# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041031
**Filing Date:** 2023-2
**Character Count:** 383419
**Document Hash:** 343424008de04b4ba3c3525cc093a202
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041031.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041031

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670821

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

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

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

## Series and Classes Contracts Data

### VictoryShares USAA Core Intermediate-Term Bond ETF (Series ID: S000065160)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000210929 | VictoryShares USAA Core Intermediate-Term Bond ETF | UITB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

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

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

- **a. Name of Series:** VictoryShares USAA Core Intermediate-Term Bond ETF

- **b. EDGAR series identifier (if any):** S000065160

- **c. LEI of Series:** 549300E79RSORMCGYT11

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1328590041.24

**Total Liabilities:** $9152872.10

**Net Assets:** $1319437169.14

**Cash Not Reported:** $347197.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1551.01294188 | **1-Year:** -31878.73452676 | **5-Year:** -151315.19865816 | **10-Year:** -204893.81998626 | **30-Year:** -43554.25087060

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

- **3-Month:** -53.99190679 | **1-Year:** -1787.72852195 | **5-Year:** -8919.87237422 | **10-Year:** -7930.40524314 | **30-Year:** -715.22267289

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210929 | -0.96%               | 3.26%                | -0.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-921343.75              | $-14049875.39                              |
| Month 2  | $-531996.68              | $39621989.66                               |
| Month 3  | $-3931712.60             | $-6082477.00                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7424921.91   | 0.56%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORPORATION.                                                                      | FLUOR CORP                                         | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906740.00    | 0.07%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                                                     | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471690.00    | 0.04%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 3    | CUSIP: 03066JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $924038.94    | 0.07%             | 2027-08-18      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                  | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $854690.00    | 0.06%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                | DOW CHEMICAL CO THE                                | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1580445.00   | 0.12%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                           | ALIMENTATION COUCHE TARD INC                       | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $534540.00    | 0.04%             | 2041-05-13      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $16828125.00  | 1.28%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                          | COMMERCIAL MORTGAGE PASS THROUGH                   | CUSIP: 449653AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1654984.00   | 0.13%             | 2032-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                      | PLAINS ALL AMER PIPELINE                           | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1981525.20   | 0.15%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137F4X72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $482405.45    | 0.04%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS                                                                         | BRITISH AIR 19 1 CLASS A PTT                       | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363857 | PA      | $312294.58    | 0.02%             | 2030-12-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54949 | PA      | $50866.02     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                | VULCAN MATERIALS CO                                | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474795.00    | 0.04%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                            | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | CUSIP: 02530WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974471.19    | 0.07%             | 2026-09-14      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                   | HOWMET AEROSPACE INC                               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1267770.00   | 0.10%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                      | UNITED AIRLINES 2018 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404557 | PA      | $331878.20    | 0.03%             | 2031-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                   | OGLETHORPE POWER CORP                              | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    938000 | PA      | $746216.52    | 0.06%             | 2047-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14749 | PA      | $13650.22     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                              | CPS AUTO RECEIVABLES TRUST 2022 A                  | CUSIP: 12659WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1152607.81   | 0.09%             | 2029-04-16      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688597 | PA      | $636695.16    | 0.05%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE | CUSIP: 3137FKUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $481208.31    | 0.04%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION COMPANY, LLC                                                   | FLORIDA GAS TRANSMISSION                           | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1213125.00   | 0.09%             | 2030-07-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                 | KEYCORP                                            | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444585.00    | 0.03%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                                           | VLS COMMERCIAL MORTGAGE TRUST 2020 LAB             | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $769075.87    | 0.06%             | 2042-10-10      | Fixed         | 2.13%                 | 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        |   1000000 | PA      | $944905.61    | 0.07%             | 2034-05-10      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1487600.45   | 0.11%             | 2027-06-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                              | MAGALLANES INC                                     | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $824520.00    | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                             | NATIONWIDE BLDG SOCIETY                            | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $436455.00    | 0.03%             | 2030-07-18      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                 | DAIMLER FINANCE NORTH AMERICA LLC                  | CUSIP: 233851DL5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994270.00    | 0.08%             | 2023-05-04      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3012240.00   | 0.23%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                        | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391195.00    | 0.03%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                    | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2211577.50   | 0.17%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FBAJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1426447.64   | 0.11%             | 2027-08-25      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545000 | PA      | $487486.58    | 0.04%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1391586 | PA      | $1138161.04   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PITTSBURGH PA PUB PKG AUTH PKG REV                                                      | PITTSBURGH PA PUBLIC PKG AUTH                      | CUSIP: 725259MG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $746850.65    | 0.06%             | 2029-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                                                    | ORLANDO HEALTH OBL GRP                             | CUSIP: 686514AM2<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $773080.00    | 0.06%             | 2035-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                     | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1364265.00   | 0.10%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                                         | NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY     | CUSIP: 6461366R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $317441.36    | 0.02%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                | CENTERPOINT ENERGY INC                             | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1236180.00   | 0.09%             | 2031-06-01      | Fixed         | 2.65%                 | 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        |   1187000 | PA      | $1139847.01   | 0.09%             | 2027-02-15      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                                                  | MURPHY OIL CORP                                    | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    278000 | PA      | $276154.08    | 0.02%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                        | BRASKEM NETHERLANDS                                | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $849510.00    | 0.06%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                            | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $764630.00    | 0.06%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH REV                              | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS CMNTY DEV   | CUSIP: 54628CML3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $609557.90    | 0.05%             | 2027-02-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                      | COSTAR GROUP INC                                   | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2091000 | PA      | $1713072.66   | 0.13%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                   | COCA COLA CO THE                                   | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1650100.00   | 0.13%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                                                             | ECOLAB INC                                         | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $782825.00    | 0.06%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $626875.00    | 0.05%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CREDIT CARD MASTER NOTE TRUST                                                 | SYNCHRONY CREDIT CARD MASTER NOTE TRUST            | CUSIP: 87165LCC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1987746.36   | 0.15%             | 2026-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | PETROLEOS MEXICANOS                                | CUSIP: 71643VAA3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $393650.00    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                          | PROTECTIVE LIFE GLOBAL FUNDING                     | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1666360.00   | 0.13%             | 2028-07-06      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                   | BOSTON PROPERTIES LP                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $723170.00    | 0.05%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                     | HUNTINGTON INGALLS INDUSTRIES INC                  | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1236705.00   | 0.09%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                      | GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR  | CUSIP: 36258NAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $978907.43    | 0.07%             | 2025-03-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                        | PACKAGING CORP OF AMERICA                          | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460655.00    | 0.03%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                   | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $826980.00    | 0.06%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                             | GENM CAPITAL LABUAN LTD                            | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   1500000 | PA      | $1136895.00   | 0.09%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                 | MPLX LP                                            | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698602.50    | 0.05%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1816054 | PA      | $1727394.80   | 0.13%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNBY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1892447 | PA      | $1674197.51   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                      | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $640987.89    | 0.05%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015750 | PA      | $982203.33    | 0.07%             | 2036-10-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                    | HOME DEPOT INC THE                                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $847182.00    | 0.06%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                      | NEWELL BRANDS INC                                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744645.00    | 0.06%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                   | ANTHEM INC                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    323000 | PA      | $283309.76    | 0.02%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1325520.00   | 0.10%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $22456875.12  | 1.70%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                | VULCAN MATERIALS CO                                | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881500.00    | 0.07%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    641000 | PA      | $623904.53    | 0.05%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  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        |   1327000 | PA      | $1243337.94   | 0.09%             | 2034-12-11      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                           | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    595000 | PA      | $581475.65    | 0.04%             | 2199-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ARI FLEET LEASE TRUST                                                                   | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762000 | PA      | $730716.91    | 0.06%             | 2031-01-15      | Fixed         | 3.43%                 | 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        |   2300000 | PA      | $2267643.76   | 0.17%             | 2047-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                      | RYDER SYSTEM INC                                   | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1810620.00   | 0.14%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                                                  | TRACTOR SUPPLY CO                                  | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $768180.00    | 0.06%             | 2030-11-01      | Fixed         | 1.75%                 | 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        |    500000 | PA      | $479010.00    | 0.04%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC           | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $884478.00    | 0.07%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                          | HYUNDAI AUTO RECEIVABLES TRUST 2020 C              | CUSIP: 44891RAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1271000 | PA      | $1163932.83   | 0.09%             | 2026-11-16      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                             | ABBVIE INC                                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420285.00    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                                                          | CARDS II TRUST                                     | CUSIP: 14161GBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2168926.22   | 0.16%             | 2027-04-15      | Fixed         | 0.60%                 | 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        |    708862 | PA      | $692041.04    | 0.05%             | 2032-05-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1418235.00   | 0.11%             | 2029-06-08      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $682210.00    | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                       | ROYAL BK OF SCOTLND GRP PLC                        | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $907850.00    | 0.07%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Becle, S.A.B. de C.V.                                                                   | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   1750000 | PA      | $1350090.00   | 0.10%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                     | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    750000 | PA      | $495915.00    | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                  | OSCAR US FUNDING TRUST                             | CUSIP: 68785BAD5<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1355564.36   | 0.10%             | 2028-09-11      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG (New York Branch)                                                      | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $2684550.00   | 0.20%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                   | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1156560.00   | 0.09%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                                                             | TRUIST BANK                                        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $847801.50    | 0.06%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                | TSMC ARIZONA CORP                                  | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2793338.00   | 0.21%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                   | ANTHEM INC                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1674520.00   | 0.13%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                         | JDE PEET S NV                                      | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2235960.00   | 0.17%             | 2031-09-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                  | SLM STUDENT LOAN TRUST 2006 10                     | CUSIP: 78443BAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171998 | PA      | $155868.02    | 0.01%             | 2044-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                          | WALGREENS BOOTS ALLIANCE INC                       | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $735840.00    | 0.06%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS HEALTH CORP                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2751315.00   | 0.21%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BBCMS MORTGAGE TRUST 2022 C16                      | CUSIP: 05552YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540540 | PA      | $486383.26    | 0.04%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                      | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1562740.00   | 0.12%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                            | MARRIOTT INTERNATIONAL                             | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $831220.00    | 0.06%             | 2032-10-15      | Fixed         | 3.50%                 | 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      | $2020841.16   | 0.15%             | 2029-01-16      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV                                     | TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINAN | CUSIP: 87638QQX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $460811.40    | 0.03%             | 2026-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                                             | JETBLUE 2019 1 CLASS A                             | CUSIP: 477143AJ0<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    211274 | PA      | $178869.12    | 0.01%             | 2029-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548081 | PA      | $522447.14    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX COMMERCIAL MORTGAGE TRUST 2020 VIV3             | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1410250.64   | 0.11%             | 2044-03-09      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY INDL DEV AGY REV                                                      | NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY        | CUSIP: 64971PKP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1142683.50   | 0.09%             | 2034-03-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002057.15   | 0.08%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                      | F G GLOBAL FUNDING                                 | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1657140.00   | 0.13%             | 2028-09-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $12967968.75  | 0.98%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110541 | PA      | $106531.72    | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                             | WESTPAC BANKING CORP                               | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $739820.00    | 0.06%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                                                            | AMERICAN WATER CAPITAL CORP                        | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922160.00    | 0.07%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1607520.00   | 0.12%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EASTERN MAINE HEALTHCARE SYSTEMS                                                        | EASTERN MAINE HEALTHCARE SYSTEMS                   | CUSIP: 276682AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $317600.10    | 0.02%             | 2026-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $911787.50    | 0.07%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                      | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868570.00    | 0.07%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corporation                                                               | UMB FINANCIAL CORP                                 | CUSIP: 902788AA6<br>LEI: 549300MGEH3N3CUCV828 | Long             | DBT              | CORP              | US        |    375000 | PA      | $345285.00    | 0.03%             | 2030-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                         | BACARDI LTD                                        | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $453540.00    | 0.03%             | 2026-07-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $14394843.75  | 1.09%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                         | PRESTIGE AUTO RECEIVABLES TRUST 2021 1             | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $909241.49    | 0.07%             | 2028-02-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED                                       | INGERSOLL RAND GLOBAL HOLDING CO LTD               | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472935.00    | 0.04%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6557304.67   | 0.50%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582520 | PA      | $535205.97    | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EL CAJON CALIF                                                                          | EL CAJON CA                                        | CUSIP: 282659AZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $539219.58    | 0.04%             | 2027-04-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                   | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    686000 | PA      | $691680.08    | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $475174.90    | 0.04%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| RAYBURN COUNTRY SECURITIZATION LLC                                                      | RAYBURN COUNTRY SECURITIZATION LLC                 | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955361 | PA      | $858229.06    | 0.07%             | 2032-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                                  | BUCKEYE PARTNERS LP                                | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876400.00    | 0.07%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                            | US BANCORP                                         | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1144995.00   | 0.09%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                               | BPR TRUST 2022 STAR                                | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690909 | PA      | $1673195.32   | 0.13%             | 2024-08-15      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                        | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1091925.00   | 0.08%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS, INC                                                                 | AXA EQUITABLE HOLDINGS INC                         | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951730.00    | 0.07%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2855215 | PA      | $2812689.61   | 0.21%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST                | CUSIP: 17328RBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732000 | PA      | $648371.32    | 0.05%             | 2053-01-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                  | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $813960.00    | 0.06%             | 2031-03-11      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2045300.00   | 0.16%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3935156.25   | 0.30%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2861250.00   | 0.22%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hawaiian Airlines Pass Through Trust                                                    | HAWAIIAN AIRLINES 2013 1 CLASS A PASS THROUGH CERT | CUSIP: 419838AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92775 | PA      | $79514.69     | 0.01%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    606000 | PA      | $642238.80    | 0.05%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                       | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944050.00    | 0.07%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| V.F. CORPORATION                                                                        | VF CORP                                            | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    303000 | PA      | $252056.61    | 0.02%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491300 | PA      | $436229.98    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                          | ING GROEP NV                                       | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1589220.00   | 0.12%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                  | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $868983.20    | 0.07%             | 2052-02-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                       | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 2           | CUSIP: 22537CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038000 | PA      | $955884.73    | 0.07%             | 2030-04-15      | Fixed         | 1.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1916718.75   | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FANNIE MAE ACES                                    | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $909715.51    | 0.07%             | 2029-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                             | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $553173.81    | 0.04%             | 2028-07-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                                                               | DLLST 2022 1 LLC                                   | CUSIP: 23292GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1933074.28   | 0.15%             | 2028-09-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                   | QUANTA SERVICES INC                                | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1235025.00   | 0.09%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                            | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $715275.00    | 0.05%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                        | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $886808.44    | 0.07%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                 | BANK OF NOVA SCOTIA THE                            | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $490535.00    | 0.04%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                             | WESTPAC BANKING CORP                               | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $937230.00    | 0.07%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1076030.00   | 0.08%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                        | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $637751.04    | 0.05%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                          | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1643300.00   | 0.12%             | 2032-03-14      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                       | JAB HOLDINGS BV                                    | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $679100.00    | 0.05%             | 2052-04-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $9781875.00   | 0.74%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                         | NORDSTROM INC                                      | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    750000 | PA      | $541027.50    | 0.04%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | BARCLAYS PLC                                       | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2000000 | PA      | $1733580.00   | 0.13%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP.                                                             | BUNGE LTD FINANCE CORP                             | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1641760.00   | 0.12%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80603 | PA      | $77594.87     | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $849820.00    | 0.06%             | 2199-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                              | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1313685 | NS      | $1313685.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                             | HOUSTON GALLERIA MALL TRUST                        | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1377987.12   | 0.10%             | 2037-03-05      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                   | HPEFS EQUIPMENT TRUST 2020 1                       | CUSIP: 40438FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989031.91    | 0.07%             | 2030-02-20      | Fixed         | 2.26%                 | 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        |   1000000 | PA      | $964841.02    | 0.07%             | 2026-01-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674330 | PA      | $644827.69    | 0.05%             | 2028-09-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $392265.63    | 0.03%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                     | BMW US CAPITAL LLC                                 | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944200.00    | 0.07%             | 2028-04-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WRKCO INC.                                                                              | WRKCO INC                                          | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1196985.00   | 0.09%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY, INC.                                                                           | WORKDAY INC                                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1375950.00   | 0.10%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8678125.00   | 0.66%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909000 | PA      | $801779.70    | 0.06%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267836 | PA      | $246523.20    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                                   | CHENIERE CORPUS CHRISTI HOLDINGS LLC               | CUSIP: 16412XAK1<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1034447.99   | 0.08%             | 2039-12-31      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                        | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $1177387.50   | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                                                   | CARGILL INC                                        | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $790450.00    | 0.06%             | 2031-11-10      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                       | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $851950.00    | 0.06%             | 2030-01-31      | Fixed         | 2.80%                 | 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      | $727368.10    | 0.06%             | 2038-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268208 | PA      | $259484.84    | 0.02%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                      | SMITH NEPHEW PLC                                   | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   3900000 | PA      | $3061227.00   | 0.23%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                    | GLENCORE FUNDING LLC                               | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $619542.00    | 0.05%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                    | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153846 | PA      | $977682.09    | 0.07%             | 2026-09-17      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                           | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3393600.00   | 0.26%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                     | ATHENE HOLDING LTD                                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $823680.00    | 0.06%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                                    | FERGUSON FINANCE PLC                               | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $684450.00    | 0.05%             | 2032-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM 2015 LC23 MORTGAGE TRUST                      | CUSIP: 12636FBM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $231521.21    | 0.02%             | 2048-10-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2907820 | PA      | $2864511.39   | 0.22%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1844900.00   | 0.14%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                               | UNION PACIFIC CORP                                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $731340.00    | 0.06%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DENVER COLO CITY & CNTY ARPT REV                                                        | DENVER CITY CNTY CO ARPT REVENUE                   | CUSIP: 249182PR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1247214.00   | 0.09%             | 2029-11-15      | Fixed         | 2.14%                 | 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        |    501385 | PA      | $493331.47    | 0.04%             | 2027-10-20      | Fixed         | 1.19%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                    | DTE ELECTRIC CO                                    | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $843170.00    | 0.06%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                   | ASHTEAD CAPITAL INC                                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $718792.50    | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | 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        |    772203 | PA      | $683997.18    | 0.05%             | 2049-11-19      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                                                     | VORNADO REALTY LP                                  | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469735.00    | 0.04%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                | COOPERATIEVE RABOBANK UA                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    600000 | PA      | $572609.17    | 0.04%             | 2029-04-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                   | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TXW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $830161.00    | 0.06%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                                     | ENTERGY CORP                                       | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1692740.00   | 0.13%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7252500.00   | 0.55%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                   | QUANTA SERVICES INC                                | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190020.00    | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4849609.40   | 0.37%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                 | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $800360.00    | 0.06%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PUB FACS AUTH HOSP REV                                                        | LOUISIANA ST PUBLIC FACS AUTH HOSP REVENUE         | CUSIP: 546395V68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $396355.50    | 0.03%             | 2030-06-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                            | HASBRO INC                                         | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3111255.00   | 0.24%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1825894 | PA      | $1490970.63   | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2883125.00   | 0.22%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                    | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1276580.19   | 0.10%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3572779 | PA      | $3393908.63   | 0.26%             | 2042-09-01      | Fixed         | 4.00%                 | 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        |    268577 | PA      | $268154.88    | 0.02%             | 2029-01-16      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1301235.00   | 0.10%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                  | MACQUARIE BANK LTD                                 | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $906900.00    | 0.07%             | 2036-03-03      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                            | NORTHROP GRUMMAN CORP                              | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462420.00    | 0.04%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5088750.00   | 0.39%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP REV                                           | HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANC | CUSIP: 414009PT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $268085.35    | 0.02%             | 2034-07-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                          | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $819086.80    | 0.06%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                   | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1313685 | NS      | $1313685.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PORT OF NEWCASTLE INVESTMENTS (FINANCING) PTY LIMITED                                   | PORT OF NEWCASTLE INVESTMENTS FINANCING PTY LTD    | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $820080.00    | 0.06%             | 2031-11-24      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                                    | FERGUSON FINANCE PLC                               | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1525356.00   | 0.12%             | 2030-06-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                 | MPLX LP                                            | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472280.00    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | WELLS FARGO CO                                     | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698062.50    | 0.05%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                           | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $939972.00    | 0.07%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                 | MACQUARIE GROUP LTD                                | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $937930.00    | 0.07%             | 2028-06-21      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: —       |
| ENEL Finance International N.V.                                                         | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $531350.00    | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                   | BOSTON PROPERTIES LP                               | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $952537.50    | 0.07%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907730.00    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                                                     | GXO LOGISTICS INC                                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1482500.00   | 0.11%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  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        |   1062000 | PA      | $1043249.14   | 0.08%             | 2025-04-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| HP INC.                                                                                 | HP INC                                             | CUSIP: 40434LAG0<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1169145.00   | 0.09%             | 2031-06-17      | Fixed         | 2.65%                 | 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      | $1153347.68   | 0.09%             | 2026-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                              | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2252000 | PA      | $1837607.16   | 0.14%             | 2041-12-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9568750.00   | 0.73%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                                | STEWART INFORMATION SERVICES CORP                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1715580.00   | 0.13%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | HSBC HOLDINGS PLC                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1059750.00   | 0.08%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BONDS                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1044218.75   | 0.08%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM MORTGAGE TRUST                                | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1162598.78   | 0.09%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4270312.50   | 0.32%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $972075.00    | 0.07%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                                     | BANK OF NEW ZEALAND                                | CUSIP: 06407EAC9<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   1600000 | PA      | $1404832.00   | 0.11%             | 2026-03-03      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                                    | AMPHENOL CORP                                      | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476745.00    | 0.04%             | 2029-06-01      | Fixed         | 4.35%                 | 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        |   1000000 | PA      | $992309.59    | 0.08%             | 2025-04-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11570625.00  | 0.88%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                                                    | ORLANDO HEALTH OBLIGATED GROUP                     | CUSIP: 686514AE0<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450385.00    | 0.03%             | 2028-10-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                           | GLOBAL ATLANTIC FIN CO                             | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1432406.94   | 0.11%             | 2029-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | UNITED STATES TREASURY BOND                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6180781.25   | 0.47%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                                 | AMERICAN AIRLINES 2019 1B PTT                      | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381265 | PA      | $318646.01    | 0.02%             | 2029-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                           | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1770420.40   | 0.13%             | 2029-10-26      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| W. R. BERKLEY CORPORATION                                                               | W R BERKLEY CORP                                   | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $807894.76    | 0.06%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WEPCO ENVIRONMENTAL TRUST FINANCE I, LLC                                                | WEPCO ENVIRONMENTAL TRUST FINANCE I LLC            | CUSIP: 950739AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1337394 | PA      | $1110730.14   | 0.08%             | 2035-12-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                         | STWD TRUST                                         | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1430551.28   | 0.11%             | 2036-11-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                              | OTIS WORLDWIDE CORP                                | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $737070.00    | 0.06%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    923077 | PA      | $775428.97    | 0.06%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                              | PRUDENTIAL FINANCIAL INC                           | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $785020.00    | 0.06%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                               | BPR TRUST 2022 OANA                                | CUSIP: 05592DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1877355.48   | 0.14%             | 2037-04-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                                             | RESORTS WORLD LAS VEGAS LLC                        | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $871598.00    | 0.07%             | 2031-04-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PINE STREET TRUST I                                                                     | PINE STREET TRUST I                                | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $463830.00    | 0.04%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  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        |    344389 | PA      | $329133.44    | 0.02%             | 2028-12-26      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| AMFAM HOLDINGS, INC.                                                                    | AMFAM HOLDINGS INC                                 | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $766620.00    | 0.06%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                   | MICROSOFT CORP                                     | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    750000 | PA      | $499807.50    | 0.04%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                                      | AMEREN CORP                                        | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1187522.00   | 0.09%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VR57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $227664.60    | 0.02%             | 2035-11-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                   | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494015.00   | 0.11%             | 2023-11-03      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                      | RYDER SYSTEM INC                                   | CUSIP: 78355HKG3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997060.00    | 0.08%             | 2023-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                          | MORGAN STANLEY CAPITAL I TRUST 2021 PLZA           | CUSIP: 61773PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $730144.82    | 0.06%             | 2031-11-09      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8461406.25   | 0.64%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR | CUSIP: 46592FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $767180.06    | 0.06%             | 2040-01-05      | Variable      | 2.08%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                     | COMCAST CORP                                       | CUSIP: 20030NDR9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $808962.50    | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| HILLENBRAND, INC.                                                                       | HILLENBRAND INC                                    | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964530.00    | 0.07%             | 2026-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                               | BXP TRUST 2017 GM                                  | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1017644.60   | 0.08%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1968225.00   | 0.15%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                                                | LUMEN TECHNOLOGIES INC                             | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $690800.00    | 0.05%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $821312.50    | 0.06%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940728 | PA      | $894802.44    | 0.07%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                    | SANTANDER BANK NA SBCLN                            | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1201970 | PA      | $1156093.99   | 0.09%             | 2031-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                    | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3313000.00   | 0.25%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                               | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1904980.00   | 0.14%             | 2199-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                            | ENCINA EQUIPMENT FINANCE                           | CUSIP: 29253EAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439065 | PA      | $432008.55    | 0.03%             | 2026-12-15      | Fixed         | 0.74%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455010.00    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | CBS CORP                                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1111675.00   | 0.08%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                               | BXP TRUST 2017 GM                                  | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $388257.76    | 0.03%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8589843.80   | 0.65%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2614485 | PA      | $2333443.24   | 0.18%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                           | CANADIAN PACIFIC RAILWAY CO                        | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    833000 | PA      | $693339.22    | 0.05%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                              | NORTHERN TRUST CORP                                | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057120.00   | 0.08%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                          | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1313685 | NS      | $1313685.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                                                     | CENTENE CORP                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1173555.00   | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                            | KEY BANK NA                                        | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1336440.00   | 0.10%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307QKQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92095 | PA      | $87337.11     | 0.01%             | 2031-03-01      | Fixed         | 3.00%                 | 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        |    813135 | PA      | $789132.77    | 0.06%             | 2026-08-17      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                                | PENTAIR FINANCE SARL                               | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1981940.00   | 0.15%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8954687.50   | 0.68%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                    | MURPHY OIL USA INC                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    235000 | PA      | $195670.40    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                             | WESTPAC BANKING CORP                               | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $742930.00    | 0.06%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                 | BOARDWALK PIPELINES LP                             | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470400.00    | 0.04%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4459765.65   | 0.34%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UPTOWN DEV AUTH TEX TAX INCREMENT CONTRACT REV                                          | UPTOWN DEVELOPMENT AUTHORITY                       | CUSIP: 916856HB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $214179.93    | 0.02%             | 2031-09-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                   | ASHTEAD CAPITAL INC                                | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1315710.72   | 0.10%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                     | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498560.00    | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                   | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467000 | PA      | $434505.31    | 0.03%             | 2031-01-15      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16107187.50  | 1.22%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM 2014 277P MORTGAGE TRUST                      | CUSIP: 12592FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2420000 | PA      | $2290198.15   | 0.17%             | 2049-08-10      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| LEIDOS, INC.                                                                            | LEIDOS INC                                         | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1147905.00   | 0.09%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                                                     | GENERAL MILLS INC                                  | CUSIP: 370334CH5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878190.00    | 0.07%             | 2038-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IDEX CORPORATION                                                                        | IDEX CORP                                          | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430240.00    | 0.03%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9057812.50   | 0.69%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3743125.00   | 0.28%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VQ90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $181176.75    | 0.01%             | 2031-11-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                   | ALABAMA POWER CO                                   | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1381040.00   | 0.10%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                      | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | CUSIP: 36257PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1981875.50   | 0.15%             | 2024-12-16      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                        | NRG ENERGY INC                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881480.00    | 0.07%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2333000 | PA      | $1785841.51   | 0.14%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                            | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482940.00    | 0.04%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HAWAII ST ARPTS SYS REV                                                                 | HAWAII ST ARPTS SYS REVENUE                        | CUSIP: 419794F72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    915000 | PA      | $781264.52    | 0.06%             | 2027-07-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4270703.15   | 0.32%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                  | SOUTHWEST AIRLINES INC                             | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790896.00    | 0.06%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  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        |    660739 | PA      | $659238.00    | 0.05%             | 2024-10-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                              | ALLIANT ENERGY                                     | CUSIP: 01880SN31<br>LEI: 5493009ML300G373MZ12 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4997475.55   | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                 | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458975.00    | 0.03%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1316250.00   | 0.10%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                       | AIRCASTLE LTD                                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $941480.00    | 0.07%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FNX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1774617.48   | 0.13%             | 2029-07-25      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                             | IMPERIAL BRANDS FIN PLC                            | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $854270.00    | 0.06%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $798000.00    | 0.06%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $888808.86    | 0.07%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| SODEXO, INC.                                                                            | SODEXO INC                                         | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2373840.00   | 0.18%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                          | PACIFIC LIFE GLOBAL FUNDING II                     | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1764580.00   | 0.13%             | 2026-04-14      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AVERY DENNISON CORPORATION                                                              | AVERY DENNISON CORP                                | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1142640.00   | 0.09%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                            | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629WDE7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1322445.00   | 0.10%             | 2026-07-16      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| ASCOT GROUP LIMITED                                                                     | ASCOT GROUP LTD                                    | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $861810.00    | 0.07%             | 2030-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $953437.50    | 0.07%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                            | MIZUHO FINANCIAL GROUP                             | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1140765.00   | 0.09%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  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        |    723396 | PA      | $721734.38    | 0.05%             | 2028-08-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                     | BROWN BROWN INC                                    | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866480.00    | 0.07%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                                                       | MCCORMICK CO INC MD                                | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $773690.00    | 0.06%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                   | GENUINE PARTS CO                                   | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $804590.00    | 0.06%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES, INC.                                                           | SOUTH JERSEY INDUSTRIES INC                        | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $771510.00    | 0.06%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VQ66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $192785.18    | 0.01%             | 2028-11-01      | Fixed         | 1.97%                 | No            |                  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        |    820000 | PA      | $802184.23    | 0.06%             | 2025-12-22      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT ST                                                                          | STATE OF CONNECTICUT                               | CUSIP: 20772KKA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $712541.60    | 0.05%             | 2028-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                        | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1735020.00   | 0.13%             | 2026-08-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                      | ENABLE MIDSTREAM PARTNER                           | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902190.00    | 0.07%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                 | BPCE SA                                            | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $953980.00    | 0.07%             | 2033-07-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                        | JBS USA FOOD FINANCE                               | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1312440.00   | 0.10%             | 2027-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $13589375.00  | 1.03%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA WTR & WASTEWTR REV                                                           | ATLANTA GA WTR WSTWTR REVENUE                      | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1124560.50   | 0.09%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                             | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $838933.47    | 0.06%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                         | BACARDI LTD                                        | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1456515.00   | 0.11%             | 2025-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                           | PEPSICO INC                                        | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884860.00    | 0.07%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4682812.50   | 0.35%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                          | HYUNDAI AUTO RECEIVABLES TRUST 2021 C              | CUSIP: 44935FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1808714.90   | 0.14%             | 2027-12-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2174000 | PA      | $1909815.52   | 0.14%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP REV                                                        | SAN ANTONIO EDUCATION FACILITIES CORP              | CUSIP: 796247DR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1045180.79   | 0.08%             | 2029-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | CREDIT SUISSE GROUP AG                             | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $514355.00    | 0.04%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                 | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $874430.00    | 0.07%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                          | CONN FUNDING II LP                                 | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1487654.91   | 0.11%             | 2026-12-15      | Fixed         | 9.52%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                        | ARCELORMITTAL SA                                   | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1495410.00   | 0.11%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORPORATION                                                                   | ALBEMARLE CORP                                     | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466730.00   | 0.11%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | BARCLAYS PLC                                       | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    500000 | PA      | $473280.00    | 0.04%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                              | AMGEN INC                                          | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1003587.50   | 0.08%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                               | SANTANDER CONSUMER AUTO RECEIVABLES TRUST          | CUSIP: 80281MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986892.80    | 0.07%             | 2026-04-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                             | WESTERN DIGITAL CORP                               | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1438160.00   | 0.11%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                               | BXP TRUST 2017 GM                                  | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $313096.09    | 0.02%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                                                      | CREDIT AGRICOLE SA LONDON                          | CUSIP: 22535WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1204525.00   | 0.09%             | 2024-10-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                                                            | HUNTINGTON NATIONAL BANK THE                       | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004110.00   | 0.08%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                 | BPCE SA                                            | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $896850.00    | 0.07%             | 2028-01-11      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                     | FIFTH THIRD BANCORP                                | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1592802.27   | 0.12%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1795781.25   | 0.14%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                      | TIMKEN CO THE                                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1871541.00   | 0.14%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2292187.50   | 0.17%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                               | AT T INC                                           | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1385540.00   | 0.11%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FANNIE MAE ACES                                    | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448042 | PA      | $421982.24    | 0.03%             | 2028-03-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corporation                                                          | KOREA NATIONAL OIL CORP                            | CUSIP: 50066PAT7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              |  | KR        |   1500000 | PA      | $1221165.00   | 0.09%             | 2032-04-18      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84085 | PA      | $80874.13     | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                   | AVENTURA MALL TRUST                                | CUSIP: 05359AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $807995.76    | 0.06%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                              | GLS AUTO RECEIVABLES ISSUER TRUST 2020 1           | CUSIP: 36258XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61773 | PA      | $61717.02     | 0.00%             | 2024-11-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FNB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $888751.05    | 0.07%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                                     | NOVANT HEALTH INC                                  | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1477040.00   | 0.11%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH SYSTEM, INC.                                                     | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAJ2<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1650600.00   | 0.13%             | 2030-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                            | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | CUSIP: 02530WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940022.35    | 0.07%             | 2028-03-13      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | VIACOMCBS INC                                      | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    444000 | PA      | $393859.08    | 0.03%             | 2028-02-15      | 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        |   1000000 | PA      | $967980.00    | 0.07%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                   | FREEPORT MCMORAN INC                               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1406520.00   | 0.11%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                       | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022 3           | CUSIP: 22534QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1544053.11   | 0.12%             | 2032-12-15      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                   | HPEFS EQUIPMENT TRUST                              | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1412968.92   | 0.11%             | 2031-03-20      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                             | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539000 | PA      | $502002.39    | 0.04%             | 2025-11-21      | Fixed         | 0.79%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                              | PRUDENTIAL FINANCIAL INC                           | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972140.00    | 0.07%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                     | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449525.00    | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANK NATIONAL ASSOCIATION                                                 | TEXAS CAPITAL BANK NA DALLAS TX                    | CUSIP: 88224PJS9<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243450.00    | 0.02%             | 2026-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                    | GLENCORE FUNDING LLC                               | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $819860.00    | 0.06%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                   | AVENTURA MALL TRUST                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1740000 | PA      | $1555455.10   | 0.12%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                                                           | CREDIT ACCEPTANC                                   | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $475030.00    | 0.04%             | 2026-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RDM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $477071.30    | 0.04%             | 2025-09-22      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC.                                                                            | VIATRIS INC                                        | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $854570.00    | 0.06%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                 | PUBLIC SERVICE ELECTRIC AND GAS CO                 | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1594740.00   | 0.12%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $593233.60    | 0.04%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | BARCLAYS PLC                                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $1052760.00   | 0.08%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                               | KUBOTA CREDIT OWNER TRUST                          | CUSIP: 50117EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1852247.08   | 0.14%             | 2028-02-15      | Fixed         | 2.78%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887930.00    | 0.07%             | 2199-12-31      | Fixed         | 4.60%                 | 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        |   1529000 | PA      | $1461149.62   | 0.11%             | 2028-03-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335CD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118935 | PA      | $110097.76    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                        | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAF3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $620085.00    | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                         | PRESTIGE AUTO RECEIVABLES TRUST                    | CUSIP: 74114BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628022 | PA      | $623452.35    | 0.05%             | 2026-11-16      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| British Airways Pass Through Trust                                                      | BRITISH AIRWAYS 2018 1 CLASS AA PASS THROUGH TRUST | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539546 | PA      | $489497.58    | 0.04%             | 2033-03-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                    | BLUE OWL FINANCE LLC                               | CUSIP: 09581JAA4<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $737490.00    | 0.06%             | 2031-06-10      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                                              | BIO RAD LABORATORIES INC                           | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1153237.50   | 0.09%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                  | HILCORP ENERGY I LP HILCORP FINANCE CO             | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907240.00    | 0.07%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA BRD REGENTS UNIV ARIZ SYS REV                                                   | UNIVERSITY OF ARIZONA THE                          | CUSIP: 040484YD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $790260.00    | 0.06%             | 2030-06-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TEX                                                                         | SAN ANTONIO TX                                     | CUSIP: 79623PEW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $498333.15    | 0.04%             | 2031-02-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | US TREASURY INFLATION INDEX                        | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $561773.41    | 0.04%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                      | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AW4<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $723830.00    | 0.05%             | 2036-08-15      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| UPTOWN DEV AUTH TEX TAX INCREMENT CONTRACT REV                                          | UPTOWN DEVELOPMENT AUTHORITY                       | CUSIP: 916856HD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $386842.50    | 0.03%             | 2033-09-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4059375.00   | 0.31%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                           | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2020 1        | CUSIP: 92888EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921716 | PA      | $902816.84    | 0.07%             | 2024-10-15      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3253906.25   | 0.25%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018 AUS     | CUSIP: 94990EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $222735.36    | 0.02%             | 2036-07-17      | Variable      | 4.06%                 | 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        |    750000 | PA      | $750016.28    | 0.06%             | 2025-09-15      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8942968.80   | 0.68%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                | CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO | CUSIP: 13080SD84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $848851.00    | 0.06%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                               | COMMERCIAL METALS CO                               | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $843220.00    | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES, INC.                                                              | COLONIAL ENTERPRISES INC                           | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866700.00    | 0.07%             | 2030-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                             | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $740340.00    | 0.06%             | 2024-08-01      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                              | CONSTELLATION BRANDS INC                           | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1404143.75   | 0.11%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                          | AUTOZONE INC                                       | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477155.00    | 0.04%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                             | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03882LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1718427.54   | 0.13%             | 2054-12-15      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                             | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418425.00    | 0.03%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                      | ALTRIA GROUP INC                                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1131240.00   | 0.09%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                                     | SOUTHWESTERN PUBLIC SERVICE CO                     | CUSIP: 84574UN33<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | STIV             | CORP              | US        |   4700000 | PA      | $4697627.02   | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST                | CUSIP: 29429MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $485757.58    | 0.04%             | 2036-01-10      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                     | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395180.00    | 0.03%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                                                           | WEBSTER FINANCIAL CORP                             | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454045.00    | 0.03%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2157265.00   | 0.16%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                                  | IPALCO ENTERPRISES INC                             | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1355633.50   | 0.10%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                         | BACARDI LTD                                        | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $480310.00    | 0.04%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                 | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $791370.00    | 0.06%             | 2032-01-06      | Fixed         | 2.90%                 | Yes           |                  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      | $1533087.55   | 0.12%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY OKLA REVS                                                                    | UNIVERSITY OF OKLAHOMA THE                         | CUSIP: 91476PWM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $823065.00    | 0.06%             | 2029-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                | GS MORTGAGE SECURITIES CORP TRUST 2022 SHIP        | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987351.22    | 0.07%             | 2024-08-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                  | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1346490.00   | 0.10%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                              | TORONTO DOMINION BANK THE                          | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1180815.00   | 0.09%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                     | ONCOR ELECTRIC DELIVERY                            | CUSIP: 68233JCB8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $984630.00    | 0.07%             | 2051-11-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                      | BOEING CO THE                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2406910.00   | 0.18%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  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        |    363032 | PA      | $350931.40    | 0.03%             | 2028-09-25      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                            | ACUITY BRANDS LIGHTING                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1728855.00   | 0.13%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                     | BMW US CAPITAL LLC                                 | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1343745.00   | 0.10%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: —       |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3559062.52   | 0.27%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                            | DRIVE AUTO RECEIVABLES TRUST                       | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50911 | PA      | $50840.73     | 0.00%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                            | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1182150.00   | 0.09%             | 2031-08-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                   | DOMINION ENERGY INC                                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1191540.00   | 0.09%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cadence Bank                                                                            | BANKCORP SOUTH                                     | CUSIP: 05971JAA0<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |    625000 | PA      | $582781.25    | 0.04%             | 2029-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                   | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2116015.00   | 0.16%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS                                       | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $465951.70    | 0.04%             | 2039-07-10      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                       | SYSCO CORP                                         | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1203810.00   | 0.09%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                                     | BANK OF NEW ZEALAND                                | CUSIP: 06407EAF2<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    750000 | PA      | $618285.00    | 0.05%             | 2032-01-27      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV                                     | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP HOSP RE | CUSIP: 87638QQY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $598427.20    | 0.05%             | 2027-09-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $938485.05    | 0.07%             | 2026-09-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                               | KUBOTA CREDIT OWNER TRUST 2020 1                   | CUSIP: 50117WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $423869.10    | 0.03%             | 2026-07-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                | AMERICAN EXPRESS CO                                | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1445640.00   | 0.11%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94844 | PA      | $87695.24     | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                               | BAXTER INTERNATIONAL INC                           | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1393875.00   | 0.11%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $904710.17    | 0.07%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| PERKINELMER, INC.                                                                       | PERKINELMER INC                                    | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391500.00    | 0.03%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CITIGROUP INC                                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1552840.00   | 0.12%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                              | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63941DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $875711.46    | 0.07%             | 2067-03-25      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                             | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $685725.00    | 0.05%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                 | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $810660.00    | 0.06%             | 2199-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                   | MICROSOFT CORP                                     | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1774860.00   | 0.13%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                       | CAPITAL ONE FINANCIAL CO                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $720200.00    | 0.05%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                | SKYWORKS SOLUTIONS INC                             | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $939972.00    | 0.07%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                    | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405975.00    | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | 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        |   1071000 | PA      | $1040613.79   | 0.08%             | 2027-09-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31292SAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519156 | PA      | $500297.75    | 0.04%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                  | CROSSROADS ASSET TRUST 2021 A                      | CUSIP: 22767CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107268 | PA      | $106485.81    | 0.01%             | 2024-03-20      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3257500.00   | 0.25%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                         | BAE SYSTEMS PLC                                    | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $660247.50    | 0.05%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1952334 | PA      | $1879204.48   | 0.14%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                   | HPEFS EQUIPMENT TRUST                              | CUSIP: 40441RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1854494.30   | 0.14%             | 2029-05-21      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                 | BOARDWALK PIPELINES LP                             | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829450.00    | 0.06%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                     | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    833000 | PA      | $849268.49    | 0.06%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                              | FLAGSHIP CREDIT AUTO TRUST                         | CUSIP: 33844QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989298.92    | 0.07%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641918 | PA      | $593534.37    | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                | LLOYDS BANKING GROUP PLC                           | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $864900.00    | 0.07%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2842031.25   | 0.22%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                   | KEURIG DR PEPPER INC                               | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $696817.50    | 0.05%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGVQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291212 | PA      | $269303.15    | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                          | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929580.00    | 0.07%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                     | COMCAST CORP                                       | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $705187.50    | 0.05%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                             | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $825580.00    | 0.06%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                   | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877030.00    | 0.07%             | 2026-01-08      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: —       |
| ILPT COMMERCIAL MORTGAGE TRUST                                                          | ILPT COMMERCIAL MORTGAGE TRUST 2022 LPF2           | CUSIP: 449652AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1993065.00   | 0.15%             | 2039-10-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                               | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470765.00    | 0.04%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                   | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TXQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $928557.00    | 0.07%             | 2025-12-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                 | DAIMLER FINANCE NORTH AMERICA LLC                  | CUSIP: 233851CU6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939210.00    | 0.07%             | 2027-01-06      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1635040.00   | 0.12%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452605.00    | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                     | BMW US CAPITAL LLC                                 | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875490.00    | 0.07%             | 2026-08-12      | Fixed         | 1.25%                 | 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        |   1500000 | PA      | $1479265.56   | 0.11%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PRIMERICA, INC.                                                                         | PRIMERICA INC                                      | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $816980.00    | 0.06%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                          | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $944746.93    | 0.07%             | 2028-01-20      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                 | KEYCORP                                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    757000 | PA      | $715160.61    | 0.05%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2138476.58   | 0.16%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trusts                                                     | SPIRIT AIRLINES 2017 1AA Ptt                       | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1028958 | PA      | $853787.83    | 0.06%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $931092.47    | 0.07%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM MORTGAGE TRUST                                | CUSIP: 12593GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $805065.56    | 0.06%             | 2050-07-10      | Variable      | 4.29%                 | 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        |    955910 | PA      | $907187.48    | 0.07%             | 2027-10-20      | Fixed         | 1.64%                 | Yes           |                  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        |   1406000 | PA      | $1370368.61   | 0.10%             | 2026-01-15      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS HEALTH CORP                                    | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1585000.00   | 0.12%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                    | DTE ELECTRIC CO                                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389560.00    | 0.03%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                               | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $656625.00    | 0.05%             | 2199-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                                   | NEWMARKET CORP                                     | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $985787.50    | 0.07%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PERKINELMER, INC.                                                                       | PERKINELMER INC                                    | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1211610.00   | 0.09%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $924687.50    | 0.07%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                              | NAVIENT STUDENT LOAN TRUST 2015 2                  | CUSIP: 63939GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2684361.99   | 0.20%             | 2050-08-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                 | EXXON MOBIL CORPORATION                            | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1091287.50   | 0.08%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                       | PIONEER NATURAL RESOURCE                           | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1177020.00   | 0.09%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $864273.99    | 0.07%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $599385.00    | 0.05%             | 2042-03-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                     | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883700.00    | 0.07%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED                                          | CREDIT SUISSE GROUP FUNDING GUERNSEY LTD           | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |    500000 | PA      | $451530.00    | 0.03%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MHC COMMERCIAL MORTGAGE TRUST                                                           | MHC COMMERCIAL MORTGAGE TRUST 2021 MHC             | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2221465.18   | 0.17%             | 2038-04-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STERIS IRISH FINCO UNLIMITED COMPANY                                                    | STERIS IRISH FINCO UNLTD CO                        | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1624900.00   | 0.12%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323278 | PA      | $297020.83    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                        | PACKAGING CORP OF AMERICA                          | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1204012.50   | 0.09%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NP SPE IX LP                                                                            | NP SPE II LLC                                      | CUSIP: 62954JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $441744.02    | 0.03%             | 2049-09-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                                                           | COMMONWEALTH FINANCING AUTHORITY                   | CUSIP: 20281PKQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $455695.50    | 0.03%             | 2029-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24005575 | PA      | $23106388.81  | 1.75%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $3915625.00   | 0.30%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                         | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1155170.66   | 0.09%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08162MAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $867491.44    | 0.07%             | 2053-03-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $6367500.00   | 0.48%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                      | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $355110.00    | 0.03%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014-1                                      | AMERICAN AIRLINES 2017 2 CLASS A PASS THROUGH TRUS | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378224 | PA      | $296762.30    | 0.02%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                          | 7 ELEVEN INC                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1145010.00   | 0.09%             | 2031-02-10      | Fixed         | 1.80%                 | 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        |   1000000 | PA      | $987878.35    | 0.07%             | 2024-09-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                                                           | WEBSTER FINANCIAL CORP                             | CUSIP: 947890AH2<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975980.00    | 0.07%             | 2024-02-15      | Fixed         | 4.38%                 | No            |                  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        |   1807000 | PA      | $1526860.25   | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | 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        |   1500000 | PA      | $1384430.36   | 0.10%             | 2031-08-15      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                              | MMAF EQUIPMENT FINANCE LLC 2022 A                  | CUSIP: 55317RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1408644.56   | 0.11%             | 2044-06-13      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA SEAPORT REV                                                         | COUNTY OF MIAMI DADE SEAPORT DEPARTMENT            | CUSIP: 59335KEA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1134976.50   | 0.09%             | 2033-10-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                               | CHURCH DWIGHT CO INC                               | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $800780.00    | 0.06%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                  | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901470.00    | 0.07%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                          | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAC1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1068352.20   | 0.08%             | 2026-12-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| HILLSBOROUGH CNTY FLA INDL DEV AUTH HOSP REV                                            | HILLSBOROUGH COUNTY INDUSTRIAL DEVELOPMENT AUTHORI | CUSIP: 43233AFP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1276146.00   | 0.10%             | 2035-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                     | FIFTH THIRD BANCORP                                | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477760.00    | 0.04%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                            | ROCKIES EXPRESS PIPELINE                           | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907940.00    | 0.07%             | 2029-07-15      | Fixed         | 4.95%                 | 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        |   2000000 | PA      | $1933295.30   | 0.15%             | 2025-11-17      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| Synovus Bank                                                                            | SYNOVUS BANK GA                                    | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464770.00    | 0.04%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017 P8        | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $454157.14    | 0.03%             | 2050-09-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                   | ASHTEAD CAPITAL INC                                | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    667000 | PA      | $515064.07    | 0.04%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                      | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1860800.00   | 0.14%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $853600.00    | 0.06%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                             | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $224575.00    | 0.02%             | 2029-03-08      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                                         | HUDSON PACIFIC PROPERTIES LP                       | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1144275.00   | 0.09%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                             | S JERSEY NJ TRANSPRTN AUTH TRANSPRTN SYS REVENUE   | CUSIP: 838536LV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $778257.00    | 0.06%             | 2027-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86000 | PA      | $81474.92     | 0.01%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VR32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $211096.26    | 0.02%             | 2033-11-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| STATE PUB SCH BLDG AUTH PA LEASE REV                                                    | STATE PUBLIC SCHOOL BUILDING AUTHORITY             | CUSIP: 85732GWH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1093232.43   | 0.08%             | 2030-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                           | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1776025.20   | 0.13%             | 2029-10-26      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                        | AUTONATION INC                                     | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2155200.00   | 0.16%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                                         | HUDSON PACIFIC PROPERTIES LP                       | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426670.00    | 0.03%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CALIF REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                   | SAN JOSE REDEVELOPMENT AGENCY SUCCESSOR AGENCY     | CUSIP: 798170AL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $452538.00    | 0.03%             | 2028-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                      | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | CUSIP: 36258MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $340631.43    | 0.03%             | 2025-01-16      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                    | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1185465.00   | 0.09%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                       | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    933000 | PA      | $746586.60    | 0.06%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                               | APPALACHIAN POWER CO                               | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1233630.00   | 0.09%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP, INC.                                                        | NEW YORK COMMUNITY BANCORP INC                     | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1206262.50   | 0.09%             | 2028-11-06      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN GUARDIAN LIMITED                                                             | TRANSOCEAN GUARDIAN LTD                            | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    271397 | PA      | $265893.23    | 0.02%             | 2024-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                              | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAE1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1008202.50   | 0.08%             | 2027-02-08      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                         | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69702QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991861.00    | 0.08%             | 2035-07-15      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                           | ALIMENTATION COUCHE TARD                           | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    667000 | PA      | $563615.00    | 0.04%             | 2030-01-25      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                         | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $2478141.40   | 0.19%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC.                                                                              | JABIL INC                                          | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1219248.58   | 0.09%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2495812.50   | 0.19%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                           | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448800.00    | 0.03%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                      | LYB INT FINANCE III                                | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $370865.00    | 0.03%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                       | CIGNA CORP                                         | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1635820.00   | 0.12%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $392265.63    | 0.03%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461245.00    | 0.03%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50068 | PA      | $48199.61     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY, INC                                                                 | MARVELL TECHNOLOGY INC                             | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $882903.00    | 0.07%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022 3      | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1062000 | PA      | $1035783.21   | 0.08%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                          | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1608360.00   | 0.12%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203807 | PA      | $188445.79    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                                       | BRITISH TELECOMMUNICATIO                           | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $849960.00    | 0.06%             | 2029-11-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                       | AIRCASTLE LTD                                      | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $494680.00    | 0.04%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                   | KEURIG DR PEPPER INC                               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $805270.00    | 0.06%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ILLUMINA, INC.                                                                          | ILLUMINA INC                                       | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1600440.00   | 0.12%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEV AUTH REV                                                        | NEW JERSEY ST ECON DEV AUTH REVENUE                | CUSIP: 64577B8D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $931641.00    | 0.07%             | 2027-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                             | SWEDBANK AB                                        | CUSIP: 87020PAM9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1500000 | PA      | $1422585.00   | 0.11%             | 2024-03-18      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                             | SOUTHWESTERN ENERGY CO                             | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516250.00    | 0.04%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST                                                                          | STATE OF CONNECTICUT                               | CUSIP: 20772KGS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $467318.00    | 0.04%             | 2028-04-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP MED FACS REV                                  | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP MED FACS | CUSIP: 414008CU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1583064.00   | 0.12%             | 2037-11-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                               | BPR TRUST 2021 TY                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $821598.30    | 0.06%             | 2023-09-23      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                         | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $862630.00    | 0.07%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nemak, S.A.B. de C.V.                                                                   | NEMAK SAB DE CV                                    | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |   1269000 | PA      | $981381.15    | 0.07%             | 2031-06-28      | Fixed         | 3.62%                 | 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      | $2012408.98   | 0.15%             | 2029-10-22      | Fixed         | 6.35%                 | 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        |    526248 | PA      | $523928.48    | 0.04%             | 2029-04-16      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                                                         | FIRST CITIZENS BANCSHARE                           | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945360.00    | 0.07%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                              | MAGALLANES INC                                     | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1733420.00   | 0.13%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                              | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAJ0<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485375.00    | 0.04%             | 2025-03-21      | Fixed         | 5.50%                 | 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        |    788969 | PA      | $785367.13    | 0.06%             | 2032-08-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VR40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $192309.75    | 0.01%             | 2034-11-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                    | MURPHY OIL USA INC                                 | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913550.00    | 0.07%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129795 | PA      | $124838.84    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                         | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $580187.50    | 0.04%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                                              | CARRIER GLOBAL CORP                                | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1704667.50   | 0.13%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                                      | TELEDYNE TECHNOLOGIES INC                          | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1638380.00   | 0.12%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                      | PUBLIC SERVICE CO OF COLORADO                      | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1592380.00   | 0.12%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207188 | PA      | $193844.18    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                    | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953380.00    | 0.07%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                              | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $915636.00    | 0.07%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                          | SYNCHRONY BANK                                     | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488225.00    | 0.04%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                         | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2551111 | PA      | $2204903.13   | 0.17%             | 2067-10-25      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                       | INTERNATIONAL GAME TECHNOLOGY PLC                  | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $938620.00    | 0.07%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                          | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874600.00    | 0.07%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                   | AIR LEASE CORP                                     | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $797710.00    | 0.06%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                              | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $946000.00    | 0.07%             | 2027-09-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                                    | WISCONSIN PUBLIC SERVICE CORP                      | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $803950.00    | 0.06%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC.                                                                         | KENNAMETAL INC                                     | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $993821.72    | 0.08%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6955625.04   | 0.53%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                      | METROPOLITAN LIFE GLOBAL FUNDING I                 | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1612160.00   | 0.12%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                  | STANDARD CHARTERED PLC                             | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1059660.00   | 0.08%             | 2028-11-16      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: —       |
| CF HIPPOLYTA ISSUER LLC                                                                 | CF HIPPOLYTA LLC                                   | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1427581 | PA      | $1234400.95   | 0.09%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC.                                                               | MYLAN NV                                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934590.00    | 0.07%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60071 | PA      | $57403.94     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                              | AMGEN INC                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $803437.50    | 0.06%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING III LP                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $867985.03    | 0.07%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                      | BANK OF MONTREAL                                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   1500000 | PA      | $1138590.00   | 0.09%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3538800.00   | 0.27%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                              | CPS AUTO RECEIVABLES TRUST 2019 C                  | CUSIP: 12596UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719641 | PA      | $715727.48    | 0.05%             | 2025-06-16      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                      | BOEING CO THE                                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1369680.00   | 0.10%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                   | NOMURA HOLDINGS INC                                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1471365.00   | 0.11%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                             | FRESENIUS MED CARE III                             | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1833000.00   | 0.14%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6372187.50   | 0.48%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC.                                                                     | CCL INDUSTRIES INC                                 | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1645800.00   | 0.12%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| ITC HOLDINGS CORP.                                                                      | ITC HOLDINGS CORP                                  | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987920.00    | 0.07%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                                            | BB T CORP                                          | CUSIP: 637138AC2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732457.50    | 0.06%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAH1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1173270.00   | 0.09%             | 2032-02-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $1188214.50   | 0.09%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                            | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1620180.00   | 0.12%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                     | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $599917.50    | 0.05%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                   | KEURIG DR PEPPER INC                               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $837960.00    | 0.06%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                         | ROLLS ROYCE PLC                                    | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $253151.25    | 0.02%             | 2025-10-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $11041875.00  | 0.84%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                    | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021 1        | CUSIP: 89237MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1771408.30   | 0.13%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                        | APTARGROUP INC                                     | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   2102000 | PA      | $1743524.92   | 0.13%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EL CAJON CALIF                                                                          | EL CAJON CA                                        | CUSIP: 282659BA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $425269.00    | 0.03%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                              | ROGERS COMMUNICATIONS IN                           | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3452160.00   | 0.26%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5531250.00   | 0.42%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $224827.50    | 0.02%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                  | JOHN DEERE OWNER TRUST                             | CUSIP: 47789KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1958919.26   | 0.15%             | 2026-11-16      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                   | CANADIAN PACER AUTO RECEIVABLES TRUST              | CUSIP: 13645YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $422726.88    | 0.03%             | 2025-03-19      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| Compeer Financial, FLCA                                                                 | COMPEER FIN FLCA PCA                               | CUSIP: 20454PAC7<br>LEI: 549300EWFHPBZH38K695 | Long             | DBT              | CORP              | US        |    500000 | PA      | $374660.00    | 0.03%             | 2036-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                               | AT T INC                                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951680.00    | 0.07%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2344770.00   | 0.18%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| PSNH FUNDING LLC                                                                        | PSNH FUNDING LLC 3                                 | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $911967.90    | 0.07%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1605360.00   | 0.12%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                          | VAR ENERGI ASA                                     | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1030900.00   | 0.08%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1978515.63   | 0.15%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                     | KILROY REALTY LP                                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1376060.00   | 0.10%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                 | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ABB2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483680.00    | 0.04%             | 2024-06-20      | Fixed         | 3.40%                 | Yes           |                  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        |   1713965 | PA      | $1555097.79   | 0.12%             | 2026-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                       | FEDEX CORP                                         | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1709100.00   | 0.13%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                           | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922800.00    | 0.07%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452800.00    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                                         | CARLISLE COS INC                                   | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $832070.00    | 0.06%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                    | BAYPORT POLYMERS LLC                               | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1394340.00   | 0.11%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                                              | PHOENIX GROUP HOLDINGS PLC                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $941250.00    | 0.07%             | 2027-07-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137FKKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $481102.53    | 0.04%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                               | COMMERCIAL METALS CO                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432635.00    | 0.03%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                   | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $790290.00    | 0.06%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BEXAR CNTY TEX REV                                                                      | COUNTY OF BEXAR TX                                 | CUSIP: 088518PB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $820163.56    | 0.06%             | 2032-08-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    514000 | PA      | $532447.46    | 0.04%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                             | ABBVIE INC                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901630.00    | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                   | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1611860.00   | 0.12%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT                                        | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED    | CUSIP: 64990GY30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $591624.75    | 0.04%             | 2032-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79817 | PA      | $76769.44     | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $854310.00    | 0.06%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                    | VICI PROPERTIES LP                                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1853940.00   | 0.14%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625414 | PA      | $577887.20    | 0.04%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                         | MVW 2021 1W LLC                                    | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584433 | PA      | $531913.32    | 0.04%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218450 | PA      | $214431.67    | 0.02%             | 2036-10-15      | Floating      | 5.53%                 | 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        |   1939500 | PA      | $1928595.34   | 0.15%             | 2048-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION                                              | ZIONS BANCORP NA                                   | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $819490.00    | 0.06%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VR24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $218878.28    | 0.02%             | 2032-11-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                          | BNP PARIBAS SA                                     | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $989300.00    | 0.07%             | 2025-01-10      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1974055.68   | 0.15%             | 2027-10-13      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                   | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $834080.00    | 0.06%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LIMITED                                                            | ANZ BANK NEW ZEALAND LTD                           | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    833000 | PA      | $809584.37    | 0.06%             | 2032-08-11      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                              | COOPERATIEVE RABOBANK UA                           | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1741720.00   | 0.13%             | 2027-02-24      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                             | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988989.30    | 0.07%             | 2026-11-15      | Fixed         | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $795420.00    | 0.06%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                                                  | NORTH TEXAS TOLLWAY AUTHORITY                      | CUSIP: 66285WB54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $925038.00    | 0.07%             | 2025-01-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53925 | PA      | $51530.83     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8505468.80   | 0.64%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXTENET SYSTEMS                                                                         | EXTENET SYSTEMS                                    | CUSIP: 30227XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469364.90    | 0.04%             | 2049-07-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY HEALTH CARE FACS FING AUTH REV                                               | NEW JERSEY ST HLTH CARE FACS FING AUTH REV         | CUSIP: 645790ND4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $728824.00    | 0.06%             | 2040-07-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                       | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $850500.00    | 0.06%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                         | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1589280.00   | 0.12%             | 2028-07-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                 | MPLX LP                                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239120.00    | 0.02%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                          | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981003.10    | 0.07%             | 2029-07-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                         | MARTIN MARIETTA                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $799170.00    | 0.06%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                  | PNC FINANCIAL SERVICES                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1274670.00   | 0.10%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                 | BANK OF NOVA SCOTIA THE                            | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $804850.00    | 0.06%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                     | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480525.00    | 0.04%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FLN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1183521.85   | 0.09%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                   | GILEAD SCIENCES INC                                | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $849300.00    | 0.06%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                        | PULTEGROUP INC                                     | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1433895.00   | 0.11%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 3       | CUSIP: 96043JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $935446.29    | 0.07%             | 2027-01-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                            | GUARDIAN LIFE GLOBAL FUNDING                       | CUSIP: 40139LBD4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1768300.00   | 0.13%             | 2026-05-13      | Fixed         | 1.25%                 | Yes           |                  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        |    852322 | PA      | $847113.83    | 0.06%             | 2025-12-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST                | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1637101.82   | 0.12%             | 2041-12-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                               | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $335805.00    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                                                   | BRUNSWICK CORP DE                                  | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1101885.00   | 0.08%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                                                    | HUBBELL INC                                        | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1194480.00   | 0.09%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                       | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098743 | PA      | $950166.91    | 0.07%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA DEV FIN CORP HEALTHCARE FACS REV                                                | FLORIDA DEVELOPMENT FINANCE CORP                   | CUSIP: 34061QBV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $844641.60    | 0.06%             | 2032-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $764220.00    | 0.06%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                                                                 | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489095.00    | 0.04%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                          | ASSURANT INC                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $741380.00    | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137B2HN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214730 | PA      | $214729.51    | 0.02%             | 2023-02-25      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                         | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1263735.00   | 0.10%             | 2034-08-02      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                               | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903370.00    | 0.07%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                    | ROCHE HOLDINGS INC                                 | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1284255.00   | 0.10%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                  | JOHN DEERE OWNER TRUST 2022                        | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $939438.43    | 0.07%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                           | ANHEUSER BUSCH COS LLC ANHEU                       | CUSIP: 03522AAG5<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963210.00    | 0.07%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                              | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    750000 | PA      | $633645.00    | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                               | BPR TRUST 2022 OANA                                | CUSIP: 05592DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $916832.03    | 0.07%             | 2037-04-15      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| HILLSBOROUGH CNTY FLA SCH BRD CTFS PARTN                                                | HILLSBOROUGH CNTY FL                               | CUSIP: 43232VVH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $695286.75    | 0.05%             | 2025-07-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                                                           | RELIANCE STEEL ALUM                                | CUSIP: 759509AE2<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499805.00    | 0.04%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST                                                                   | BELROSE FUNDING TRUST                              | CUSIP: 080807AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $755930.00    | 0.06%             | 2030-08-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CAW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6731484.41   | 0.51%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JAUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171063 | PA      | $160045.70    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                             | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1467947.10   | 0.11%             | 2026-07-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES AND COMMUNITY DEVELOPMENT AUTHORITY | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $776929.67    | 0.06%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4791210.95   | 0.36%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                                    | AMPHENOL CORP                                      | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $891360.00    | 0.07%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137BSRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $952382.38    | 0.07%             | 2026-09-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANSPORTATION FINANCE EQUIPMENT TRUST                                                  | TRANSPORTATION FINANCE EQUIPMENT                   | CUSIP: 89389JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876549 | PA      | $869178.65    | 0.07%             | 2024-03-25      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                      | BOEING CO THE                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952010.00    | 0.07%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $613537.50    | 0.05%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                                        | BALL CORP                                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1204125.00   | 0.09%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                 | BOARDWALK PIPELINES LP                             | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475215.00    | 0.04%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORPORATION                                                              | AVERY DENNISON CORP                                | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    800000 | PA      | $657208.00    | 0.05%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                          | AEP TEXAS INC                                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1062165.00   | 0.08%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                                                  | MAGNETITE XXXV LTD                                 | CUSIP: 55954TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990858.00    | 0.08%             | 2035-10-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4842968.75   | 0.37%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                    | DTE ELECTRIC CO                                    | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $863520.00    | 0.07%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                                       | LOEWS CORP                                         | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881930.00    | 0.07%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3894086 | PA      | $3904752.70   | 0.30%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                 | BPCE SA                                            | CUSIP: 05583JAF9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $493885.00    | 0.04%             | 2023-09-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $779890.00    | 0.06%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                      | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883300.00    | 0.07%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY L.P.                                                                  | PHYSICIANS REALTY LP                               | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $779620.00    | 0.06%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                        | XCEL ENERGY INC                                    | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $399035.00    | 0.03%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                      | GM FINANCIAL SECURITIZED TERM                      | CUSIP: 36258VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $725578.10    | 0.05%             | 2025-08-18      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                                 | LEVEL 3 FINANCING INC                              | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1182330.00   | 0.09%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1710225.49   | 0.13%             | 2037-10-15      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4831250.00   | 0.37%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                 | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956570.00    | 0.07%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                    | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1464270.00   | 0.11%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                                   | MIDWEST CONNECTOR CAPIT                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2255675.00   | 0.17%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                       | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1199535.00   | 0.09%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $764265.33    | 0.06%             | 2027-05-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                    | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1313685 | NS      | $1313685.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                           | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $399155.00    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                     | SOCIETE GENERALE                                   | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $936680.00    | 0.07%             | 2033-06-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| HILLENBRAND, INC.                                                                       | HILLENBRAND INC                                    | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288599.50    | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                  | PNC FINANCIAL SERVICES                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462885.00    | 0.04%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN ILLINOIS HEALTHCARE ENTERPRISES, INC.                                          | SOUTHERN IL HEALTHCARE                             | CUSIP: 84314PAA7<br>LEI: 9845007B15C99H999383 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $748260.00    | 0.06%             | 2050-05-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BOSTON MEDICAL CENTER CORPORATION                                                       | BOSTON MEDICAL CENTER CORP                         | CUSIP: 10103DAB2<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447320.00    | 0.03%             | 2028-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                     | EXETER AUTOMOBILE RECEIVABLES TRUST 2021 4         | CUSIP: 30165JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $976060.42    | 0.07%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4659179.70   | 0.35%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                              | CONSTELLATION BRANDS INC                           | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702030.00    | 0.05%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XSFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67865 | PA      | $65268.80     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $18701718.86  | 1.42%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS CORPORATION                                                                     | OLYMPUS CORP                                       | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |    758000 | PA      | $670860.32    | 0.05%             | 2026-12-08      | Fixed         | 2.14%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                     | SOCIETE GENERALE                                   | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $435695.00    | 0.03%             | 2026-12-14      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BQD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75068 | PA      | $74375.83     | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTES                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2770000 | PA      | $2605531.25   | 0.20%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $289968.75    | 0.02%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BONDS                                 | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $786914.06    | 0.06%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | UNITED STATES TREASURY NOTE                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $924921.88    | 0.07%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST                            | CUSIP: 14314QAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1821660.76   | 0.14%             | 2026-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                                                     | AES CORP THE                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $792640.00    | 0.06%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                      | MARS INC                                           | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846290.00    | 0.06%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| QORVO, INC.                                                                             | QORVO INC                                          | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3909000 | PA      | $3170589.90   | 0.24%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                          | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873360.00    | 0.07%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                    | DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST            | CUSIP: 23312RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1499605.07   | 0.11%             | 2036-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                         | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1545660.00   | 0.12%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                      | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1132815.00   | 0.09%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014-1                                      | AMERICAN AIRLINES 2014 1 CLASS A PASS THROUGH TRUS | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287866 | PA      | $246372.61    | 0.02%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    750000 | PA      | $642750.00    | 0.05%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                 | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221865.00    | 0.02%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4562890.65   | 0.35%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q7HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11449 | PA      | $11214.91     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC.                                                                    | EAGLE MATERIALS INC                                | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1955100.00   | 0.15%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975700.00    | 0.07%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                      | NEWELL BRANDS INC                                  | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473110.00    | 0.04%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                          | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1279536.72   | 0.10%             | 2027-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| ILLINOIS FIN AUTH REV                                                                   | ILLINOIS FINANCE AUTHORITY                         | CUSIP: 45204EC71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $444264.00    | 0.03%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16384218.84  | 1.24%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                  | STANDARD CHARTERED PLC                             | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $439280.00    | 0.03%             | 2033-03-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                      | DIAMOND ISSUER                                     | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $932577.41    | 0.07%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                                      | KOHL S CORP                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1053075.00   | 0.08%             | 2031-05-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| DELL INC.                                                                               | DELL INC                                           | CUSIP: 24702RAM3<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1750360.00   | 0.13%             | 2040-09-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                                                   | CARGILL INC                                        | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504125.00   | 0.11%             | 2032-10-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HP INC.                                                                                 | HP INC                                             | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1373400.00   | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                                          | SMRT 2022 MINI                                     | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1439526.35   | 0.11%             | 2024-01-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                                                           | RELIANCE STEEL ALUMINUM CO                         | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $790010.00    | 0.06%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    643000 | PA      | $626481.33    | 0.05%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                                                  | GRAY OAK PIPELINE LLC                              | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1178162.12   | 0.09%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7012000 | PA      | $6215480.63   | 0.47%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | HSBC HOLDINGS PLC                                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $807670.00    | 0.06%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                             | AKER BP ASA                                        | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    750000 | PA      | $659167.50    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                          | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $769030.00    | 0.06%             | 2031-03-11      | Fixed         | 2.69%                 | 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        |   1071429 | PA      | $1064561.50   | 0.08%             | 2032-02-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                              | BAMLL COMMERCIAL MORT SECURITIES TRUST             | CUSIP: 05526QAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $442579.79    | 0.03%             | 2033-04-14      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21500000 | PA      | $21930000.00  | 1.66%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                              | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAA9<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213997.50    | 0.02%             | 2026-09-23      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS 2019 55HY MORTGAGE TRUST              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $448807.36    | 0.03%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM 2015 PC1 MORTGAGE TRUST                       | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1670220.55   | 0.13%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                                                        | FORTUNE BRANDS HOME SECURITY INC                   | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1084887.50   | 0.08%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX ARPT SYS REV                                                                | CITY OF HOUSTON TX AIRPORT SYSTEM REVENUE          | CUSIP: 442349EQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $638526.75    | 0.05%             | 2028-07-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                                         | HUDSON PACIFIC PROPERTIES LP                       | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425285.00    | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                   | ARCONIC INC                                        | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249307.50    | 0.02%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                                      | AMEREN CORP                                        | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $882760.00    | 0.07%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                     | SOCIETE GENERALE SA                                | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $785450.00    | 0.06%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7697500.00   | 0.58%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745469 | PA      | $690078.27    | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8675000.00   | 0.66%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1566390.63   | 0.12%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437015.00    | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                            | LINCOLN NATIONAL CORP                              | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459555.00    | 0.03%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  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      | $982872.86    | 0.07%             | 2028-12-15      | Fixed         | 4.18%                 | 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        |    261366 | PA      | $246044.73    | 0.02%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4644921.90   | 0.35%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24153555 | PA      | $22640145.59  | 1.72%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                                              | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470720.00    | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137344 | PA      | $130176.80    | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST UNIV REVS                                                                 | WASHINGTON ST UNIV REVENUES                        | CUSIP: 940094BS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $850359.00    | 0.06%             | 2028-10-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1823437.50   | 0.14%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                       | DR HORTON INC                                      | CUSIP: 23331ABG3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499700.00    | 0.04%             | 2023-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488690 | PA      | $451923.11    | 0.03%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (19) (II) LIMITED                                            | CK HUTCHISON INTL 19 II                            | CUSIP: 12563DAA3<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1291710.00   | 0.10%             | 2029-09-06      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3775312.52   | 0.29%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                       | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1200325.00   | 0.09%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | UNITED STATES TREASURY NOTE                        | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6524218.75   | 0.49%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                    | ONTARIO TEACHERS CADILLAC FAIRVIEW PROP            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3233000 | PA      | $2434255.02   | 0.18%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1229910.50   | 0.09%             | 2025-09-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                                 | LEVEL 3 FINANCING INC                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1080270.00   | 0.08%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6826093.75   | 0.52%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                         | FOX CORP                                           | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967950.00    | 0.07%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                           | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $680960.00    | 0.05%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                      | ABN AMRO BANK NV                                   | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $479510.00    | 0.04%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9341406.30   | 0.71%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  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        |    749000 | PA      | $739814.39    | 0.06%             | 2028-12-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4471093.75   | 0.34%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                             | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1919120.00   | 0.15%             | 2027-08-23      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                             | MERCURY GENERAL CORP                               | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937680.00    | 0.07%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                                    | GENTING NY LLC GENNY CAP                           | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877590.00    | 0.07%             | 2026-02-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1486145 | PA      | $1393778.30   | 0.11%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                  | STUDENT LOAN MARKETING ASSOCIATION                 | CUSIP: 78443VAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273116 | PA      | $241586.30    | 0.02%             | 2042-01-27      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                    | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022 1        | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1913017.20   | 0.14%             | 2035-04-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                                                  | ILFC E CAPITAL TRUST I                             | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $284565.00    | 0.02%             | 2065-12-21      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| HOLLYFRONTIER CORPORATION                                                               | HOLLYFRONTIER CORP                                 | CUSIP: 436106AC2<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1713520.00   | 0.13%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | WELLS FARGO CO                                     | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924330.00    | 0.07%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                      | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934280.00   | 0.15%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                               | FELLS POINT FUNDING TRUST                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1593865.00   | 0.12%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer