# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041030
**Filing Date:** 2023-2
**Character Count:** 176424
**Document Hash:** d85f9ccb9f8c3ad559c80de423e7691d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041030.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041030

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670819

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $452112006.54

**Total Liabilities:** $2846810.36

**Net Assets:** $449265196.18

**Cash Not Reported:** $1153575.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1569.45576653 | **1-Year:** -22710.02225647 | **5-Year:** -22858.15218985 | **10-Year:** -2561.37726196 | **30-Year:** -1188.38542384

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

- **3-Month:** -274.53377156 | **1-Year:** -3991.12695044 | **5-Year:** -5750.87538000 | **10-Year:** -935.41409525 | **30-Year:** -299.46800893

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210928 | 0.00%                | 1.09%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-181846.75              | $-760564.01                                |
| Month 2  | $-861039.28              | $3878117.70                                |
| Month 3  | $-214091.32              | $647928.58                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022 3           | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025662.43   | 0.23%             | 2033-02-15      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                           | AIR LEASE CORP                                     | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249667.50    | 0.06%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 2       | CUSIP: 96042VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $778005.03    | 0.17%             | 2027-09-15      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST                              | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $611614.43    | 0.14%             | 2029-11-20      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                                  | CONN S RECEIVABLES FUNDING 2021 A LLC              | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1333 | PA      | $1331.21      | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                           | TARGA RESOURCES CORP                               | CUSIP: 87613LN39<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2998585.32   | 0.67%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                                             | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531725.00   | 0.34%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                                             | EXPEDIA GROUP INC                                  | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007220.00   | 0.22%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PROASSURANCE CORPORATION                                                                        | PROASSURANCE CORP                                  | CUSIP: 74267CAC0<br>LEI: 54930015E5J57R675E89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989180.00    | 0.22%             | 2023-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                                    | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1613000 | PA      | $1554157.76   | 0.35%             | 2027-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VW CREDIT, INC.                                                                                 | VW CREDIT INC                                      | CUSIP: 91842KNA0<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   4200000 | PA      | $4194103.07   | 0.93%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                               | NATWEST GROUP PLC                                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1041280.00   | 0.23%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS, INC.                                                                             | CLEAN HARBORS INC                                  | CUSIP: 18449EAE0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    423269 | PA      | $421220.08    | 0.09%             | 2024-06-30      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                                 | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2363328.00   | 0.53%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                             | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $925590.00    | 0.21%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                                     | SOUTH JERSEY TRANSPORTATION AUTHORITY              | CUSIP: 838536LS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $701547.75    | 0.16%             | 2024-11-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                                  | CONN FUNDING II LP                                 | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1487654.91   | 0.33%             | 2026-12-15      | Fixed         | 9.52%                 | Yes           |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                 | FMC CORP                                           | CUSIP: 34410XN30<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   4400000 | PA      | $4397631.83   | 0.98%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                       | KUBOTA CREDIT OWNER TRUST                          | CUSIP: 50117EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $942224.08    | 0.21%             | 2026-10-15      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC.                                                                                      | JABIL INC                                          | CUSIP: 46652MN68<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   4200000 | PA      | $4195859.51   | 0.93%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                       | ARES CAPITAL CORP                                  | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $689940.00    | 0.15%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                               | ROYAL BANK OF SCOTLAND GROUP PLC                   | CUSIP: 780097AY7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $498955.00    | 0.11%             | 2023-06-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                 | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $419971.37    | 0.09%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                           | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TH89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    497786 | PA      | $476097.18    | 0.11%             | 2030-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                         | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1797245.52   | 0.40%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                                 | NORDSTROM INC                                      | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1405275.00   | 0.31%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                                         | ENERSYS                                            | CUSIP: 29275YAB8<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    908000 | PA      | $905021.76    | 0.20%             | 2023-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                      | AVIATION CAPTIAL GROUP                             | CUSIP: 05369CNP8<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |    634000 | PA      | $632095.89    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                                     | HOUSTON GALLERIA MALL TRUST                        | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $918658.08    | 0.20%             | 2037-03-05      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST 2021 4         | CUSIP: 30165JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $946761.38    | 0.21%             | 2027-10-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                        | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999470.00    | 0.22%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006204.49   | 0.22%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                         | SCF EQUIPMENT LEASING 2020 1 LLC                   | CUSIP: 784054AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752078 | PA      | $739997.19    | 0.16%             | 2027-10-20      | Fixed         | 1.19%                 | Yes           |                  2 | On Loan: No      |
| OKLAHOMA TRANSN AUTH OK F/K/A OKLAHOMA ST TPK AUTH                                              | OKLAHOMA TURNPIKE AUTHORITY                        | CUSIP: 679111ZQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $560000.00    | 0.12%             | 2023-01-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                      | AVIATION CAPTIAL GROUP                             | CUSIP: 05369CN37<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999507.67    | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                    | BARCLAYS PLC                                       | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $1036790.00   | 0.23%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORPORATION                                                                        | USX CORP                                           | CUSIP: 902905AQ1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405060.00    | 0.09%             | 2023-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                                                           | HIKMA FINANCE USA LLC                              | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1854720.00   | 0.41%             | 2025-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP MED FACS REV                                          | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP MED FACS | CUSIP: 414008CM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $469601.00    | 0.10%             | 2024-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                              | DTE ENERGY COMPANY                                 | CUSIP: 23333GNC4<br>LEI: 549300IX8SD6XXD71I78 | Long             | STIV             | CORP              | US        |   4300000 | PA      | $4292846.35   | 0.96%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989234 | PA      | $857733.86    | 0.19%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                 | PRESTIGE AUTO RECEIVABLES TRUST 2018 1             | CUSIP: 74114NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660739 | PA      | $659238.00    | 0.15%             | 2024-10-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| PROVIDENCE R I REDEV AGY SPL OBLIG                                                              | PROVIDENCE RI REDEV AGY SPL OBOBLIG                | CUSIP: 74381XAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $754378.38    | 0.17%             | 2026-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                                                 | DAE FUNDING LLC                                    | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232955.00    | 0.05%             | 2024-08-01      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| OCI N.V.                                                                                        | OCI NV                                             | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1911580.00   | 0.43%             | 2025-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                                                              | CENTERPOINT ENERGY RES                             | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992860.00    | 0.22%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM 2015 PC1 MORTGAGE TRUST                       | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1431617.61   | 0.32%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                                | NMEF FUNDING 2022 A LLC                            | CUSIP: 62920KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $911140.75    | 0.20%             | 2028-10-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                                                                         | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1467285.00   | 0.33%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                 | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $880283.40    | 0.20%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                        | CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO | CUSIP: 13080SZE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1065000 | PA      | $853427.10    | 0.19%             | 2030-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                                                      | PHOENIX GROUP HOLDINGS PLC                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $1976625.00   | 0.44%             | 2027-07-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                             | BMW US CAPITAL LLC                                 | CUSIP: 05565EBZ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965200.00    | 0.21%             | 2025-04-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander (Mexico) S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO                             | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $989860.00    | 0.22%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                               | EVERSOURCE ENERGY                                  | CUSIP: 30040YN59<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3997048.68   | 0.89%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                            | LXP INDUSTRIAL TRUST                               | CUSIP: 529043AD3<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971510.00    | 0.22%             | 2024-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| WEIR GROUP PLC(THE)                                                                             | WEIR GROUP PLC THE                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   1455000 | PA      | $1295502.90   | 0.29%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                                                                   | WEBSTER FINANCIAL CORP                             | CUSIP: 947890AH2<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2488749.00   | 0.55%             | 2024-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHM9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1349344.71   | 0.30%             | 2025-09-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                     | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1393631.55   | 0.31%             | 2025-11-21      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                           | CANADIAN PACER AUTO RECEIVABLES                    | CUSIP: 13646BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $857543.07    | 0.19%             | 2024-10-21      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                    | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $980772.18    | 0.22%             | 2026-03-23      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                                                                       | DLLST 2022 1 LLC                                   | CUSIP: 23292GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $966537.14    | 0.22%             | 2028-09-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | US EQUIP                                           | CUSIP: 40438PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795255 | PA      | $791268.12    | 0.18%             | 2030-07-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST HBR SYS REV                                                                           | HAWAII ST HARBOR SYS REVENUE                       | CUSIP: 41981THL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $294187.80    | 0.07%             | 2023-07-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                               | SM ENERGY CO                                       | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966040.00    | 0.22%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                         | ASTRAZENECA FINANCE LLC                            | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943280.00    | 0.21%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KNDL KNSQ MORTGAGE TRUST                                                                        | KNDL 2019 KNSQ MORTGAGE TRUST                      | CUSIP: 482598AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1146944.76   | 0.26%             | 2036-05-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                      | MAGALLANES INC                                     | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951160.00    | 0.21%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  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        |   1000000 | PA      | $961316.40    | 0.21%             | 2027-06-10      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                           | GM FINANCIAL LEASING TRUST                         | CUSIP: 362569AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455556 | PA      | $454466.54    | 0.10%             | 2024-10-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| PLACENTIA CALIF PUB FING AUTH LEASE REV                                                         | PLACENTIA CA PUBLIC FING AUTH LEASE REVENUE        | CUSIP: 72588RAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $295656.90    | 0.07%             | 2023-06-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $868339.63    | 0.19%             | 2038-12-17      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING 2022 2 LLC              | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986061.99    | 0.22%             | 2029-05-21      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass Through Trust                                                                   | AIR CANADA 2013 1 CLASS A PTT                      | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    857268 | PA      | $777807.79    | 0.17%             | 2026-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $576673.84    | 0.13%             | 2026-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $901306.94    | 0.20%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                              | HONDA AUTO RECEIVABLES 2020 3 OWNER TRUST          | CUSIP: 43813KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501579 | PA      | $489732.72    | 0.11%             | 2024-10-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 3       | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $916323.51    | 0.20%             | 2027-01-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| QVC, INC.                                                                                       | QVC INC                                            | CUSIP: 747262AU7<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    617000 | PA      | $504434.52    | 0.11%             | 2025-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                            | FS KKR CAPITAL CORP II                             | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1315342.00   | 0.29%             | 2025-02-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                                           | MIDWEST CONNECTOR CAPITAL CO LLC                   | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2420275.00   | 0.54%             | 2024-04-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                                | AUTONATION INC                                     | CUSIP: 05330NN39<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3997847.12   | 0.89%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ATALAYA EQUIPMENT LEASING TRUST LLC.                                                            | ATALAYA EQUIPMENT LEASING TRUST 21 1               | CUSIP: 046497AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738373 | PA      | $716722.70    | 0.16%             | 2026-05-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| PSNH FUNDING LLC                                                                                | PSNH FUNDING LLC 3                                 | CUSIP: 69363PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114326 | PA      | $113117.83    | 0.03%             | 2026-02-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2021 4                  | CUSIP: 33845AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $910634.21    | 0.20%             | 2027-12-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RCV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498432.09    | 0.11%             | 2024-03-20      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                              | ENERGY TRANSFER LP                                 | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987720.00    | 0.22%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                 | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250000.00    | 0.06%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                      | AVIATION CAPTIAL GROUP                             | CUSIP: 05369CN52<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |   1700000 | PA      | $1698742.85   | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                    | WORLD OMNI SELECT AUTO TRUST                       | CUSIP: 98163DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283764 | PA      | $281445.68    | 0.06%             | 2025-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2022 2           | CUSIP: 36265NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $980985.38    | 0.22%             | 2026-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                       | BPR TRUST 2021 TY                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $949824.63    | 0.21%             | 2023-09-23      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| HOLLYFRONTIER CORPORATION                                                                       | HOLLYFRONTIER CORP                                 | CUSIP: 436106AA6<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1859067.54   | 0.41%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854788 | PA      | $850879.40    | 0.19%             | 2032-08-16      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                              | BERRY GLOBAL ESCROW CORP                           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3042175.50   | 0.68%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 4           | CUSIP: 22535BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | PA      | $312107.16    | 0.07%             | 2030-10-15      | Fixed         | 1.26%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                               | CROWN CASTLE INTL CORP                             | CUSIP: 22823QNA5<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   3300000 | PA      | $3295072.28   | 0.73%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                                                             | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1270680.00   | 0.28%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                             | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2006478.18   | 0.45%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                           | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A2M2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742237.50    | 0.17%             | 2023-05-26      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 4           | CUSIP: 22535BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $291853.11    | 0.06%             | 2030-12-16      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                             | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $982872.86    | 0.22%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                                                               | CP EF ASSET SECURITIZATION I LLC                   | CUSIP: 12662AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214190 | PA      | $1194373.00   | 0.27%             | 2030-04-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY OKLA REVS                                                                            | UNIVERSITY OF OKLAHOMA THE                         | CUSIP: 91476PUU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $330082.20    | 0.07%             | 2024-07-01      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES TRUST                         | CUSIP: 36263XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $970935.31    | 0.22%             | 2026-05-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trusts                                                             | SPIRIT AIRLINES PTT 2015 1B                        | CUSIP: 84858EAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793021 | PA      | $749515.66    | 0.17%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                    | BX TRUST                                           | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2465000 | PA      | $2383589.68   | 0.53%             | 2036-10-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                         | INDIANA FINANCE AUTHORITY                          | CUSIP: 45506ECP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $428090.85    | 0.10%             | 2024-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD.                                                                                | STRATUS CLO 2021 3 LTD                             | CUSIP: 86315WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821000 | PA      | $792494.06    | 0.18%             | 2029-12-29      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| F.N.B. CORPORATION                                                                              | FNB CORP PA                                        | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2359866.96   | 0.53%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021 2      | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346237 | PA      | $345077.15    | 0.08%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                                                                 | FIRST CITIZENS BANCSHARE                           | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945360.00    | 0.21%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2020 2           | CUSIP: 38014RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663233 | PA      | $658693.09    | 0.15%             | 2025-06-16      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                                                         | ALEXANDER FUNDING TRUST                            | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1890320.00   | 0.42%             | 2023-11-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                           | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TXP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $99739.40     | 0.02%             | 2024-12-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV                                             | TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINAN | CUSIP: 87638QQV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $655802.70    | 0.15%             | 2024-09-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH REV                                                                   | COLORADO HEALTH FACILITIES AUTHORITY               | CUSIP: 19648FRX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $385397.04    | 0.09%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST                              | CUSIP: 40440YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1246630.78   | 0.28%             | 2031-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Syngenta Finance N.V.                                                                           | SYNGENTA FINANCE NV                                | CUSIP: 87164KAG9<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |   1725000 | PA      | $1673284.50   | 0.37%             | 2025-04-24      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST                            | CUSIP: 14314QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1926475 | PA      | $1852055.82   | 0.41%             | 2026-02-17      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                                   | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   2998000 | PA      | $2929855.46   | 0.65%             | 2199-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                              | ENERGY TRANSFER PART LP                            | CUSIP: 29277FN56<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998379.66   | 0.44%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                        | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 2    | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $910205.04    | 0.20%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                    | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2877960.00   | 0.64%             | 2199-12-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1083580.08   | 0.24%             | 2029-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                                | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   3418000 | PA      | $3390621.82   | 0.75%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                    | OVINTIV INC                                        | CUSIP: 69047KNB7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    350000 | PA      | $349428.22    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                     | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1000319.04   | 0.22%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                                 | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136889 | PA      | $135931.90    | 0.03%             | 2028-02-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $766543.78    | 0.17%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC           | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1859720.00   | 0.41%             | 2024-12-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                                     | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994150.00    | 0.22%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 34660DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981680.41    | 0.22%             | 2027-06-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| SPRINT LLC                                                                                      | SPRINT CORP                                        | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029860.00   | 0.45%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY.                                                        | PEOPLE S UNITED BANK NA                            | CUSIP: 71270QEB8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980130.00    | 0.22%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                    | FORD CREDIT AUTO LEASE TRUST 2022 A                | CUSIP: 34528LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $624716.51    | 0.14%             | 2025-08-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                   | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905770.00    | 0.20%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                                     | WESTERN DIGITAL CORP                               | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470375.00    | 0.10%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974714.53    | 0.22%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| WPX ENERGY, INC.                                                                                | WPX ENERGY INC                                     | CUSIP: 98212BAG8<br>LEI: ZXZE9GCS2BB547GJW219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495220.00    | 0.11%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4996875.00   | 1.11%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                      | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981060.00    | 0.22%             | 2024-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Leviathan Bond LTD                                                                              | LEVIATHAN BOND LTD                                 | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    500000 | PA      | $497908.00    | 0.11%             | 2023-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST 2022 5         | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003552.99   | 0.22%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                              | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868570.00    | 0.19%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HEALTH & HIGHER EDL FACS AUTH REV                                                   | MARYLAND HEALTH HIGHER EDUCATIONAL FACILITIES AU   | CUSIP: 57421CDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $885899.00    | 0.20%             | 2026-01-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                  | VAR ENERGI ASA                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2334000 | PA      | $2374728.30   | 0.53%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                         | INDIANA FINANCE AUTHORITY                          | CUSIP: 45506ECQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $525298.89    | 0.12%             | 2025-03-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST             | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627124 | PA      | $619268.85    | 0.14%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                           | BOSTON PROPERTIES LP                               | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032710.00   | 0.23%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                    | DRIVE AUTO RECEIVABLES TRUST                       | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25455 | PA      | $25420.37     | 0.01%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1923906.26   | 0.43%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                    | DRIVE AUTO RECEIVABLES TRUST                       | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453271 | PA      | $449662.54    | 0.10%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797784 | PA      | $784654.34    | 0.17%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                 | STWD TRUST                                         | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $962559.15    | 0.21%             | 2036-11-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                                                  | SMRT 2022 MINI                                     | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $959684.23    | 0.21%             | 2024-01-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920265.22    | 0.20%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST                                                                                        | STATE OF TEXAS                                     | CUSIP: 882724GU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $493943.50    | 0.11%             | 2023-10-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                                  | CONN S RECEIVABLES FUNDING 2021 A LLC              | CUSIP: 20825GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983210.02    | 0.22%             | 2026-05-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                          | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $763007.64    | 0.17%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                        | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997160.00    | 0.22%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                                  | WALGREENS BOOTS ALLIANCE INC                       | CUSIP: 93142XNP2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | STIV             | CORP              | US        |   3800000 | PA      | $3787984.40   | 0.84%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                       | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1428735.00   | 0.32%             | 2199-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                 | STWD TRUST                                         | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $953700.85    | 0.21%             | 2036-11-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                        | HCA INC                                            | CUSIP: 197679AB9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012320.00   | 0.23%             | 2023-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POSCO Co., Ltd.                                                                                 | POSCO                                              | CUSIP: 73730EAA1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $965300.00    | 0.21%             | 2025-08-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| XPO ESCROW SUB, LLC                                                                             | XPO ESCROW SUB LLC                                 | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504515.00    | 0.11%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV                                | MET GOVT NASHVILLE DAVIDSONCNTY TN SPORTS AUTH     | CUSIP: 592090GB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $565741.20    | 0.13%             | 2024-08-01      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| TIAA FSB HOLDINGS, INC.                                                                         | TIAA FSB HOLDINGS INC                              | CUSIP: 29977GAB8<br>LEI: 549300ZSQX8IP0RAE826 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747060.00    | 0.17%             | 2026-03-15      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC.                                                                        | DARLING INGREDIENTS INC                            | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2438450.00   | 0.54%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                        | CENTERPOINT ENERGY                                 | CUSIP: 1518T3N32<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | STIV             | CORP              | US        |   4400000 | PA      | $4397777.52   | 0.98%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                                     | DCP MIDSTREAM OPERATING                            | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487815.00    | 0.11%             | 2043-05-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                                  | CONN S RECEIVABLES FUNDING 2022 A LLC              | CUSIP: 20825YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771042 | PA      | $769808.50    | 0.17%             | 2026-12-15      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                            | CADILLAC FAIRVIEW PRP TR                           | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $915230.00    | 0.20%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                             | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $892670.00    | 0.20%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                              | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64966WGW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $240000.00    | 0.05%             | 2023-01-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA MUN FIN AUTH REV                                                                     | CALIFORNIA MUNICIPAL FINANCE AUTHORITY             | CUSIP: 13048VZM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $474411.47    | 0.11%             | 2024-02-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                           | DOMINION RESOURCES INC                             | CUSIP: 2574P1NB4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | STIV             | CORP              | US        |   1600000 | PA      | $1597556.80   | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP REV                                                   | HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANC | CUSIP: 414009NQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $575668.80    | 0.13%             | 2024-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                                     | TYCO ELECTRONICS GRP SA                            | CUSIP: 90212JN33<br>LEI: C33G1C5SYE2YM95EE712 | Long             | STIV             | CORP              | LU        |   4300000 | PA      | $4297828.97   | 0.96%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                            | ONEMAIN FINANCE CORP                               | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502640.00    | 0.11%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                       | BPR TRUST 2021 TY                                  | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $935773.11    | 0.21%             | 2023-09-23      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass Through Trusts                                                                  | AIR CANADA 2015 2 CLASS B PASS THROUGH TRUST       | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196666 | PA      | $189031.54    | 0.04%             | 2025-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RCZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987878.35    | 0.22%             | 2024-09-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                           | FREEPORT MCMORAN INC                               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972850.00    | 0.22%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886078 | PA      | $865051.31    | 0.19%             | 2032-05-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2019 4                  | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $913751.56    | 0.20%             | 2027-03-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                        | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE            | CUSIP: 13080SZB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1201065.08   | 0.27%             | 2030-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                      | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    673875 | NS      | $673875.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST 2020 1                       | CUSIP: 40438FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989031.91    | 0.22%             | 2030-02-20      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                                               | DELTA AIR LINES 2020 AA                            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850515 | PA      | $725565.97    | 0.16%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RCY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1483723.41   | 0.33%             | 2024-09-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM 2014 277P MORTGAGE TRUST                      | CUSIP: 12592FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2839088.61   | 0.63%             | 2049-08-10      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 1       | CUSIP: 96042WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $963277.02    | 0.21%             | 2027-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                        | SCE RECOVERY FUNDING LLC                           | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1732651 | PA      | $1445775.87   | 0.32%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                    | OVINTIV INC                                        | CUSIP: 69047KN43<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3997303.88   | 0.89%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                      | FLAGSHIP CREDIT AUTO TRUST 2021 4                  | CUSIP: 33845AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940092.97    | 0.21%             | 2027-02-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                                    | ENCINA EQUIPMENT FINANCE 2022 1 LLC                | CUSIP: 29252VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $948766.80    | 0.21%             | 2028-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                          | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAD7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2282284.33   | 0.51%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                           | ASHTEAD CAPITAL INC                                | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3216362.25   | 0.72%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GENERAL HOLDINGS CORP.                                                                 | NATIONAL GENERAL HLDG CO                           | CUSIP: 636220AB1<br>LEI: 549300HUE7OCQI86BK16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007990.00   | 0.22%             | 2024-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP, LP                                                  | RETAIL OPPORTUNITY IN                              | CUSIP: 76132FAA5<br>LEI: 549300KH0PNTJK9NTE57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985030.00    | 0.22%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                          | JOHN DEERE OWNER TRUST                             | CUSIP: 47789QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1416786.74   | 0.32%             | 2026-03-16      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                            | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAE2<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2794680.00   | 0.62%             | 2023-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                     | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $888808.86    | 0.20%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| F.N.B. CORPORATION                                                                              | FNB CORP PA                                        | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444924.00    | 0.10%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                             | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $645931.75    | 0.14%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                            | VICI PROPERTIES NOTE                               | CUSIP: 92564RAC9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    864000 | PA      | $817248.96    | 0.18%             | 2025-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                                 | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431315.00    | 0.10%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1442264.48   | 0.32%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                             | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242946 | PA      | $239690.72    | 0.05%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                    | WORLD OMNI SELECT AUTO TRUST 2021 A                | CUSIP: 98163HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1928993.04   | 0.43%             | 2027-03-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                           | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019 2       | CUSIP: 96041LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992309.59    | 0.22%             | 2025-04-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                          | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC           | CUSIP: 03236VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478358 | PA      | $453975.89    | 0.10%             | 2027-10-20      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                            | CONAGRA BRANDS INC                                 | CUSIP: 20600HN34<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3997891.56   | 0.89%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002057.15   | 0.22%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990980.00    | 0.22%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| THE PRUDENTIAL INSURANCE COMPANY OF AMERICA                                                     | PRUDENTIAL INSURANCE CO OF AMERICA THE             | CUSIP: 743917AH9<br>LEI: X574KRZ6V5A7UBU45C31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1063210.00   | 0.24%             | 2025-07-01      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                 | WFRBS COMMERCIAL MORTGAGE TRUST 2013 C12           | CUSIP: 92937FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1988755.18   | 0.44%             | 2048-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                 | SBA TOWER TRUST                                    | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $706887.75    | 0.16%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981090.92    | 0.22%             | 2031-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                           | DOMINION RESOURCES INC                             | CUSIP: 2574P1NH1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2494228.75   | 0.56%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2021 1                  | CUSIP: 501683AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940947.16    | 0.21%             | 2026-11-16      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| AMTRUST FINANCIAL SERVICES, INC.                                                                | AMTRUST FINANCIAL SERVICES INC                     | CUSIP: 032359AE1<br>LEI: 549300SNNS1GRWBTGA28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1458810.00   | 0.32%             | 2023-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REV                                                                       | STATE OF ILLINOIS SALES TAX REVENUE                | CUSIP: 452227SL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $940356.00    | 0.21%             | 2024-06-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                          | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $240703.84    | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                                            | AMPHENOL CORP                                      | CUSIP: 03209MN34<br>LEI: 549300D3L3G0R4U4VT04 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3498267.89   | 0.78%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                                                          | GRAY OAK PIPELINE LLC                              | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    833000 | PA      | $808917.97    | 0.18%             | 2023-09-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                                                                    | TCF NATIONAL BANK                                  | CUSIP: 87227RQE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1931640.00   | 0.43%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                                | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAA4<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    319000 | PA      | $319571.01    | 0.07%             | 2029-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                      | CPS AUTO RECEIVABLES TRUST 2022 A                  | CUSIP: 12659WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $768405.21    | 0.17%             | 2029-04-16      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                     | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $971967.57    | 0.22%             | 2037-10-15      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                  | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872639 | PA      | $849089.97    | 0.19%             | 2036-10-18      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                       | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428571 | PA      | $425824.01    | 0.09%             | 2032-02-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Syngenta Finance N.V.                                                                           | SYNGENTA FINANCE NV                                | CUSIP: 87164KAH7<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $995820.00    | 0.22%             | 2023-04-24      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000065.50   | 0.22%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                              | NEWELL BRANDS INC                                  | CUSIP: 65120NNA1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | STIV             | CORP              | US        |   1300000 | PA      | $1298055.99   | 0.29%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                             | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019 SMRT      | CUSIP: 29429MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486655.61    | 0.11%             | 2036-01-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                  | ELEMENT FLEET MANAGEMENT                           | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $378476.00    | 0.08%             | 2024-04-06      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                               | RADIAN GROUP INC                                   | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2410739.42   | 0.54%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                            | BAYPORT POLYMERS LLC                               | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929560.00    | 0.21%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                             | COMM 2014 277P MORTGAGE TRUST                      | CUSIP: 12592FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | PA      | $305064.32    | 0.07%             | 2049-08-10      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| US Airways Pass Through Trusts                                                                  | US AIRWAYS 2013 1 CLASS A Ptt                      | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286715 | PA      | $258258.39    | 0.06%             | 2027-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                             | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975560.00    | 0.22%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                                                    | FULTON FINANCIAL CORP                              | CUSIP: 360271AL4<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940750.00    | 0.21%             | 2030-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                          | SPRINT SPECTRUM CO LLC                             | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185750 | PA      | $1170607.97   | 0.26%             | 2029-09-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                 | WESTERN MIDSTREAM OPERAT                           | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1892440.00   | 0.42%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                 | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $954847.53    | 0.21%             | 2026-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                     | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    948000 | PA      | $908174.52    | 0.20%             | 2024-07-26      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                                     | WEST FRASER TIMBER CO                              | CUSIP: 952845AE5<br>LEI: 5493005WD1ZK6WBVR988 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $967660.00    | 0.22%             | 2024-10-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                         | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443730.00    | 0.10%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                          | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAC5<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $945328.65    | 0.21%             | 2026-04-10      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Bharti Airtel International (Netherlands) B.V.                                                  | BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV         | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $994460.00    | 0.22%             | 2024-05-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                              | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAQ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $969880.00    | 0.22%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                          | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $868983.20    | 0.19%             | 2052-02-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                  | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1311900.00   | 0.29%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1950312.50   | 0.43%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                                  | WALGREENS BOOTS ALLIANCE INC                       | CUSIP: 93142XNC1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | STIV             | CORP              | US        |    576000 | PA      | $575029.26    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                         | SCF EQUIPMENT TRUST LIC                            | CUSIP: 784034AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341329 | PA      | $335597.03    | 0.07%             | 2026-04-20      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                             | ANTARES HOLDINGS                                   | CUSIP: 03666HAA9<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1518898.62   | 0.34%             | 2023-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP MED FACS REV                                          | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP MED FACS | CUSIP: 414008CL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $653757.08    | 0.15%             | 2023-11-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                           | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762000 | PA      | $730716.91    | 0.16%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                                      | ALLIANT ENERGY                                     | CUSIP: 01880SN31<br>LEI: 5493009ML300G373MZ12 | Long             | STIV             | CORP              | US        |   4400000 | PA      | $4397778.48   | 0.98%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                     | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $978552.30    | 0.22%             | 2026-07-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708862 | PA      | $692405.04    | 0.15%             | 2032-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                     | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009710.00   | 0.22%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                 | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $646575.00    | 0.14%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                  | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $871773.80    | 0.19%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14686UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276500 | PA      | $274305.57    | 0.06%             | 2025-01-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                                                 | MPT OPER PARTNERSHIP FINL                          | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2103750.00   | 0.47%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                           | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1843320.00   | 0.41%             | 2025-01-07      | Fixed         | 1.72%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                            | MURPHY OIL USA INC                                 | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970060.00    | 0.22%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46639JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160699 | PA      | $159985.16    | 0.04%             | 2047-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                  | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362449 | PA      | $341616.89    | 0.08%             | 2029-02-26      | Fixed         | 0.76%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                              | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $533398.92    | 0.12%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| TEGNA INC.                                                                                      | TEGNA INC                                          | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946980.00   | 0.43%             | 2026-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                            | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $852165.71    | 0.19%             | 2038-12-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                     | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339CN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $934032.30    | 0.21%             | 2026-07-21      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING, LLC                                                          | ENTERGY TEXAS RESTORATION FUNDING II LLC           | CUSIP: 29366NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585249 | PA      | $557104.00    | 0.12%             | 2028-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA MUN FIN AUTH REV                                                                     | CALIFORNIA MUNICIPAL FINANCE AUTHORITY             | CUSIP: 13048VZL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $996831.00    | 0.22%             | 2023-02-01      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                                                                | VEON HOLDINGS BV                                   | CUSIP: EJ5489194<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $908810.00    | 0.20%             | 2023-02-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                                               | SALES TAX SECURITIZATION CORP                      | CUSIP: 79467BDV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1750000.00   | 0.39%             | 2023-01-01      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $942529.04    | 0.21%             | 2027-05-17      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| GARDENA CALIF PENSION OBLIG                                                                     | CITY OF GARDENA CA                                 | CUSIP: 365471AC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $560133.09    | 0.12%             | 2023-04-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                        | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987027.84    | 0.22%             | 2027-10-13      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                                  | SYNCHRONY BANK                                     | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986500.00    | 0.22%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                             | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202000 | PA      | $199522.71    | 0.04%             | 2028-12-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022 1 LLC    | CUSIP: 70410DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $980990.86    | 0.22%             | 2028-02-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                                     | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $746310.00    | 0.17%             | 2023-04-15      | Fixed         | 4.38%                 | 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        |    673875 | NS      | $673875.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                            | ERAC USA FIN                                       | CUSIP: 26882SN44<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999367.64    | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                              | HARBOUR ENERGY PLC                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1342155.00   | 0.30%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                        | U S TREASURY NOTE                                  | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4000312.52   | 0.89%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                         | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582331 | PA      | $542777.60    | 0.12%             | 2050-02-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| ASSOCIATION OF AMERICAN MEDICAL COLLEGES                                                        | AMERICAN MEDICAL COLLEGE                           | CUSIP: 04609QAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $702121.70    | 0.16%             | 2024-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                                                      | EQM MIDSTREAM PARTNERS LP                          | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    324000 | PA      | $311772.24    | 0.07%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV                                             | TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINAN | CUSIP: 87638QQU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $510353.55    | 0.11%             | 2023-09-01      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                                 | ONTARIO TEACHERS FINANC                            | CUSIP: 68329AAG3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $968020.00    | 0.22%             | 2023-09-29      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                 | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499915.00    | 0.11%             | 2023-01-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                                     | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $974980.00    | 0.22%             | 2025-08-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Continental Airlines                                                                            | CONTINENTAL AIR 2012 1 CLASS A PTT                 | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532422 | PA      | $513377.44    | 0.11%             | 2025-10-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                                                | ORIX CORP                                          | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $994870.00    | 0.22%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                  | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    673875 | NS      | $673875.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LUBBOCK TEX WTR & WASTEWATER SYS REV                                                            | LUBBOCK TX WATER WASTEWATER SYSTEM                 | CUSIP: 549233BW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $726063.00    | 0.16%             | 2024-02-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                              | UNITED AIR 2020 1 B PTT                            | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261366 | PA      | $246044.73    | 0.05%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                                | ARCELORMITTAL SA                                   | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1511865.00   | 0.34%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586956 | PA      | $586721.22    | 0.13%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| PARK CREEK MET DIST COLO REV                                                                    | PARK CREEK CO MET DIST REVENUE                     | CUSIP: 700387HG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $683093.60    | 0.15%             | 2023-12-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Cadence Bank                                                                                    | CADENCE BANCORP                                    | CUSIP: 12739AAA8<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1755184.24   | 0.39%             | 2029-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                                      | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $961660.00    | 0.21%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022 1           | CUSIP: 22534LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $965745.27    | 0.21%             | 2032-08-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS, INC.                                                                             | LITHIA MOTORS INC                                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1821740.00   | 0.41%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                               | CROWN CASTLE INTL CORP                             | CUSIP: 22823QN98<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |    850000 | PA      | $848847.07    | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARYLAND ST HEALTH & HIGHER EDL FACS AUTH REV                                                   | MARYLAND HEALTH HIGHER EDUCATIONAL FACILITIES AU   | CUSIP: 57421CDG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $919744.00    | 0.20%             | 2025-01-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                                             | SOUTHWESTERN PUBLIC SERVICE CO                     | CUSIP: 84574UN33<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | STIV             | CORP              | US        |   4400000 | PA      | $4397778.48   | 0.98%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                                | NMEF FUNDING 2022 A LLC                            | CUSIP: 62920KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987547 | PA      | $956495.09    | 0.21%             | 2028-10-16      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                                     | SOUTH JERSEY TRANSPORTATION AUTHORITY              | CUSIP: 838536LT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $679775.25    | 0.15%             | 2025-11-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corporation                                                                       | UMB FINANCIAL CORP                                 | CUSIP: 902788AA6<br>LEI: 549300MGEH3N3CUCV828 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920760.00    | 0.20%             | 2030-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONE GAS, INC.                                                                                   | ONE GAS INC                                        | CUSIP: 68236BN53<br>LEI: 549300HXDWI0LATTX840 | Long             | STIV             | CORP              | US        |   4300000 | PA      | $4296700.48   | 0.96%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                                     | S JERSEY NJ TRANSPRTN AUTH TRANSPRTN SYS REVENUE   | CUSIP: 838536JV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $394211.73    | 0.09%             | 2025-11-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                                         | NISSAN AUTO LEASE TRUST 2020 B                     | CUSIP: 65480EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8503 | PA      | $8492.00      | 0.00%             | 2023-10-16      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                                                                 | FIAT CHRYSLER AUTOMOBILES NV                       | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $499030.00    | 0.11%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAPIO-MISSOURI RIV NAT RES DIST NEB                                                             | PAPIO MISSOURI RIVER NATURAL RESOURCE DISTRICT     | CUSIP: 698874EM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $517329.26    | 0.12%             | 2024-12-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                           | HPEFS EQUIPMENT TRUST                              | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $941979.28    | 0.21%             | 2031-03-20      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                                                          | MURPHY OIL CORP                                    | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1626270.10   | 0.36%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST                                                               | SANTANDER RETAIL AUTO LEASE TRUST 2020 B           | CUSIP: 80286RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475848.73    | 0.11%             | 2024-12-20      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                                      | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAJ0<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970750.00    | 0.22%             | 2025-03-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO ILL O HARE INTL ARPT REV                                                                | CHICAGO IL O HARE INTERNATIONAL ARPT REVENUE       | CUSIP: 167593S52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165000.00    | 0.04%             | 2023-01-01      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                                                        | FIRST FINANCIAL BANCORP                            | CUSIP: 320209AA7<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967680.00    | 0.22%             | 2025-08-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $956484.90    | 0.21%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $478547.64    | 0.11%             | 2026-04-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| QORVO, INC.                                                                                     | QORVO INC                                          | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1545422.00   | 0.34%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                              | NEWELL BRANDS INC                                  | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2602105.00   | 0.58%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                               | AIRCASTLE LTD                                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $470740.00    | 0.10%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                                  | MERCEDES BENZ AUTO LEASE TRUST                     | CUSIP: 58769EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179353 | PA      | $178970.92    | 0.04%             | 2023-11-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                           | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TXN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $180321.54    | 0.04%             | 2023-12-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                  | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493006 | PA      | $479967.58    | 0.11%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                      | CPS AUTO RECEIVABLES TRUST 2022 D                  | CUSIP: 12663UAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1515630.87   | 0.34%             | 2029-01-16      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                                          | BUCKEYE PARTNERS LP                                | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493240.00    | 0.11%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                                        | NATURE CONSERVANCY THE                             | CUSIP: 63902HAG4<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $607451.00    | 0.14%             | 2024-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                            | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000066.20   | 0.22%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                           | CANADIAN PACER AUTO RECEIVABLES TRUST              | CUSIP: 13646BAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997091.53    | 0.22%             | 2025-07-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                           | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    673875 | NS      | $673875.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| YPSILANTI MICH SCH DIST                                                                         | YPSILANTI MI SCH DIST                              | CUSIP: 987864PS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $487436.58    | 0.11%             | 2024-05-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                      | PRUDENTIAL FINANCIAL                               | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2327555.00   | 0.52%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22535KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268577 | PA      | $268154.88    | 0.06%             | 2029-01-16      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                           | AIR LEASE CORP                                     | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998220.00   | 0.44%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                                                           | CLEVELAND CLIFFS INC                               | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004050.00   | 0.22%             | 2026-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                      | CPS AUTO RECEIVABLES TRUST 2019 C                  | CUSIP: 12596UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359820 | PA      | $357863.76    | 0.08%             | 2025-06-16      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| ALEDO TEX INDPT SCH DIST                                                                        | ALEDO TX INDEP SCH DIST                            | CUSIP: 014464XN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $236815.25    | 0.05%             | 2024-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                            | FS KKR CAPITAL CORP                                | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $1797433.44   | 0.40%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                          | STANDARD CHARTERED PLC                             | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1031520.00   | 0.23%             | 2025-11-16      | Fixed         | 7.78%                 | Yes           |                  2 | On Loan: No      |
| TIAA FSB HOLDINGS, INC.                                                                         | TIAA FSB HOLDINGS INC                              | CUSIP: 29977GAA0<br>LEI: 549300ZSQX8IP0RAE826 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982900.00    | 0.22%             | 2025-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                                      | MILEAGE PLUS HLDINGS LLC                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900058 | PA      | $896772.79    | 0.20%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                     | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988989.30    | 0.22%             | 2026-11-15      | Fixed         | 7.44%                 | Yes           |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTG PUR                                                                       | MAINE ST HSG AUTH MTGE PURCHASE                    | CUSIP: 56052FUE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $534062.40    | 0.12%             | 2026-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                                | NMEF FUNDING 2022 B LLC                            | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996929.48    | 0.22%             | 2029-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                     | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1710225.49   | 0.38%             | 2037-10-15      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                      | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332801 | PA      | $328121.25    | 0.07%             | 2025-07-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                             | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1586388.68   | 0.35%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                           | CANADIAN PACER AUTO RECEIVABLES TRUST              | CUSIP: 13645YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1156000 | PA      | $1119336.07   | 0.25%             | 2025-07-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                                            | GENTING NY LLC GENNY CAP                           | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $438795.00    | 0.10%             | 2026-02-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                  | HYUNDAI AUTO RECEIVABLES TRUST 2020 C              | CUSIP: 44891RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639544 | PA      | $621416.46    | 0.14%             | 2025-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                               | CREDIT ACCEPTANCE AUTO LOAN TRUST 2020 2           | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465162 | PA      | $460484.46    | 0.10%             | 2029-07-16      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                  | MORGAN STANLEY                                     | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1863540.00   | 0.41%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                         | CARMAX AUTO OWNER TRUST                            | CUSIP: 14316HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677701 | PA      | $658045.31    | 0.15%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STATE PUB SCH BLDG AUTH PA LEASE REV                                                            | STATE PUBLIC SCHOOL BUILDING AUTHORITY             | CUSIP: 85732GWC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $470207.00    | 0.10%             | 2025-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46640JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $982079.34    | 0.22%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                           | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1392000 | PA      | $1403525.76   | 0.31%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547765 | PA      | $514210.81    | 0.11%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                  | VAR ENERGI ASA                                     | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $942530.00    | 0.21%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                        | BX TRUST                                           | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $947542.00    | 0.21%             | 2039-01-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                           | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A2Q3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482810.00    | 0.11%             | 2023-10-13      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                            | GALAXY PIPELINE ASSETS                             | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    405995 | PA      | $376158.43    | 0.08%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NEWMARK GROUP, INC.                                                                             | NEWMARK GROUP INC                                  | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $794296.00    | 0.18%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD.                                                                                | STRATUS CLO 2021 3 LTD                             | CUSIP: 86315WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905199 | PA      | $892868.48    | 0.20%             | 2029-12-29      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021 1 LLC    | CUSIP: 704100AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1324907 | PA      | $1263302.09   | 0.28%             | 2027-07-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                              | F G GLOBAL FUNDING                                 | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977800.00    | 0.22%             | 2025-07-07      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                    | DRIVE AUTO RECEIVABLES TRUST                       | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708000 | PA      | $693869.09    | 0.15%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                  | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567929 | PA      | $526187.10    | 0.12%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                      | LAD AUTO RECEIVABLES TRUST 2021 1                  | CUSIP: 501683AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406567 | PA      | $394566.41    | 0.09%             | 2026-08-17      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                     | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1395434.55   | 0.31%             | 2026-10-15      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| DENVER COLO CITY & CNTY HSG AUTH REV                                                            | DENVER CITY CNTY CO HSG AUTH REVENUE               | CUSIP: 24917RAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $709646.25    | 0.16%             | 2024-06-01      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                             | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $885390.00    | 0.20%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Pearl Second Merger Sub LLC                                                                     | PARSLEY ENERGY LLC                                 | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1867380.00   | 0.42%             | 2028-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                      | CONSTELLATION BRANDS INC                           | CUSIP: 21037DN34<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |    800000 | PA      | $799569.42    | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAA5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919730.00    | 0.20%             | 2024-09-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| KNDL KNSQ MORTGAGE TRUST                                                                        | KNDL MORTGAGE TRUST                                | CUSIP: 482598AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491089.91    | 0.11%             | 2036-05-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAG2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915330.00    | 0.20%             | 2024-11-22      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| HILLSBOROUGH CNTY FLA INDL DEV AUTH HOSP REV                                                    | HILLSBOROUGH COUNTY INDUSTRIAL DEVELOPMENT AUTHORI | CUSIP: 43233AFH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1159438.75   | 0.26%             | 2025-08-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                          | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC           | CUSIP: 03236VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541000 | PA      | $489341.18    | 0.11%             | 2028-01-20      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer