# EDGAR Filing Document

**Accession Number:** 0000802716
**File Stem:** 0001752724-23-041050
**Filing Date:** 2023-2
**Character Count:** 107818
**Document Hash:** 53da07f796291de8a5516a862fc56cfd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041050.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041050

**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
- **CENTRAL INDEX KEY:** 0000802716
- **IRS NUMBER:** 316364605
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04852
- **FILM NUMBER:** 23670842

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 6144708000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SOCIETY FUNDS
- **DATE OF NAME CHANGE:** 19940906

## Series and Classes Contracts Data

### Victory INCORE Total Return Bond Fund (Series ID: S000046391)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000144969 | Class A      | MUCAX           |
| C000144970 | Class C      | MUCCX           |
| C000144971 | Class Y      | MUCYX           |
| C000155525 | Class R6     | MUCRX           |

## 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

- **b. Investment Company Act file number:** 811-04852

- **c. CIK number of Registrant:** 0000802716

- **d. LEI of Registrant:** 549300V07N3HJP1EW330

- **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:** Victory INCORE Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000046391

- **c. LEI of Series:** 549300VQYIXD1I5A0C93

**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:** $68230988.49

**Total Liabilities:** $1907504.22

**Net Assets:** $66323484.27

**Cash Not Reported:** $5134980.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -155.03041286 | **1-Year:** -3171.49275849 | **5-Year:** -7295.84597694 | **10-Year:** -12043.91695754 | **30-Year:** -5629.84036619

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

- **3-Month:** -19.72944128 | **1-Year:** -258.22769352 | **5-Year:** -837.36058902 | **10-Year:** -514.11438144 | **30-Year:** -334.82478583

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155525 | -0.95%               | 3.46%                | -0.66%               |
| Class ID C000144969 | -0.85%               | 3.44%                | -0.81%               |
| Class ID C000144971 | -0.83%               | 3.46%                | -0.79%               |
| Class ID C000144970 | -0.92%               | 3.34%                | -0.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-161542.77              | $-344003.32                                |
| Month 2  | $-257007.99              | $2289912.60                                |
| Month 3  | $-455130.94              | $-51511.36                                 |

**Designated Index Information**

- **Index Name:** BBG US Agg

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHURCH & DWIGHT CO., INC.                                                     | CHURCH DWIGHT CO INC                               | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    139000 | PA      | $111308.42    | 0.17%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S P500 MIC EMINI FUTURE MAR23                                                 | S P500 MIC EMINI FUTURE MAR23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -70 | NC      | $45798.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                     | BAXTER INTERNATIONAL INC                           | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    390000 | PA      | $310635.00    | 0.47%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                 | CANADIAN PACIFIC RAILWAY CO                        | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $62698.00     | 0.09%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                             | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    174000 | PA      | $168548.58    | 0.25%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AWD20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110583 | PA      | $108268.64    | 0.16%             | 2050-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BEWK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149090 | PA      | $140695.19    | 0.21%             | 2037-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                     | ARES CAPITAL CORP                                  | CUSIP: 04010LAW3<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $364985.85    | 0.55%             | 2024-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1364375 | PA      | $1279098.01   | 1.93%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORPORATION                                                         | ALLEGHANY CORP                                     | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120513.90    | 0.18%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola International B.V.                                                  | IBERDROLA INTERNATIONAL                            | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $52388.50     | 0.08%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FREDDIE MAC                                        | CUSIP: 3137B8Q75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116327 | PA      | $112502.37    | 0.17%             | 2039-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LIMITED                                                  | NEWCREST FINANCE PTY LTD                           | CUSIP: 65120FAB0<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    155000 | PA      | $139349.65    | 0.21%             | 2041-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TYSON FOODS, INC.                                                             | TYSON FOODS INC                                    | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125242.20    | 0.19%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                  | VIATRIS INC                                        | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81184.15     | 0.12%             | 2027-06-22      | Fixed         | 2.30%                 | 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        |    446454 | NS      | $446454.38    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                                             | HILLENBRAND INC                                    | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405102.60    | 0.61%             | 2026-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                   | CONTINENTAL RESOURCES INC OK                       | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    267000 | PA      | $231547.74    | 0.35%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                 | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    228000 | PA      | $193435.20    | 0.29%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                   | WESTERN DIGITAL CORP                               | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    430000 | PA      | $410387.70    | 0.62%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                                       | KITE REALTY GROUP LP                               | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166336.20    | 0.25%             | 2027-04-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                  | ACUITY BRANDS LIGHTING                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    107000 | PA      | $82216.66     | 0.12%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021 4      | CUSIP: 80285VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $269202.56    | 0.41%             | 2027-02-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                           | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 GC29      | CUSIP: 17323VAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $327073.77    | 0.49%             | 2048-04-10      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFF46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1108993 | PA      | $976877.06    | 1.47%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FANNIE MAE                                         | CUSIP: 3136AFC51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143370 | PA      | $134263.46    | 0.20%             | 2042-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 P2      | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $399526.49    | 0.60%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379429 | PA      | $312731.15    | 0.47%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                           | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 GC33      | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463000 | PA      | $441456.58    | 0.67%             | 2058-09-10      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                     | BAT CAPITAL CORP                                   | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    167000 | PA      | $131597.67    | 0.20%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                        | CREDIT SUISSE FIRST BOSTON MORTGAGE                | CUSIP: 22540V2L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68573 | PA      | $68959.94     | 0.10%             | 2032-10-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                               | CFCRE COMMERCIAL MORTGAGE TRUST 2016 C3            | CUSIP: 12531WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153284 | PA      | $145269.80    | 0.22%             | 2048-01-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                           | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016 P4        | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $223840.82    | 0.34%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                                           | DANAHER CORP PFD                                   | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |        39 | NS      | $52905.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H2ZD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531030 | PA      | $498070.77    | 0.75%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                      | ULTRA LONG TERM US TREASURY BOND FUTURE MAR23      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        24 | NC      | $-59723.91    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                         | WESTLAKE AUTOMOBILE RECEIVABLES                    | CUSIP: 96042WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $293710.31    | 0.44%             | 2027-03-15      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                               | CSAIL 2015 C4 COMMERCIAL MORTGAGE TRUST            | CUSIP: 12635RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338000 | PA      | $322253.21    | 0.49%             | 2048-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                  | DRIVE AUTO RECEIVABLES TRUST                       | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298000 | PA      | $292052.24    | 0.44%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                   | STATOIL ASA                                        | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $83691.00     | 0.13%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                  | NORFOLK SOUTHERN CORP                              | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    239000 | PA      | $196522.53    | 0.30%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK                                                                          | BANK                                               | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $233137.94    | 0.35%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                                         | BOOKING HOLDINGS INC                               | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    305000 | PA      | $408788.45    | 0.62%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60619 | PA      | $63578.63     | 0.10%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                              | CANADIAN NATL RAILWAY                              | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $62565.95     | 0.09%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017 RC1     | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $290175.30    | 0.44%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                         | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 1       | CUSIP: 96043FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332000 | PA      | $318159.91    | 0.48%             | 2026-03-16      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                    | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $245691.00    | 0.37%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KPME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1630873 | PA      | $1570416.62   | 2.37%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                             | OKLAHOMA G E CO                                    | CUSIP: 678858BM2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171847.40    | 0.26%             | 2041-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                  | NORFOLK SOUTHERN CORP                              | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $81458.75     | 0.12%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                   | VERIZON COMMUNICATIONS                             | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89481.25     | 0.13%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                   | ABBVIE INC                                         | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    142000 | PA      | $123221.92    | 0.19%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1232443 | PA      | $1160572.84   | 1.75%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                         | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    446454 | NS      | $446454.38    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Holdings Limited                                                      | SUNTORY HOLDINGS LTD                               | CUSIP: 86803UAD3<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $187410.00    | 0.28%             | 2024-10-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $266716.40    | 0.40%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1410100 | PA      | $1148969.55   | 1.73%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                             | YUM BRANDS INC                                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    171000 | PA      | $143299.71    | 0.22%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9EB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43554 | PA      | $41516.86     | 0.06%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                    | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $147538.00    | 0.22%             | 2050-09-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: —       |
| AerCap Ireland Capital Designated Activity Company                            | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152379.00    | 0.23%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 C28     | CUSIP: 94989JAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $183019.52    | 0.28%             | 2048-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                 | BROADCOM INC                                       | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    315000 | PA      | $298746.00    | 0.45%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO                                | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    299000 | PA      | $288164.24    | 0.43%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    168000 | PA      | $157760.40    | 0.24%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31394CJS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208809 | PA      | $212931.57    | 0.32%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                               | CFCRE COMMERCIAL MORTGAGE TRUST 2016 C4            | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163000 | PA      | $151366.94    | 0.23%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ECOPETROL S.A.                                                                | ECOPETROL SA                                       | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    325000 | PA      | $323160.50    | 0.49%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                             | BARCLAYS BANK PLC                                  | CUSIP: 06738G8A1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | RF                | GB        |    110000 | PA      | $142318.00    | 0.21%             | 2025-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                               | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    394000 | PA      | $338185.96    | 0.51%             | 2026-09-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                  | MARRIOTT INTERNATIONAL                             | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    326000 | PA      | $319079.02    | 0.48%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                        | GENERAL MOTORS FINL CO                             | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109435.70    | 0.17%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC.                                                               | GLOBE LIFE INC                                     | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196872.50    | 0.30%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                      | 5 YEAR US TREASURY NOTE FUTURE MAR23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        24 | NC      | $-11184.85    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9QR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241982 | PA      | $217184.82    | 0.33%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJ5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11965 | PA      | $11522.22     | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                     | SENSATA TECHNOLOGIES BV                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $172508.00    | 0.26%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                            | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $379354.93    | 0.57%             | 2049-12-15      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 48128U2N8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107756 | PA      | $102716.58    | 0.15%             | 2028-12-26      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380151 | PA      | $344436.55    | 0.52%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                                 | HOLOGIC INC                                        | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    260000 | PA      | $224536.00    | 0.34%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                                   | SQUARE INC                                         | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41646.00     | 0.06%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508927 | PA      | $419518.43    | 0.63%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333801 | PA      | $292894.26    | 0.44%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                           | COMCAST CORP                                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109416.00    | 0.16%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION                                                               | NCR CORP                                           | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71721.06     | 0.11%             | 2030-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                                    | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376000 | PA      | $342671.86    | 0.52%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY                                     | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    287000 | PA      | $267736.56    | 0.40%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                           | CITIGROUP COMMERCIAL MORTGAGE TRUST                | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257000 | PA      | $208321.36    | 0.31%             | 2053-01-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORPORATION                                                      | MARATHON OIL CORP                                  | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254094.75    | 0.38%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                         | REGENCY CENTERS LP                                 | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    114000 | PA      | $91610.40     | 0.14%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                      | U S TREASURY BOND                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1575000 | PA      | $1543253.91   | 2.33%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                         | VODAFONE GROUP PLC                                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    193000 | PA      | $171378.21    | 0.26%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                             | PIONEER NATURAL RESOURCE                           | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    251000 | PA      | $196954.68    | 0.30%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                               | CSAIL 2015 C2 COMMERCIAL MORTGAGE TRUST            | CUSIP: 12634NAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $200427.08    | 0.30%             | 2057-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                             | CAPITAL ONE FINANCIAL CO                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $284479.00    | 0.43%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP                               | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157528.00    | 0.24%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FANNIE MAE                                         | CUSIP: 31397QHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234218 | PA      | $232507.77    | 0.35%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                         | ANTHEM INC                                         | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    148000 | PA      | $140505.28    | 0.21%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                       | PUB SVC ELEC GAS                                   | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    159000 | PA      | $133249.95    | 0.20%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                     | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192785.23    | 0.29%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                                               | RIO TINTO FINANCE USA LTD                          | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $74740.50     | 0.11%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION                                    | ZIONS BANCORP NA                                   | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204872.50    | 0.31%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                        | GENERAL MOTORS CO                                  | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228784.74    | 0.34%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY L.P.                                                        | PHYSICIANS REALTY LP                               | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126245.16    | 0.19%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJXK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661834 | PA      | $600926.17    | 0.91%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                    | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015 C3 | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143241 | PA      | $137298.79    | 0.21%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856677 | PA      | $1571220.80   | 2.37%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                                                  | VISHAY INTERTECHNOLOGY                             | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101776.50    | 0.15%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                           | SVB FINANCIAL GROUP                                | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    373000 | PA      | $305498.19    | 0.46%             | 2030-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                                     | VISA INC                                           | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    287000 | PA      | $169869.56    | 0.26%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                        | TOTAL CAPITAL INTL SA                              | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    195000 | PA      | $145557.75    | 0.22%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                         | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 2       | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337000 | PA      | $317696.18    | 0.48%             | 2026-07-15      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                         | WF RBS COMMERCIAL MORTGAGE TRUST                   | CUSIP: 92890NAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80500 | PA      | $75758.12     | 0.11%             | 2045-12-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                               | CSAIL 2015 C3 COMMERCIAL MORTGAGE TRUST            | CUSIP: 12635FAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348000 | PA      | $332212.66    | 0.50%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPL63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182863 | PA      | $1108951.71   | 1.67%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL COMPANY LLC                                          | JPMORGAN CHASE FINANCIAL                           | CUSIP: 48129KAE0<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269356.60    | 0.41%             | 2023-05-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                                            | GOODYEAR TIRE RUBBER CO THE                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    360000 | PA      | $300294.00    | 0.45%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO COMPANY                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134011.45    | 0.20%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                               | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    102000 | PA      | $81095.10     | 0.12%             | 2030-10-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                      | 2 YEAR US TREASURY NOTE FUTURE MAR23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $1179.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                         | AMERICAN ELECTRIC POWER PFD                        | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |      1615 | NS      | $83301.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                  | NORTHROP GRUMMAN CORP                              | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    116000 | PA      | $114732.12    | 0.17%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC                                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $260361.80    | 0.39%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                             | BARCLAYS BANK PLC                                  | CUSIP: 06739GCF4<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | RF                | GB        |     65000 | PA      | $67616.90     | 0.10%             | 2025-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                    | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016 C1 | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419000 | PA      | $395500.88    | 0.60%             | 2049-03-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                         | AIR LEASE CORP                                     | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    282000 | PA      | $266515.38    | 0.40%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                           | EOG RESOURCES INC                                  | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129128.85    | 0.19%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                | 7 ELEVEN INC                                       | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    368000 | PA      | $350060.00    | 0.53%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC.                                                                    | APPLE INC                                          | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111250.62    | 0.17%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 C30     | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181000 | PA      | $172339.72    | 0.26%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                | CITIGROUP INC                                      | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105099.12    | 0.16%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO COMPANY                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $394879.20    | 0.60%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNJH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    689690 | PA      | $626906.50    | 0.95%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                  | GS MORTGAGE SECURITIES TRUST 2015 GC30             | CUSIP: 36250GAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $153771.90    | 0.23%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                          | JPMORGAN CHASE CO                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200462.64    | 0.30%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CDX NORTH AMERICA HIGH YIELD INDEX                                            | CDX NORTH AMERICA HIGH YIELD INDEX                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  -1000000 | OU      | $6780.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                | CITIGROUP INC                                      | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    232000 | PA      | $228285.68    | 0.34%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                    | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    446454 | NS      | $446454.36    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                                                         | DELTA AIR LINES INC                                | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272703.75    | 0.41%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124149 | PA      | $113200.46    | 0.17%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                | TEXAS INSTRUMENTS INC                              | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142332.80    | 0.21%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                     | AT T INC                                           | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    312000 | PA      | $281352.24    | 0.42%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                  | VIATRIS INC                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $117695.50    | 0.18%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                            | AFLAC INC                                          | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31236.45     | 0.05%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                        | REYNOLDS AMERICAN INC                              | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $156014.25    | 0.24%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                                                     | AKAMAI TECHNOLOGIES INC                            | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137263.10    | 0.21%             | 2025-05-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORPORATION                                                           | OSHKOSH CORP                                       | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118185.20    | 0.18%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ILLUMINA, INC.                                                                | ILLUMINA INC                                       | CUSIP: 452327AK5<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270972.80    | 0.41%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                   | CONTINENTAL RESOURCES                              | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    234000 | PA      | $233178.66    | 0.35%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LIMITED                                                  | NEWCREST FINANCE PTY LTD                           | CUSIP: 65120FAE4<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $77962.50     | 0.12%             | 2050-05-13      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732663 | PA      | $624495.66    | 0.94%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                       | UNITED AUTO CREDIT SECURITIZATION TRUST 2022 1     | CUSIP: 90944DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $222064.09    | 0.33%             | 2027-06-10      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                                          | SIRIUS XM RADIO INC                                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    143000 | PA      | $118138.02    | 0.18%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CSX Corporation                                                               | CSX CORP                                           | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     92000 | PA      | $66285.08     | 0.10%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                 | GOLDMAN SACHS GROUP INC                            | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266084.50    | 0.40%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FINANCIAL SERVICES UNLIMITED COMPANY                              | KERRY GROUP FIN SERVICES                           | CUSIP: 49245PAA4<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |    670000 | PA      | $663387.10    | 1.00%             | 2023-04-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| NVR, Inc.                                                                     | NVR INC                                            | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    267000 | PA      | $224042.37    | 0.34%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                               | CSAIL 2016 C7 COMMERCIAL MORTGAGE TRUST            | CUSIP: 12637UAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $127291.47    | 0.19%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                      | HCA INC                                            | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    193000 | PA      | $176189.70    | 0.27%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826272 | PA      | $795641.63    | 1.20%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                          | MURPHY OIL USA INC                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    201000 | PA      | $167360.64    | 0.25%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016 NXS6    | CUSIP: 95000KBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548000 | PA      | $501750.53    | 0.76%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BRITISH POUND FUTURE MAR23                                                    | BRITISH POUND FUTURE MAR23                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |        11 | NC      | $-21587.72    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY, L.P.                                                           | SPIRIT REALTY LP                                   | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    266000 | PA      | $236434.10    | 0.36%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST                                             | SANTANDER RETAIL AUTO LEASE TRUST 2021 A           | CUSIP: 80286TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674000 | PA      | $637065.43    | 0.96%             | 2026-03-20      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                                            | GOODYEAR TIRE RUBBER                               | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    188000 | PA      | $157794.04    | 0.24%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MERITAGE HOMES CORPORATION                                                    | MERITAGE HOMES CORP                                | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62553.33     | 0.09%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                 | NISOURCE INC                                       | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |       210 | NS      | $21684.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                                    | IRON MOUNTAIN INC                                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    108000 | PA      | $93792.60     | 0.14%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                           | COMM 2015 CCRE25 MORTGAGE TRUST                    | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186000 | PA      | $177715.55    | 0.27%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO CO                                     | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       245 | NS      | $290325.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                    | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015 C2 | CUSIP: 46644FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453000 | PA      | $430251.93    | 0.65%             | 2048-10-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corporation                                          | HUGHES SATELLITE SYSTEMS                           | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186682.00    | 0.28%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLKJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    534041 | PA      | $436625.05    | 0.66%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1322538 | PA      | $1119884.06   | 1.69%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                     | APTIV PLC APTIV CORP                               | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    185000 | PA      | $151938.65    | 0.23%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                                       | RETAIL PROPERTIES OF AME                           | CUSIP: 76131VAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    339000 | PA      | $322761.90    | 0.49%             | 2025-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                                            | ALTRIA GROUP INC                                   | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102925.20    | 0.16%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| EURONET WORLDWIDE, INC.                                                       | EURONET WORLDWIDE INC                              | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    315000 | PA      | $298670.40    | 0.45%             | 2049-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                                | SCOTTS MIRACLE GRO CO THE                          | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    188000 | PA      | $152291.28    | 0.23%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                         | FANNIE MAE                                         | CUSIP: 3136B0AV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160966 | PA      | $145834.77    | 0.22%             | 2047-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                   | WESTERN DIGITAL CORP                               | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    147000 | PA      | $113689.80    | 0.17%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LENNAR CORPORATION                                                            | LENNAR CORP                                        | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    212000 | PA      | $205269.00    | 0.31%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DANA INCORPORATED                                                             | DANA INC                                           | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100069.20    | 0.15%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY L.P.                                                        | PHYSICIANS REALTY LP                               | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    128000 | PA      | $99791.36     | 0.15%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BGJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25047 | PA      | $24894.87     | 0.04%             | 2041-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205670 | PA      | $175752.49    | 0.26%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                         | SABRA HEALTH CARE LP                               | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138106.70    | 0.21%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR FUTURE MAR23                                                | AUSTRALIAN DOLLAR FUTURE MAR23                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |        -6 | NC      | $3239.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                    | ESSENTIAL PROPER                                   | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    131000 | PA      | $94994.65     | 0.14%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                           | EXPEDIA GROUP INC                                  | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $260604.00    | 0.39%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SERVICES N.V.                                                 | BARRY CALLEBAUT SERVICES NV                        | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |    638000 | PA      | $633514.86    | 0.96%             | 2023-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                              | CINCINNATI FINANCIAL CORP                          | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236745.90    | 0.36%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297566 | PA      | $270535.42    | 0.41%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31293VJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7213 | PA      | $7518.83      | 0.01%             | 2029-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                          | JPMORGAN CHASE CO                                  | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    376000 | PA      | $297122.72    | 0.45%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INCORPORATED                                                          | SNAP ON INC                                        | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97014.00     | 0.15%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | VALE OVERSEAS LIMITED                              | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    143000 | PA      | $148148.00    | 0.22%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC.                                                                   | ABBVIE INC                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    285000 | PA      | $256964.55    | 0.39%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                           | FIFTH THIRD BANCORP                                | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128505.00    | 0.19%             | 2023-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | FORD MOTOR COMPANY                                 | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89898.50     | 0.14%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                             | PIONEER NATURAL RESOURCE                           | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    185000 | PA      | $431801.10    | 0.65%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                           | FIFTH THIRD BANCORP                                | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    584000 | PA      | $575403.52    | 0.87%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                | CITIGROUP INC                                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103160.52    | 0.16%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO CURRENCY FUTURE MAR23                                            | MEXICAN PESO CURRENCY FUTURE MAR23                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        20 | NC      | $5299.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mylan Inc.                                                                    | MYLAN INC                                          | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    262000 | PA      | $242653.92    | 0.37%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                        | OLD REPUBLIC INTL CORP                             | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    104000 | PA      | $71497.92     | 0.11%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                            | GM FINANCIAL SECURITIZED AUTOMOBILE RECEIVABLES TR | CUSIP: 380149AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $220507.24    | 0.33%             | 2027-01-19      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                     | REALTY INCOME CORP                                 | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    303000 | PA      | $309220.59    | 0.47%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31283GQ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4323 | PA      | $4382.37      | 0.01%             | 2025-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                               | REGENERON PHARMACEUTICALS INC                      | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    146000 | PA      | $91000.34     | 0.14%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                            | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    242000 | PA      | $219670.66    | 0.33%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                    | NIKE INC                                           | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    198000 | PA      | $170367.12    | 0.26%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                                               | ESTEE LAUDER COS INC                               | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90063.75     | 0.14%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                           | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 P1        | CUSIP: 17324DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158000 | PA      | $150530.36    | 0.23%             | 2048-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                         | AIR LEASE CORP                                     | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    146000 | PA      | $134595.94    | 0.20%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279452.70    | 0.42%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                  | CADENCE DESIGN SYSTEMS INC                         | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    342000 | PA      | $338740.74    | 0.51%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                                                  | HONEYWELL INTERNATIONAL INC                        | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     82000 | PA      | $58729.22     | 0.09%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| United States of America                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1505625.00   | 2.27%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $500039.07    | 0.75%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                          | JPMORGAN CHASE CO                                  | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87187.05     | 0.13%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOLLYFRONTIER CORPORATION                                                     | HOLLYFRONTIER CORP                                 | CUSIP: 436106AB4<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256774.40    | 0.39%             | 2023-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                  | GS MORTGAGE SECURITIES TRUST 2016 GS2              | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $150361.14    | 0.23%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                          | WISCONSIN PUBLIC SERVICE CORP                      | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    174000 | PA      | $111909.84    | 0.17%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                 | CONS EDISON CO OF NY                               | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265920.00    | 0.40%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                     | BAXTER INTERNATIONAL INC                           | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    109000 | PA      | $77909.93     | 0.12%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                               | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    188000 | PA      | $164672.96    | 0.25%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                         | ANTHEM INC                                         | CUSIP: 94973VBG1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $365777.00    | 0.55%             | 2042-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                        | SOUTHWEST AIRLINES CO                              | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $361785.00    | 0.55%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY, INC.                                                          | NEXTERA ENERGY INC PFD                             | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7295 | NS      | $369856.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                                              | PULTEGROUP INC                                     | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $237523.20    | 0.36%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                       | AMEREN ILLINOIS CO                                 | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $177027.75    | 0.27%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                       | MICRON TECHNOLOGY INC                              | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    394000 | PA      | $378117.86    | 0.57%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP) | HOME EQUITY ASSET TRUST                            | CUSIP: 437084JU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43163 | PA      | $43154.00     | 0.07%             | 2035-07-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    346000 | PA      | $305019.76    | 0.46%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                           | NEWMONT CORP                                       | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    104000 | PA      | $82866.16     | 0.12%             | 2032-07-15      | Fixed         | 2.60%                 | 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        |    446454 | NS      | $446454.38    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES, INC.                                                    | SENSATA TECHNOLOGIES INC                           | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107571.10    | 0.16%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ROSS STORES, INC.                                                             | ROSS STORES INC                                    | CUSIP: 778296AA1<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155129.60    | 0.23%             | 2024-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC.                                                                | KKR CO INC PFD                                     | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      2570 | NS      | $147132.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                                             | DR HORTON INC                                      | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    670000 | PA      | $637545.20    | 0.96%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP                               | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       280 | NS      | $324800.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Victory Portfolios

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer