4969700.00   | 0.21%             | 2023-05-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                                | FIRST INVESTORS AUTO OWNER TRUST 2019 1            | CUSIP: 32059TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1099241 | PA      | $1095832.15   | 0.05%             | 2025-04-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Continental Airlines                                                                            | CONTINENTAL AIR 2012 1 CLASS A PTT                 | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4523459 | PA      | $4409512.93   | 0.19%             | 2025-10-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RACE POINT CLO LLC                                                                              | RACE POINT X CLO LTD                               | CUSIP: 74983DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4436708 | PA      | $4376812.94   | 0.19%             | 2031-07-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                    | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | CUSIP: 02530DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    882783 | PA      | $879812.10    | 0.04%             | 2025-06-12      | Fixed         | 3.41%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116952 | PA      | $1019522.13   | 0.04%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                        | SKYWORKS SOLUTIONS INC                             | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4462950.00   | 0.19%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OCI N.V.                                                                                        | OCI NV                                             | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |   6740000 | PA      | $6565703.60   | 0.28%             | 2025-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HEALTH & EDL FACS AUTH REV                                                      | SOUTH DAKOTA ST HLTH EDUCTNL FACS                  | CUSIP: 83755VJ96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1296464.40   | 0.06%             | 2024-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2344000 | PA      | $2297721.54   | 0.10%             | 2026-01-15      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 2       | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1429000 | PA      | $1401410.90   | 0.06%             | 2027-09-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA BRD REGENTS CTFS PARTN                                                                  | ARIZONA BOARD OF REGENTS                           | CUSIP: 04048PLM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1418592.00   | 0.06%             | 2024-06-01      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                    | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24703WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1485599.86   | 0.06%             | 2027-08-22      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                            | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5425679 | NS      | $5425678.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                             | ANTARES HOLDINGS                                   | CUSIP: 03666HAA9<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3490130.00   | 0.15%             | 2023-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                    | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2667000 | PA      | $2521465.46   | 0.11%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                            | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2815470.00   | 0.12%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KNDL KNSQ MORTGAGE TRUST                                                                        | KNDL MORTGAGE TRUST                                | CUSIP: 482598AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1977910.92   | 0.08%             | 2036-05-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA                             | CUSIP: 46591HAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772808 | PA      | $755405.83    | 0.03%             | 2028-02-25      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 4           | CUSIP: 22535BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $629554.35    | 0.03%             | 2030-10-15      | Fixed         | 1.26%                 | Yes           |                  2 | On Loan: No      |
| BANK OF THE WEST AUTO TRUST                                                                     | BANK OF THE WEST AUTO TRUST 2019 1                 | CUSIP: 065606AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1379768.68   | 0.06%             | 2025-04-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE HEALTH PROPERTIES, LLC                                                               | NATIONWIDE HEALTH PROPERTIES INC                   | CUSIP: 63861QAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3210082.68   | 0.14%             | 2037-10-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                    | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 34531NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4588122.00   | 0.20%             | 2031-08-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                     | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2928750.00   | 0.12%             | 2037-10-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                        | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4973700.00   | 0.21%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2686158.89   | 0.11%             | 2025-11-17      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                              | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1477289.25   | 0.06%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| TEMPE ARIZ CTFS PARTN                                                                           | CITY OF TEMPE AZ                                   | CUSIP: 87971LAF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2354772.50   | 0.10%             | 2024-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                                    | ENCINA EQUIPMENT FINANCE 2021 1 LLC                | CUSIP: 29253EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538000 | PA      | $1450205.04   | 0.06%             | 2027-11-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST 2018 3         | CUSIP: 30166PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165258 | PA      | $165073.95    | 0.01%             | 2024-06-17      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                          | CROSSROADS ASSET TRUST 2021 A                      | CUSIP: 22767CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121654 | PA      | $120987.81    | 0.01%             | 2024-03-20      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2142459 | PA      | $2018934.40   | 0.09%             | 2029-02-26      | Fixed         | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3310 | PA      | $3297.07      | 0.00%             | 2023-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                             | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $5415840.00   | 0.23%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                                                               | CP EF ASSET SECURITIZATION I LLC                   | CUSIP: 12662AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3503022 | PA      | $3453841.72   | 0.15%             | 2030-04-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                 | MVW 2021 1W LLC                                    | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1123735 | PA      | $1025826.40   | 0.04%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| FMC CORP                                                                                        | FMC CORP                                           | CUSIP: 34410XP12<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9998655.80   | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                                     | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2958510.00   | 0.13%             | 2025-08-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                            | GLOBAL PAYMENTS INC                                | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1392579.99   | 0.06%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1961274.74   | 0.08%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                             | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   6717000 | PA      | $5955426.54   | 0.25%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4710742.20   | 0.20%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                                 | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69701EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4553029.40   | 0.19%             | 2028-02-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                             | BMW US CAPITAL LLC                                 | CUSIP: 05565EBZ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1944280.00   | 0.08%             | 2025-04-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3270000 | PA      | $3165710.09   | 0.13%             | 2025-11-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                              | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273000 | PA      | $2741128.99   | 0.12%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2021 1                  | CUSIP: 33843WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3026137.35   | 0.13%             | 2027-02-16      | Fixed         | 0.68%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                                     | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1952384 | PA      | $1918762.76   | 0.08%             | 2038-07-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES TRUST                         | CUSIP: 36261XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3493414 | PA      | $3454401.81   | 0.15%             | 2025-09-15      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1       | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2709246 | PA      | $2614015.53   | 0.11%             | 2028-09-25      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RDV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3704116.76   | 0.16%             | 2026-08-20      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                                     | SOUTHWESTERN ENERGY CO                             | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   4829000 | PA      | $4791285.51   | 0.20%             | 2025-01-23      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                      | CPS AUTO RECEIVABLES TRUST 2022 D                  | CUSIP: 12663UAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2069521.14   | 0.09%             | 2029-01-16      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                             | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $1319755.58   | 0.06%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GENERAL HOLDINGS CORP.                                                                 | NATIONAL GENERAL HLDG CO                           | CUSIP: 636220AB1<br>LEI: 549300HUE7OCQI86BK16 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4140360.00   | 0.18%             | 2024-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                   | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8675000 | PA      | $8380570.50   | 0.36%             | 2024-07-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                    | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331026 | PA      | $328492.29    | 0.01%             | 2023-10-23      | Fixed         | 0.57%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK NA SBCLN                            | CUSIP: 80290CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373143 | PA      | $360591.23    | 0.02%             | 2031-12-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| PDC ENERGY, INC.                                                                                | PDC ENERGY INC                                     | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2484310.96   | 0.11%             | 2024-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                            | CADILLAC FAIRVIEW PRP TR                           | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1868900.00   | 0.08%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                               | SM ENERGY CO                                       | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4901550.00   | 0.21%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                            | FS KKR CAPITAL CORP                                | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $1964969.89   | 0.08%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                                                         | PBF HOLDING CO LLC PBF FINANCE CORP                | CUSIP: 69318FAG3<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2262191.20   | 0.10%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1       | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1347511 | PA      | $1296063.99   | 0.06%             | 2028-09-25      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1408844 | PA      | $1374661.65   | 0.06%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2021 1                  | CUSIP: 33843WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2533033.51   | 0.11%             | 2027-03-15      | Fixed         | 0.91%                 | Yes           |                  2 | On Loan: No      |
| NP SPE II LLC                                                                                   | NP SPE II LLC                                      | CUSIP: 62946AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1485735 | PA      | $1404235.83   | 0.06%             | 2047-10-21      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                           | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022 2       | CUSIP: 36266FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1224073.44   | 0.05%             | 2026-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY, INC.                                                                              | LAREDO PETROLEUM INC                               | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5044850.00   | 0.21%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST 2019 A                       | CUSIP: 04033JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4233715 | PA      | $4225963.21   | 0.18%             | 2027-11-15      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                                               | NUCOR CORP                                         | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971580.00   | 0.08%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTRAL TEX REGL MOBILITY AUTH REV                                                              | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY          | CUSIP: 155498JS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $705225.00    | 0.03%             | 2025-01-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                                                                 | FIRST CITIZENS BANCSHARE                           | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  10871000 | PA      | $10299511.53  | 0.44%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                            | FS KKR CAPITAL CORP                                | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2211232.50   | 0.09%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22535GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $926398.61    | 0.04%             | 2030-07-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22534GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748408 | PA      | $746047.65    | 0.03%             | 2029-04-16      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                      | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7495000 | PA      | $7433990.70   | 0.32%             | 2024-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST                              | CUSIP: 00217FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2405064.27   | 0.10%             | 2030-03-15      | Fixed         | 0.68%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES TRUST                         | CUSIP: 36261XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3043000 | PA      | $2909136.33   | 0.12%             | 2026-06-15      | Fixed         | 1.08%                 | Yes           |                  2 | On Loan: No      |
| ATALAYA EQUIPMENT LEASING TRUST LLC.                                                            | ATALAYA EQUIPMENT LEASING TRUST 21 1               | CUSIP: 046497AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2467000 | PA      | $2304398.67   | 0.10%             | 2027-02-15      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH GEN REV                                                                    | NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650009R96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $957942.00    | 0.04%             | 2025-01-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955652 | PA      | $888384.76    | 0.04%             | 2028-01-10      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES TRUST                         | CUSIP: 36261EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409268 | PA      | $1388358.91   | 0.06%             | 2025-11-17      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                        | TRICON RESIDENTIAL 2022 SFR1 TRUST                 | CUSIP: 89616QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $949307.65    | 0.04%             | 2039-04-17      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| MONTGOMERY CNTY PA INDL DEV AUTH RETIREMENT CMNTY REV                                           | MONTGOMERY COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY | CUSIP: 61360PCQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1221935.00   | 0.05%             | 2023-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1900453.38   | 0.08%             | 2027-05-17      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| LUBBOCK TEX WTR & WASTEWATER SYS REV                                                            | LUBBOCK TX WTR WSTWTR SYS REVENUE                  | CUSIP: 549233BX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4767365.00   | 0.20%             | 2025-02-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD.                                                                                | STRATUS CLO 2021 3 LTD                             | CUSIP: 86315WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1643000 | PA      | $1601532.32   | 0.07%             | 2029-12-29      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                      | CPS AUTO RECEIVABLES TRUST 2022 B                  | CUSIP: 12663BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1954214.62   | 0.08%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                                                          | MURPHY OIL CORP                                    | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7888320.00   | 0.34%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1022441 | PA      | $1011814.48   | 0.04%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                                 | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3083710.00   | 0.13%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST 2021 2                       | CUSIP: 40441JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2719000 | PA      | $2540413.47   | 0.11%             | 2029-03-20      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                       | BPR TRUST 2021 TY                                  | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $704056.76    | 0.03%             | 2023-09-23      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ST GEN FD ANNUAL APPROPRIATION REV                                                    | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE        | CUSIP: 977100GY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $933467.00    | 0.04%             | 2026-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                            | LXP INDUSTRIAL TRUST                               | CUSIP: 529043AD3<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3913720.00   | 0.17%             | 2024-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST                                                | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 | CUSIP: 98163NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1467504.68   | 0.06%             | 2027-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                                      | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAJ0<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2928420.00   | 0.12%             | 2025-03-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RCZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1984164.62   | 0.08%             | 2024-09-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1524000 | PA      | $1473416.84   | 0.06%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                      | MMAF EQUIPMENT FINANCE LLC                         | CUSIP: 60700KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4598170.50   | 0.20%             | 2042-04-14      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA                             | CUSIP: 46591HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144253 | PA      | $142402.34    | 0.01%             | 2028-01-25      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                                | ARCELORMITTAL SA                                   | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3500000 | PA      | $3652705.00   | 0.16%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                              | ENABLE MIDSTREAM PARTNERS                          | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9830300.00   | 0.42%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BUCKS CNTY PA                                                                                   | BUCKS CNTY PA                                      | CUSIP: 118565YL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2025000 | PA      | $1920923.10   | 0.08%             | 2024-06-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STAD AUTH REV                                                                       | MARYLAND STADIUM AUTHORITY                         | CUSIP: 574296CA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $959928.00    | 0.04%             | 2024-05-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1877777 | PA      | $1800255.33   | 0.08%             | 2028-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                                                           | HILLTOP HOLDINGS INC                               | CUSIP: 432748AB7<br>LEI: 54930010TA543US0PM65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4840600.00   | 0.21%             | 2025-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                                     | DIAMOND RESORTS OWNER TRUST 2021 1                 | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749390 | PA      | $682869.38    | 0.03%             | 2033-11-21      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                                                          | GRAY OAK PIPELINE LLC                              | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8334000 | PA      | $8130483.72   | 0.35%             | 2023-09-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                       | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319173 | PA      | $1260658.83   | 0.05%             | 2032-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                              | ENERGY TRANSFER LP                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2091068.00   | 0.09%             | 2199-12-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH REV                                                                   | COLORADO HEALTH FACILITIES AUTHORITY               | CUSIP: 19648FRX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $548390.84    | 0.02%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNIFY AUTO RECEIVABLES TRUST                                                                    | UNIFY AUTO RECEIVABLES TRUST                       | CUSIP: 90775QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2876125.92   | 0.12%             | 2026-07-15      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                         | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81379MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230584 | PA      | $229093.19    | 0.01%             | 2026-03-25      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                     | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   7772000 | PA      | $7947103.16   | 0.34%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING                     | CUSIP: 05377RDQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4725990.90   | 0.20%             | 2026-03-20      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                       | REALTY INCOME CORP                                 | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004260.00   | 0.09%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corporation                                                                       | UMB FINANCIAL CORP                                 | CUSIP: 902788AA6<br>LEI: 549300MGEH3N3CUCV828 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5973500.00   | 0.25%             | 2030-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARK CREEK MET DIST COLO REV                                                                    | PARK CREEK CO MET DIST REVENUE                     | CUSIP: 700387HH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $479141.00    | 0.02%             | 2024-12-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                                | FIRST INVESTORS AUTO OWNER TRUST 2019 2            | CUSIP: 32058RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3499249 | PA      | $3480493.88   | 0.15%             | 2025-12-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST 2019 3         | CUSIP: 30167EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3156648 | PA      | $3111656.07   | 0.13%             | 2025-08-15      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                         | EXXON MOBIL CORP                                   | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4863650.00   | 0.21%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                             | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019 SMRT      | CUSIP: 29429MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7600000 | PA      | $7438807.95   | 0.32%             | 2036-01-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO.,LTD.                                                                           | NISSAN MOTOR CO LTD                                | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   4000000 | PA      | $3932880.00   | 0.17%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                        | CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO | CUSIP: 13080SD50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1185610.00   | 0.05%             | 2024-04-01      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Syngenta Finance N.V.                                                                           | SYNGENTA FINANCE NV                                | CUSIP: 87164KAG9<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |   5839000 | PA      | $5734949.02   | 0.24%             | 2025-04-24      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                        | GS MORTGAGE SECURITIES CORP II                     | CUSIP: 36255MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1027765 | PA      | $990613.13    | 0.04%             | 2032-10-10      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                          | STANDARD CHARTERED PLC                             | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2082660.00   | 0.09%             | 2029-01-09      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MINN MUN PWR AGY MINN PWR SUPPLY REV                                                    | WSTRN MN MUNI PWR AGY                              | CUSIP: 958697KS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $943825.00    | 0.04%             | 2026-01-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                                     | WEST FRASER TIMBER CO                              | CUSIP: 952845AE5<br>LEI: 5493005WD1ZK6WBVR988 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1958120.00   | 0.08%             | 2024-10-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                      | CPS AUTO TRUST                                     | CUSIP: 12598CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750413 | PA      | $2725955.46   | 0.12%             | 2025-07-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC.                                                                        | DARLING INGREDIENTS INC                            | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   6885000 | PA      | $6713838.90   | 0.29%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2467916.10   | 0.11%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                 | WESTERN MIDSTREAM OPERAT                           | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  11953000 | PA      | $11412485.34  | 0.49%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                         | SCF EQUIPMENT LEASING 2020 1 LLC                   | CUSIP: 784054AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3824000 | PA      | $3654593.47   | 0.16%             | 2028-03-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                                    | NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64990FD43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1860478.00   | 0.08%             | 2025-03-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                              | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | CUSIP: 36258VAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1458697.61   | 0.06%             | 2025-08-18      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                                      | JABIL INC                                          | CUSIP: 46652MP17<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |  12600000 | PA      | $12598237.01  | 0.54%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WPX ENERGY, INC.                                                                                | WPX ENERGY INC                                     | CUSIP: 98212BAG8<br>LEI: ZXZE9GCS2BB547GJW219 | Long             | DBT              | CORP              | US        |   5263000 | PA      | $5324208.69   | 0.23%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                         | CF HIPPOLYTA LLC                                   | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2836944 | PA      | $2500409.82   | 0.11%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| DALLAS FORT WORTH TEX INTL ARPT REV                                                             | DALLAS FORT WORTH TX INTERNATIONAL ARPT REVENUE    | CUSIP: 2350366K1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $486148.50    | 0.02%             | 2023-11-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                                     | SOUTH JERSEY TRANSPORTATION AUTHORITY              | CUSIP: 838536LT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3515000 | PA      | $3238675.31   | 0.14%             | 2025-11-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                                    | TCF NATIONAL BANK                                  | CUSIP: 87227RQE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  13590000 | PA      | $13280691.60  | 0.57%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                               | AIRCASTLE LTD                                      | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4960000.00   | 0.21%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                        | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015620.00   | 0.09%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| PUBLIC FIN AUTH WIS HOSP REV                                                                    | PUBLIC FINANCE AUTHORITY                           | CUSIP: 74442CDV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1445000 | PA      | $1367435.29   | 0.06%             | 2024-02-01      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP REV                                                                | SAN ANTONIO EDUCATION FACILITIES CORP              | CUSIP: 796247DN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $769024.90    | 0.03%             | 2026-04-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                     | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1346000 | PA      | $1261984.56   | 0.05%             | 2025-11-21      | Fixed         | 0.79%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                     | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $1047598.25   | 0.04%             | 2025-07-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                                  | CONN S RECEIVABLES FUNDING 2021 A LLC              | CUSIP: 20825GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115236 | PA      | $1099538.70   | 0.05%             | 2026-05-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $901893.72    | 0.04%             | 2038-12-17      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                                     | HOUSTON GALLERIA MALL TRUST                        | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11824000 | PA      | $10995825.88  | 0.47%             | 2037-03-05      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3127000 | PA      | $3110497.51   | 0.13%             | 2027-05-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                 | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4250000 | PA      | $3796907.50   | 0.16%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                          | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2019393.38   | 0.09%             | 2028-10-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                 | NELNET STUDENT LOAN TRUST 2005 3                   | CUSIP: 64031QCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1048218 | PA      | $950378.06    | 0.04%             | 2037-09-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Banco Santander (Mexico) S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA     | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | MX        |   4199000 | PA      | $4199000.00   | 0.18%             | 2028-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                      | CONSTELLATION BRANDS INC                           | CUSIP: 21037DP73<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997077.49   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624449 | PA      | $573438.48    | 0.02%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                       | KUBOTA CREDIT OWNER TRUST 2020 1                   | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798309 | PA      | $794309.03    | 0.03%             | 2024-03-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| HILLSBOROUGH CNTY FLA INDL DEV AUTH HOSP REV                                                    | HILLSBOROUGH CNTY FL INDL DEVAUTH HOSP REVENUE     | CUSIP: 43233AFG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4811260.00   | 0.20%             | 2024-08-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                              | F G GLOBAL FUNDING                                 | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970700.00   | 0.08%             | 2025-07-07      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MEDFORD ORE HOSP FACS AUTH REV                                                                  | MEDFORD HOSPITAL FACILITIES AUTHORITY              | CUSIP: 584283HH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1614365.90   | 0.07%             | 2024-08-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC           | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2907180.00   | 0.12%             | 2025-04-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3267740.00   | 0.14%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                                     | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759261 | PA      | $742226.10    | 0.03%             | 2038-07-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                                                                | VEON HOLDINGS BV                                   | CUSIP: EJ5489194<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $9612700.00   | 0.41%             | 2023-02-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                         | HF SINCLAIR CORP                                   | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6990000 | PA      | $7046479.20   | 0.30%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                          | SEQUOIA MORTGAGE TRUST 2013 5                      | CUSIP: 81745AAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597281 | PA      | $540075.74    | 0.02%             | 2043-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                             | DT AUTO OWNER TRUST 2021 3                         | CUSIP: 23344QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3125000 | PA      | $2943129.56   | 0.13%             | 2027-05-17      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANK, NATIONAL ASSOCIATION                                                          | MB FINANCIAL BANK NA                               | CUSIP: 55266CXM3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998020.00   | 0.13%             | 2027-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNIFY AUTO RECEIVABLES TRUST                                                                    | UNIFY AUTO RECEIVABLES TRUST                       | CUSIP: 90775QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2808580.89   | 0.12%             | 2026-11-16      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | US EQUIP                                           | CUSIP: 40438PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1908998 | PA      | $1901448.13   | 0.08%             | 2030-07-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                         | COMMUNITY FDTN NW IN OBLG                          | CUSIP: 45506D6F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1724895.60   | 0.07%             | 2026-03-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| ATHENS GA HSG AUTH REV                                                                          | ATHENS HOUSING AUTHORITY                           | CUSIP: 047093GD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3215000 | PA      | $3027549.43   | 0.13%             | 2025-12-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                           | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A2Q3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4856550.00   | 0.21%             | 2023-10-13      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                             | ANTARES HOLDINGS LP                                | CUSIP: 03666HAB7<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2310866.25   | 0.10%             | 2025-05-18      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS, INC.                                                                             | LITHIA MOTORS INC                                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   5718000 | PA      | $5319569.76   | 0.23%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PROASSURANCE CORPORATION                                                                        | PROASSURANCE CORP                                  | CUSIP: 74267CAC0<br>LEI: 54930015E5J57R675E89 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13925100.00  | 0.59%             | 2023-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PAPIO-MISSOURI RIV NAT RES DIST NEB                                                             | PAPIO MISSOURI RIVER NATURAL RESOURCE DISTRICT     | CUSIP: 698874EM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $749552.54    | 0.03%             | 2024-12-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                                                        | VIPER ENERGY PARTNERS LP                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6148006.50   | 0.26%             | 2027-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2022 2                  | CUSIP: 33844XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1971427.52   | 0.08%             | 2027-05-17      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 34660DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2491189.48   | 0.11%             | 2027-10-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING 2022 2 LLC              | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1983533.34   | 0.08%             | 2029-05-21      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                  | VAR ENERGI ASA                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   7333000 | PA      | $7725755.48   | 0.33%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                           | FREEPORT MCMORAN INC                               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   8808000 | PA      | $8735334.00   | 0.37%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412TTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6304 | PA      | $6276.85      | 0.00%             | 2023-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP, INC.                                                                | NEW YORK COMMUNITY BANCORP INC                     | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |   8242000 | PA      | $8126776.84   | 0.35%             | 2028-11-06      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital Designated Activity Company                                              | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAQ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4874550.00   | 0.21%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                | PAWNEE EQUIPMENT RECEIVABLES                       | CUSIP: 704100AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637000 | PA      | $1507925.38   | 0.06%             | 2027-07-15      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                      | AMSR TRUST                                         | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1649349.28   | 0.07%             | 2038-06-17      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                       | REGAL REXNORD CORP                                 | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027640.00   | 0.09%             | 2028-04-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| RLI CORP.                                                                                       | RLI CORP                                           | CUSIP: 749607AC1<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2990670.00   | 0.13%             | 2023-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                                 | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    802679 | PA      | $797399.69    | 0.03%             | 2029-04-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023 1       | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000519.62   | 0.04%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2019 3              | CUSIP: 14686XAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2242191 | PA      | $2217109.90   | 0.09%             | 2025-04-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HEALTH & EDL FACS AUTH REV                                                      | SOUTH DAKOTA ST HLTH EDUCTNL FACS                  | CUSIP: 83755VJ88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1480141.50   | 0.06%             | 2023-07-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                                    | ENCINA EQUIPMENT FINANCE                           | CUSIP: 29253EAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383111 | PA      | $377844.66    | 0.02%             | 2026-12-15      | Fixed         | 0.74%                 | Yes           |                  2 | On Loan: No      |
| BIRMINGHAM ALA WTRWKS BRD WTR REV                                                               | WATER WORKS BOARD OF THE CITY OF BIRMINGHAM THE    | CUSIP: 091096NE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1917106.00   | 0.08%             | 2025-01-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3751550 | PA      | $3588063.93   | 0.15%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                    | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3933315.28   | 0.17%             | 2024-01-22      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                     | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4151000 | PA      | $3882873.63   | 0.17%             | 2025-11-21      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                                      | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4903500.00   | 0.21%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                                          | CITIGROUP CAPITAL XIII                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    200000 | NS      | $5744000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                              | HARBOUR ENERGY PLC                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   5396000 | PA      | $4964589.80   | 0.21%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                                     | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5169000 | PA      | $5154630.18   | 0.22%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HILLSBOROUGH CNTY FLA INDL DEV AUTH HOSP REV                                                    | HILLSBOROUGH COUNTY INDUSTRIAL DEVELOPMENT AUTHORI | CUSIP: 43233AFH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2910000 | PA      | $2746734.45   | 0.12%             | 2025-08-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2019 4                  | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765000 | PA      | $2572575.77   | 0.11%             | 2027-03-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                 | MVW 2021 1W LLC                                    | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175583 | PA      | $1078005.43   | 0.05%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                             | DT AUTO OWNER TRUST 2022 2                         | CUSIP: 23345AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1966525.02   | 0.08%             | 2027-01-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| SCRANTON PA SCH DIST                                                                            | SCRANTON SCHOOL DISTRICT PA                        | CUSIP: 810827UX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1386262.77   | 0.06%             | 2034-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                    | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 34531NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4675832.55   | 0.20%             | 2031-08-15      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                        | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $979210.00    | 0.04%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                  | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2517278.10   | 0.11%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 4           | CUSIP: 22535BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $894916.74    | 0.04%             | 2031-02-18      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                                                 | MPT OPER PARTNERSHIP FINL                          | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |  21401000 | PA      | $18096257.58  | 0.77%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BX COMMERCIAL MORTGAGE TRUST                                                                    | BX COMMERCIAL MORTGAGE TRUST 2021 VOLT             | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2411250.60   | 0.10%             | 2023-09-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                    | WORLD OMNI SELECT AUTO TRUST                       | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5576204.58   | 0.24%             | 2026-06-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP REV                                                   | HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANC | CUSIP: 414009NR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $944795.00    | 0.04%             | 2025-05-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412MJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1897 | PA      | $1896.94      | 0.00%             | 2023-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC.                                                                           | TALOS PRODUCTION INC                               | CUSIP: 87485LAC8<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2121040.00   | 0.09%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BIRMINGHAM ALA WTRWKS BRD WTR REV                                                               | WATER WORKS BOARD OF THE CITY OF BIRMINGHAM THE    | CUSIP: 091096ND5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $975326.00    | 0.04%             | 2024-01-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander (Mexico) S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA                          | CUSIP: 05969BAC7<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   5130000 | PA      | $5131282.50   | 0.22%             | 2028-10-01      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                                          | BUCKEYE PARTNERS LP                                | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4211495.00   | 0.18%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                          | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC           | CUSIP: 03236VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2162000 | PA      | $1994249.49   | 0.08%             | 2028-01-20      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                                    | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   4333000 | PA      | $4287200.19   | 0.18%             | 2027-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                       | BPR TRUST 2021 TY                                  | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312500 | PA      | $1233913.37   | 0.05%             | 2023-09-23      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC.                                                                                    | WALMART INC                                        | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4940850.00   | 0.21%             | 2025-06-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2020 2           | CUSIP: 38014RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1233394.41   | 0.05%             | 2026-04-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                                | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1463800.96   | 0.06%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                    | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2948187.27   | 0.13%             | 2023-11-22      | Fixed         | 0.92%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2698714 | PA      | $2636299.32   | 0.11%             | 2032-05-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2019 3           | CUSIP: 22535KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2615266.47   | 0.11%             | 2029-03-15      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022 1 LLC    | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002100.87   | 0.04%             | 2028-07-17      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2811581 | PA      | $2812572.46   | 0.12%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                                    | ENCINA EQUIPMENT FINANCE 2022 1 LLC                | CUSIP: 29252VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983465.29    | 0.04%             | 2029-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST                         | CUSIP: 33844QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4979868.80   | 0.21%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEE CNTY FLA WTR & SWR REV                                                                      | COUNTY OF LEE COUNTY FL WATER SEWER REVENUE        | CUSIP: 523530LL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1302046.32   | 0.06%             | 2024-10-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WHEELS SPV, LLC                                                                                 | WHEELS SPV 2 LLC                                   | CUSIP: 96328DBU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3121420.19   | 0.13%             | 2029-08-20      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                                  | ASSURANT INC                                       | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3769866.00   | 0.16%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                     | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4836967.85   | 0.21%             | 2037-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 16 2 B PTT                                                                         | AMER AIRLINE 16 2 B PTT                            | CUSIP: P2376GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3675400.00   | 0.16%             | 2025-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF THE WEST AUTO TRUST                                                                     | BANK OF THE WEST AUTO TRUST 2019 1                 | CUSIP: 065606AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3252255.27   | 0.14%             | 2025-01-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $929961.69    | 0.04%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                          | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4516000 | PA      | $3932839.89   | 0.17%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                                                                   | STERLING BANCORP DE                                | CUSIP: 85917AAB6<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8199537.50   | 0.35%             | 2029-12-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                 | MVW OWNER TRUST                                    | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307643 | PA      | $290637.09    | 0.01%             | 2034-12-20      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                       | BPR TRUST 2022 OANA                                | CUSIP: 05592DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2946940.92   | 0.13%             | 2037-04-15      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Stellantis N.V.                                                                                 | FIAT CHRYSLER AUTOMOBILES NV                       | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   6352000 | PA      | $6348252.32   | 0.27%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCRANTON PA SCH DIST                                                                            | SCRANTON SCHOOL DISTRICT PA                        | CUSIP: 810827UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2805000 | PA      | $2748033.26   | 0.12%             | 2034-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1496581 | PA      | $1487561.73   | 0.06%             | 2032-08-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST                              | CUSIP: 40438FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354147 | PA      | $353490.45    | 0.02%             | 2030-02-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                              | UNITED AIR 2020 1 B PTT                            | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744482 | PA      | $721655.70    | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                                      | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952280.00   | 0.08%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                              | NEWELL BRANDS INC                                  | CUSIP: 65120NP35<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7996736.00   | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                                                        | FIRST FINANCIAL BANCORP                            | CUSIP: 320209AA7<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8709120.00   | 0.37%             | 2025-08-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                                | NMEF FUNDING 2015 A LLC                            | CUSIP: 62919TAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222801 | PA      | $1207561.95   | 0.05%             | 2027-12-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $1985387.76   | 0.08%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Continental Airlines                                                                            | CONTINENTAL AIR 2012 2 CLASS A PTT                 | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8767688 | PA      | $8420750.49   | 0.36%             | 2026-04-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ILLINOIS FIN AUTH REV                                                                           | ILLINOIS FINANCE AUTHORITY                         | CUSIP: 45204FDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $907963.00    | 0.04%             | 2026-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| LAKE CENTRAL IND MULTI-DIST SCH BLDG CORP                                                       | LAKE CENTRAL MULTI DISTRICT SCHOOL BUILDING CORP   | CUSIP: 507686RD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1223714.40   | 0.05%             | 2024-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                          | OSCAR US FUNDING TRUST                             | CUSIP: 68785BAC7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5343079.06   | 0.23%             | 2025-09-10      | Fixed         | 0.86%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                            | FS KKR CAPITAL CORP                                | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3655200.00   | 0.16%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST 2021 2                       | CUSIP: 40441JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3843000 | PA      | $3654103.75   | 0.16%             | 2028-09-20      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                          | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1466000 | PA      | $1224250.44   | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                                                                   | WEBSTER FINANCIAL CORP                             | CUSIP: 947890AH2<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5393135.00   | 0.23%             | 2024-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM 2014 277P MORTGAGE TRUST                      | CUSIP: 12592FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14610000 | PA      | $13975189.36  | 0.60%             | 2049-08-10      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                              | NEWELL BRANDS INC                                  | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1709838.00   | 0.07%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                               | RADIAN GROUP INC                                   | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2747512.32   | 0.12%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                                | AUTONATION INC                                     | CUSIP: 05330NP29<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5900000 | PA      | $5898404.70   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST 2019 4                     | CUSIP: 14315WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5163000 | PA      | $5033639.02   | 0.21%             | 2025-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                           | SKYMILES IP LTD                                    | CUSIP: 24736CBS2<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |   1425000 | PA      | $1472210.25   | 0.06%             | 2027-10-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                                               | DELTA AIR LINES 2020 AA                            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4252576 | PA      | $3707523.20   | 0.16%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F.N.B. CORPORATION                                                                              | FNB CORP PA                                        | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   9994000 | PA      | $9956322.62   | 0.42%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                  | VAR ENERGI ASA                                     | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $2893530.00   | 0.12%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31414TJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2741 | PA      | $2729.23      | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH REV                                                                   | COLORADO HEALTH FACILITIES AUTHORITY               | CUSIP: 19648FNL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1223432.50   | 0.05%             | 2023-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CREDIT CARD MASTER NOTE TRUST                                                         | SYNCHRONY CREDIT CARD MASTER                       | CUSIP: 87165LCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $507545.56    | 0.02%             | 2026-05-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                                      | JABIL INC                                          | CUSIP: 46652MP33<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |  10700000 | PA      | $10695460.53  | 0.46%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5749000 | PA      | $5416251.67   | 0.23%             | 2027-07-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                                    | ENCINA EQUIPMENT FINANCE 2021 1 LLC                | CUSIP: 29253EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846000 | PA      | $802502.08    | 0.03%             | 2027-06-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                                | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAA4<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   1643000 | PA      | $1654205.26   | 0.07%             | 2029-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                       | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4364325.00   | 0.19%             | 2199-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                                        | STEWART INFORMATION SERVICES CORP                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1023724.27   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                 | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TKN4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007100.00   | 0.09%             | 2025-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                                                | ORIX CORP                                          | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3059970.00   | 0.13%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EXPEDIA GROUP, INC.                                                                             | EXPEDIA GROUP INC                                  | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5086700.00   | 0.22%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                                                                       | DLLST 2022 1 LLC                                   | CUSIP: 23292GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2923608.30   | 0.12%             | 2028-09-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                 | STWD TRUST                                         | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1940456.54   | 0.08%             | 2036-11-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM MORTGAGE TRUST                                | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13055613 | PA      | $509.95       | 0.00%             | 2045-10-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Banco Santander (Mexico) S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO                             | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |  10085000 | PA      | $10104262.35  | 0.43%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                     | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3281423.95   | 0.14%             | 2026-10-15      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                           | TARGA RESOURCES CORP                               | CUSIP: 87613LP11<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1249852.81   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                             | DT AUTO OWNER TRUST 2022 2                         | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1954604.42   | 0.08%             | 2028-03-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3373392 | PA      | $3296824.02   | 0.14%             | 2032-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                       | REGAL REXNORD CORP                                 | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3045030.00   | 0.13%             | 2026-02-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1157640.26   | 0.05%             | 2026-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                 | PRESTIGE AUTO RECEIVABLES TRUST 2018 1             | CUSIP: 74114NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1778274 | PA      | $1775043.15   | 0.08%             | 2024-10-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4882421.90   | 0.21%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond LTD                                                                              | LEVIATHAN BOND LTD                                 | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |   4500000 | PA      | $4490370.00   | 0.19%             | 2023-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                                     | SOUTH JERSEY TRANSPORTATION AUTHORITY              | CUSIP: 838536LS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1655041.50   | 0.07%             | 2024-11-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3159624.34   | 0.13%             | 2028-06-12      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                           | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5425679 | NS      | $5425678.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RDL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3200509.82   | 0.14%             | 2025-09-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                                | FIRST INVESTORS AUTO OWNER TRUST 2018 2            | CUSIP: 32059DAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3898955.19   | 0.17%             | 2025-09-15      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1535623.20   | 0.07%             | 2038-12-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2568122.38   | 0.11%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                       | BPR TRUST 2021 TY                                  | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2711538 | PA      | $2547128.75   | 0.11%             | 2023-09-23      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1267963.00   | 0.05%             | 2026-09-15      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                      | MMAF EQUIPMENT FINANCE LLC 2022 A                  | CUSIP: 55317RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1920956.78   | 0.08%             | 2028-01-13      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2021 3                  | CUSIP: 33846QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3113723.38   | 0.13%             | 2027-07-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1941580.00   | 0.08%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| MARYLAND ST HEALTH & HIGHER EDL FACS AUTH REV                                                   | MARYLAND HEALTH HIGHER EDUCATIONAL FACILITIES AU   | CUSIP: 57421CDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4135000 | PA      | $3718022.47   | 0.16%             | 2026-01-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** USAA Mutual Funds Trust

**Signature:** James K. De Vries

**Name of Signer:** James K. De Vries

**Title:** Treasurer