# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001752724-23-074175
**Filing Date:** 2023-3
**Character Count:** 349967
**Document Hash:** fed4a4efcdee42e849242b0827f456c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-074175.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-074175

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 23779317

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

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

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

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

## Series and Classes Contracts Data

### Intermediate-Term Bond Fund (Series ID: S000012902)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000034871 | Intermediate-Term Bond Fund Shares               | USIBX           |
| C000066840 | Intermediate-Term Bond Fund Institutional Shares | UIITX           |
| C000175750 | Intermediate-Term Bond Fund R6 Shares            | URIBX           |
| C000220613 | Intermediate-Term Bond Fund Class A              | UITBX           |
| C000220614 | Intermediate-Term Bond Fund Class C              | UITCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

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

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

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

- **b. EDGAR series identifier (if any):** S000012902

- **c. LEI of Series:** 5493002WB6DHNEK4HM51

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3103343701.95

**Total Liabilities:** $42403460.04

**Net Assets:** $3060940241.91

**Cash Not Reported:** $17162625.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3826.92958023 | **1-Year:** -96736.28115642 | **5-Year:** -315071.23706344 | **10-Year:** -410988.04774275 | **30-Year:** -92230.31996687

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

- **3-Month:** -363.77927642 | **1-Year:** -15991.01668131 | **5-Year:** -44307.13920907 | **10-Year:** -29926.96086353 | **30-Year:** -90.77727175

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034871 | 3.52%                | -0.44%               | 3.79%                |
| Class ID C000220614 | 3.45%                | -0.52%               | 3.72%                |
| Class ID C000066840 | 3.52%                | -0.44%               | 3.80%                |
| Class ID C000220613 | 3.50%                | -0.47%               | 3.77%                |
| Class ID C000175750 | 3.54%                | -0.42%               | 3.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14611611.56            | $100101431.68                              |
| Month 2  | $-7642588.23             | $-12020993.33                              |
| Month 3  | $-10001222.80            | $106041015.56                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL I TRUST                                                          | MORGAN STANLEY CAPITAL I TRUST 2021 PLZA           | CUSIP: 61773PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $1992796.14   | 0.07%             | 2031-11-09      | Variable      | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd.                                                                        | SANDS CHINA LTD                                    | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1674800.00   | 0.05%             | 2031-08-08      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                              | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1708875.00   | 0.06%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                        | OLIN CORP                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945200.00    | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46639JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2218444.97   | 0.07%             | 2047-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING COMPANY INC.                                                           | GRAHAM PACKAGING CO INC                            | CUSIP: 38469EAD5<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    461275 | PA      | $458969.04    | 0.01%             | 2027-08-04      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                             | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2959255.50   | 0.10%             | 2026-07-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                              | LAD AUTO RECEIVABLES TRUST 2021 1                  | CUSIP: 501683AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2280546.53   | 0.07%             | 2027-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3869720 | PA      | $3785248.10   | 0.12%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA                                                                         | PHILADELPHIA PA                                    | CUSIP: 717813XZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $880002.00    | 0.03%             | 2029-07-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AUSTIN FAIRMONT HOTEL TRUST                                                             | AUSTIN FAIRMONT HOTEL TRUST                        | CUSIP: 05223HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3585000 | PA      | $3455034.54   | 0.11%             | 2032-09-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                               | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2520180.00   | 0.08%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL, INC.                                                    | SCIENTIFIC GAMES INTERNATIONAL INC                 | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    990013 | PA      | $986299.98    | 0.03%             | 2029-04-16      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                              | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1161696.00   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PITTSBURGH PA PUB PKG AUTH PKG REV                                                      | PUBLIC PARKING AUTHORITY OF PITTSBURGH             | CUSIP: 725259MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $633012.93    | 0.02%             | 2028-12-01      | Fixed         | 2.23%                 | 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        |   3000000 | PA      | $2886258.42   | 0.09%             | 2026-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                      | MANHATTAN WEST 2020 1MW                            | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4251622.30   | 0.14%             | 2040-09-10      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS, INC.                                                                     | LITHIA MOTORS INC                                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1490282.50   | 0.05%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                  | HILCORP ENERGY I LP HILCORP FINANCE CO             | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923590.00    | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC CITY N J                                                                       | CITY OF ATLANTIC CITY NJ                           | CUSIP: 048339WD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2525000 | PA      | $2454845.40   | 0.08%             | 2025-09-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                   | HPEFS EQUIPMENT TRUST 2021 2                       | CUSIP: 40441JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4531000 | PA      | $4233399.57   | 0.14%             | 2029-03-20      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                                      | KOHL S CORP                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1853725.00   | 0.06%             | 2031-05-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                            | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5111137.50   | 0.17%             | 2199-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EASTERN MAINE HEALTHCARE SYSTEMS                                                        | EASTERN MAINE HEALTHCARE SYSTEMS                   | CUSIP: 276682AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10645000 | PA      | $10187797.25  | 0.33%             | 2026-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                                             | RESORTS WORLD LAS VEGAS LLC                        | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $10043670.00  | 0.33%             | 2031-04-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                          | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $1985387.76   | 0.06%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO LTD                                                                          | AB BSL CLO 1 LTD                                   | CUSIP: 00038KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2931159.00   | 0.10%             | 2035-01-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                       | CHOICE HOTELS INTERNATIONAL INC                    | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3547360.00   | 0.12%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST 2021 3                     | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2760000 | PA      | $2464348.77   | 0.08%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                               | SCF EQUIPMENT LEASING 2021 1 LLC                   | CUSIP: 783897AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $452540.49    | 0.01%             | 2029-08-20      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                                              | BIO RAD LABORATORIES INC                           | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2724570.00   | 0.09%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3338559.09   | 0.11%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Becle, S.A.B. de C.V.                                                                   | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2418030.00   | 0.08%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                   | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   3529000 | PA      | $3617048.55   | 0.12%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05608MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 144200000 | PA      | $5940189.22   | 0.19%             | 2042-11-10      | Variable      | 0.70%                 | Yes           |                  2 | On Loan: No      |
| TRIMARAN CLO LTD.                                                                       | TRIMARAN ADVISORS CAVU 2019 1                      | CUSIP: 89624CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6864431.00   | 0.22%             | 2032-07-20      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON TEX ARPT SYS REV                                                                | CITY OF HOUSTON TX AIRPORT SYSTEM REVENUE          | CUSIP: 442349ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1673138.00   | 0.05%             | 2031-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                       | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5465000 | PA      | $4007484.50   | 0.13%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV                                          | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 57420NCQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1231361.88   | 0.04%             | 2030-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | 30 YEAR US TREASURY BOND FUTURE MAR23              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       660 | NC      | $2971691.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX ARIZ CIVIC IMPT CORP EXCISE TAX REV                                             | CITY OF PHOENIX CIVIC IMPROVEMENT CORP             | CUSIP: 71884AH51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1686480.00   | 0.06%             | 2029-07-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2233000 | PA      | $1970879.07   | 0.06%             | 2028-08-15      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD.                                                                        | STRATUS CLO 2021 3 LTD                             | CUSIP: 86315WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2259000 | PA      | $2201985.10   | 0.07%             | 2029-12-29      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| SK hynix Inc.                                                                           | SK HYNIX INC                                       | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   3036000 | PA      | $3078504.00   | 0.10%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| CHASE AUTO CREDIT LINKED NOTES                                                          | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1525583 | PA      | $1437624.38   | 0.05%             | 2029-02-26      | Fixed         | 1.01%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                               | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020 B   | CUSIP: 802830AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2402703.73   | 0.08%             | 2026-04-15      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4196300.00   | 0.14%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA BRD REGENTS UNIV ARIZ SYS REV                                                   | UNIVERSITY OF ARIZONA THE                          | CUSIP: 040484YD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3070000 | PA      | $2550648.10   | 0.08%             | 2030-06-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                   | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2321790.00   | 0.08%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                                    | FERGUSON FINANCE PLC                               | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3804680.00   | 0.12%             | 2032-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                     | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST     | CUSIP: 86359LPL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688511 | PA      | $645919.05    | 0.02%             | 2035-07-19      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                   | DELTA AIR LINES 2020 A                             | CUSIP: 247361ZW1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4257565 | PA      | $3611138.87   | 0.12%             | 2029-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                            | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2408880.00   | 0.08%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS, INC.                                                     | FOUNDATION BUILDING MATERIALS INC                  | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    492500 | PA      | $477212.80    | 0.02%             | 2028-01-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                              | CSMC 2020 WEST A                                   | CUSIP: 12655QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2010271.05   | 0.07%             | 2035-02-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                                                        | PROOFPOINT INC                                     | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1454602.05   | 0.05%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| US Airways Pass Through Trusts                                                          | US AIRWAYS 2010 1 CLASS A Ptt                      | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1287845 | PA      | $1279538.06   | 0.04%             | 2024-10-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG (New York Branch)                                                      | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10500000 | PA      | $8302035.00   | 0.27%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                               | AT T INC                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2375550.00   | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                          | MARATHON PETROLEUM CORP                            | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896930.00    | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                             | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $829495.99    | 0.03%             | 2024-09-23      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                       | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $181352.50    | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                       | FEDEX CORP                                         | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2459520.00   | 0.08%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                       | PROGRESS RESIDENTIAL 2021 SFR4                     | CUSIP: 74333EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2217555.43   | 0.07%             | 2038-05-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS, INC.                                                                   | ASSUREDPARTNERS INC                                | CUSIP: 04621HAU7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    498750 | PA      | $498336.04    | 0.02%             | 2027-02-13      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                                | VOYA CLO 2015 3 LTD                                | CUSIP: 92913UAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1175471.25   | 0.04%             | 2031-10-20      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                          | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1877777 | PA      | $1800255.33   | 0.06%             | 2028-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $15091015.63  | 0.49%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                | TRINITY RAIL LEASING L P                           | CUSIP: 89656GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940293 | PA      | $813417.38    | 0.03%             | 2051-07-19      | Variable      | 2.26%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                           | NETFLIX INC                                        | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2078391.00   | 0.07%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                          | ILPT COMMERCIAL MORTGAGE TRUST 2022 LPF2           | CUSIP: 449652AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1930278.65   | 0.06%             | 2039-10-15      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3975600.00   | 0.13%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA SEAPORT REV                                                         | COUNTY OF MIAMI DADE SEAPORT DEPARTMENT            | CUSIP: 59335KEA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3893120.00   | 0.13%             | 2033-10-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                             | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2756908.55   | 0.09%             | 2026-11-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                                         | OAKTREE CLO LTD                                    | CUSIP: 67402LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667000 | PA      | $1624146.43   | 0.05%             | 2033-05-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| H-FOOD HOLDINGS, LLC                                                                    | H FOOD HOLDINGS LLC                                | CUSIP: 40422KAE1<br>LEI: 549300JY2LK0EQ95YT44 | Long             | DBT              | CORP              | US        |    488455 | PA      | $454438.68    | 0.01%             | 2025-05-31      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                               | BXP TRUST 2017 GM                                  | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $2747651.74   | 0.09%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                         | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1631320.00   | 0.05%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1433320.00   | 0.05%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                   | CANADIAN PACER AUTO RECEIVABLES TRUST 2021 1       | CUSIP: 13646CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2156000 | PA      | $1951710.61   | 0.06%             | 2027-12-20      | Fixed         | 1.46%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020 555       | CUSIP: 17328EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3854005.50   | 0.13%             | 2041-12-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                          | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687AAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551000 | PA      | $480700.10    | 0.02%             | 2026-11-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                        | AUTONATION INC                                     | CUSIP: 05330NP11<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3100000 | PA      | $3099583.30   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                                                | NEUBERGER BERMAN LOAN ADVISERS CLO 29 LTD          | CUSIP: 64130XAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4713500.00   | 0.15%             | 2031-10-19      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                                      | AMEREN CORP                                        | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459035.00    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                         | MVW 2021 1W LLC                                    | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734603 | PA      | $673628.31    | 0.02%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| LOUISIANA PUB FACS AUTH HOSP REV                                                        | LOUISIANA ST PUBLIC FACS AUTH HOSP REVENUE         | CUSIP: 546395V68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1432383.75   | 0.05%             | 2030-06-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                                                           | RELIANCE STEEL ALUMINUM CO                         | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1076998.00   | 0.04%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                        | FLATIRON CLO 18 LTD                                | CUSIP: 33883GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3472178.50   | 0.11%             | 2031-04-17      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2013-1A-O                                            | UNITED AIR 13 1 CLs A Ptt                          | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3015538 | PA      | $2868379.61   | 0.09%             | 2027-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                                    | MOZART BORROWER LP                                 | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2977500 | PA      | $2887758.15   | 0.09%             | 2028-10-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                  | MACQUARIE BANK LTD                                 | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   6350000 | PA      | $4940300.00   | 0.16%             | 2036-03-03      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                        | PAWNEE EQUIPMENT RECEIVABLES                       | CUSIP: 704100AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637000 | PA      | $1507925.38   | 0.05%             | 2027-07-15      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA WTR & WASTEWTR REV                                                      | PHILADELPHIA PA WTR WSRWTR REVENUE                 | CUSIP: 717893R52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $854363.00    | 0.03%             | 2028-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                                                             | HEALTHPEAK PROPERTIES INC                          | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217410.00    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                               | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020 B   | CUSIP: 802830AU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4771657.15   | 0.16%             | 2026-12-15      | Fixed         | 2.14%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                               | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2355529 | PA      | $2381899.69   | 0.08%             | 2032-08-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                                                                   | MOUNTAIN VIEW CLO 2013 1 LTD                       | CUSIP: 62431UBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3718272.00   | 0.12%             | 2030-10-12      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                                          | SMRT 2022 MINI                                     | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1875153.18   | 0.06%             | 2024-01-15      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3334891.03   | 0.11%             | 2036-10-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                                                  | BLACKSTONE HOLDINGS FINANCE CO LLC                 | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2260290.00   | 0.07%             | 2031-03-30      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| AOA MORTGAGE TRUST                                                                      | AOA 2021 1177 MORTGAGE TRUST                       | CUSIP: 00192NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2775960.30   | 0.09%             | 2036-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                 | SCF EQUIPMENT LEASING 2020 1 LLC                   | CUSIP: 784054AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3823000 | PA      | $3653637.77   | 0.12%             | 2028-03-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                            | TENET HEALTHCARE CORP                              | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177944.00    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5725348 | PA      | $5466497.39   | 0.18%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                    | MURPHY OIL USA INC                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    612000 | PA      | $513676.08    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO                                                          | MORGAN STANLEY EATON VANCE CLO 2021 1 LTD          | CUSIP: 61773KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2406867.50   | 0.08%             | 2034-10-20      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                              | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1470805.00   | 0.05%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                   | TARGA RESOURCES CORP                               | CUSIP: 87613LP37<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9996420.00   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                            | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $6364455.00   | 0.21%             | 2031-08-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                          | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8500238.40   | 0.28%             | 2027-06-10      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                            | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1968396.53   | 0.06%             | 2034-05-15      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4773203.10   | 0.16%             | 2026-09-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                              | ROGERS COMMUNICATIONS IN                           | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3149790.00   | 0.10%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2690312 | PA      | $2596377.77   | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                               | BPR TRUST 2022 OANA                                | CUSIP: 05592DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9222737.56   | 0.30%             | 2037-04-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                          | VAR ENERGI ASA                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3333000 | PA      | $3511515.48   | 0.11%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                         | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69702QAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3141736.00   | 0.10%             | 2035-07-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST      | CUSIP: 46592FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2053096.23   | 0.07%             | 2040-01-05      | Variable      | 2.08%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                                           | AIMCO CLO 17 LTD                                   | CUSIP: 00889JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2999916.00   | 0.10%             | 2035-07-20      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                        | FIRST INVESTORS AUTO OWNER TRUST 2018 2            | CUSIP: 32059DAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999732.10    | 0.03%             | 2025-09-15      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| 37 CAPITAL CLO LTD                                                                      | PUTNM                                              | CUSIP: 88430TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2561724.00   | 0.08%             | 2034-10-15      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7366950 | PA      | $7269725.16   | 0.24%             | 2036-10-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Continental Airlines                                                                    | CONTINENTAL AIR 2012 1 CLASS A PTT                 | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5856644 | PA      | $5709115.13   | 0.19%             | 2025-10-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                        | JBS USA LUX SA                                     | CUSIP: 46590XAT3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $418030.00    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST 2019 1                     | CUSIP: 14315NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1923000 | PA      | $1918813.96   | 0.06%             | 2024-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RUTGERS ST UNIV N J                                                                     | RUTGERS THE STATE UNIVERSITY OF NEW JERSEY         | CUSIP: 783186UM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1677208.00   | 0.05%             | 2029-05-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                         | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69701EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1952256.00   | 0.06%             | 2028-02-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3082680.00   | 0.10%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                    | IHO VERWALTUNGS GMBH                               | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   6077400 | PA      | $5315780.23   | 0.17%             | 2029-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FRTKL TRUST                                                                             | FRTKL                                              | CUSIP: 30322DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1273052.91   | 0.04%             | 2038-09-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                            | ENCINA EQUIPMENT FINANCE 2021 1 LLC                | CUSIP: 29253EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2562000 | PA      | $2415751.18   | 0.08%             | 2027-11-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                   | CCG RECEIVABLES TRUST 2021 2                       | CUSIP: 12511EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2743213.44   | 0.09%             | 2029-03-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                   | BOSTON PROPERTIES LP                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  17700000 | PA      | $13471116.00  | 0.44%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                   | QUANTA SERVICES INC                                | CUSIP: 74767HP38<br>LEI: SHVRXXEACT60MMH07S24 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6997126.50   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ILLUMINA, INC.                                                                          | ILLUMINA INC                                       | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2696200.00   | 0.09%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9451562.50   | 0.31%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                                     | ENTERGY CORP                                       | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2481270.00   | 0.08%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                     | CNT HOLDINGS I CORP                                | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2218646 | PA      | $2187784.78   | 0.07%             | 2027-11-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL II                                                                      | KEYCORP CAPITAL II                                 | CUSIP: 49326YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $779325.00    | 0.03%             | 2029-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                 | BOARDWALK PIPELINES LP                             | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2672160.00   | 0.09%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                | TRICON RESIDENTIAL 2022 SFR2 TRUST                 | CUSIP: 89616TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1782083.88   | 0.06%             | 2040-07-17      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                   | DISTRICT OF COLUMBIA                               | CUSIP: 25483VXC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $699128.00    | 0.02%             | 2027-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                          | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473210 | PA      | $452800.98    | 0.01%             | 2028-12-26      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                   | ARI FLEET LEASE TRUST 2020 A                       | CUSIP: 00217TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1463859.18   | 0.05%             | 2028-11-15      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1563208.47   | 0.05%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2013-1 PASS THROUGH TRUST                                             | AMERICAN AIRLINES                                  | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4132018 | PA      | $3759517.03   | 0.12%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                         | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2643180.00   | 0.09%             | 2026-07-14      | Fixed         | 3.00%                 | 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        |   2811581 | PA      | $2812572.46   | 0.09%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| METLIFE, INC.                                                                           | METLIFE INC                                        | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5961000 | PA      | $7222884.09   | 0.24%             | 2068-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| STERIS IRISH FINCO UNLIMITED COMPANY                                                    | STERIS IRISH FINCO UNLTD CO                        | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2567490.00   | 0.08%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                                           | DB MASTER FINANCE LLC                              | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7704180 | PA      | $6605848.45   | 0.22%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                        | ARCELORMITTAL SA                                   | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $3154740.00   | 0.10%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                      | BERRY GLOBAL ESCROW CORP                           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $2055185.16   | 0.07%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                                  | DIRECTV FINANCING LLC                              | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2501893 | PA      | $2456809.32   | 0.08%             | 2027-07-22      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                       | GLP CAPITAL LP FIN II                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   3726000 | PA      | $3378885.84   | 0.11%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL O HARE INTL ARPT REV                                                        | CHICAGO O HARE INTERNATIONAL AIRPORT               | CUSIP: 167593T51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1696264.00   | 0.06%             | 2031-01-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                                 | LEVEL 3 FINANCING INC                              | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2430450.00   | 0.08%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                     | VENTURE 46 CLO LTD                                 | CUSIP: 92326CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2951082.00   | 0.10%             | 2035-07-20      | Floating      | 7.64%                 | 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        |    720000 | PA      | $658545.43    | 0.02%             | 2030-12-16      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                            | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1449990.80   | 0.05%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                      | JACKSON PARK TRUST                                 | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4226988.10   | 0.14%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                 | BAYER US FINANCE II LLC                            | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4635500.00   | 0.15%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13337884 | PA      | $12872183.87  | 0.42%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT                                        | NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64990GX72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $657700.50    | 0.02%             | 2028-07-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                            | FISERV INC                                         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4289100.00   | 0.14%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                 | HELMERICH PAYNE INC                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2111100.00   | 0.07%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PITTSBURGH PA                                                                           | CITY OF PITTSBURGH PA                              | CUSIP: 725209PD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1315441.77   | 0.04%             | 2029-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                        | PULTEGROUP INC                                     | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7010000 | PA      | $7128889.60   | 0.23%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                              | JABIL INC                                          | CUSIP: 46652MP25<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5998312.02   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                              | CPS AUTO TRUST                                     | CUSIP: 22411XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822603 | PA      | $1822776.99   | 0.06%             | 2025-06-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                            | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3318000 | PA      | $3227650.86   | 0.11%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                              | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2975580.00   | 0.10%             | 2024-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | 10 YEAR US TREASURY NOTE FUTURE MAR23              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       630 | NC      | $1152381.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                              | NORTHERN TRUST CORP                                | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3021920.00   | 0.10%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                          | GOLUB CAPITAL PARTNERS CLO LTD                     | CUSIP: 38177DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4350000 | PA      | $4187845.05   | 0.14%             | 2033-04-17      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW, INC.                                                                        | SERVICENOW INC                                     | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1584980.00   | 0.05%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08163DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2417000 | PA      | $1626373.68   | 0.05%             | 2054-04-15      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                   | CCG RECEIVABLES TRUST                              | CUSIP: 12509DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5786000 | PA      | $5459915.33   | 0.18%             | 2027-12-14      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                        | APTARGROUP INC                                     | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   8732000 | PA      | $7634212.96   | 0.25%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                    | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3442055 | PA      | $3421311.41   | 0.11%             | 2032-08-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                              | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1830998.70   | 0.06%             | 2027-09-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| KEENAN DEVELOPMENT ASSOCIATES OF TENNESSEE, LLC                                         | KEENAN DEVELOPMENT ASSOCIATES                      | CUSIP: 48730PAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252354 | PA      | $242278.87    | 0.01%             | 2028-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                          | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5034556.20   | 0.16%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FANNIE MAE ACES                                    | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2191672 | PA      | $2100938.04   | 0.07%             | 2027-02-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                           | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5997000 | PA      | $5551183.02   | 0.18%             | 2029-07-15      | Fixed         | 4.30%                 | 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        |   9991567 | PA      | $9247294.99   | 0.30%             | 2026-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| EAGLE MATERIALS INC.                                                                    | EAGLE MATERIALS INC                                | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   7278000 | PA      | $5946489.90   | 0.19%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS 2019 55HY MORTGAGE TRUST              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6960000 | PA      | $6087630.47   | 0.20%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                               | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020 B   | CUSIP: 802830AX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $969490.55    | 0.03%             | 2027-01-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| KENNAMETAL INC.                                                                         | KENNAMETAL INC                                     | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4216817.60   | 0.14%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                                         | OAKTREE CLO 2022 3 LTD                             | CUSIP: 67401RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2988993.00   | 0.10%             | 2035-07-15      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                      | SEAGATE HDD CAYMAN                                 | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   4397500 | PA      | $4981048.25   | 0.16%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                          | 7 ELEVEN INC                                       | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  14805000 | PA      | $9777666.15   | 0.32%             | 2051-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| XPO ESCROW SUB, LLC                                                                     | XPO ESCROW SUB LLC                                 | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4110720.00   | 0.13%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY INDL DEV AGY REV                                                      | NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY        | CUSIP: 64971PLN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $900691.25    | 0.03%             | 2036-01-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                      | NEWELL BRANDS INC                                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2764550.79   | 0.09%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corporation                                                            | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3960800.00   | 0.13%             | 2199-12-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                      | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11745065.00  | 0.38%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                               | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   7250000 | PA      | $7031412.50   | 0.23%             | 2199-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                    | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6512000 | PA      | $5580554.58   | 0.18%             | 2026-09-17      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2514240.00   | 0.08%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                      | COSTAR GROUP INC                                   | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7598790.00   | 0.25%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                    | VICI PROPERTIES NOTE                               | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   9434000 | PA      | $8498241.54   | 0.28%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                      | BANK OF MONTREAL                                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   3000000 | PA      | $2437050.00   | 0.08%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                                | PENTAIR FINANCE SARL                               | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $258730.00    | 0.01%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STRATUS STATIC CLO LTD                                                                  | STRATUS CLO 2022 1 LTD                             | CUSIP: 86317WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4908955.00   | 0.16%             | 2030-07-20      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1818000 | PA      | $2076919.56   | 0.07%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                         | STWD TRUST                                         | CUSIP: 85236WCL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $961303.50    | 0.03%             | 2036-11-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                                     | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2215649.99   | 0.07%             | 2039-05-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                            | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125000 | PA      | $2092241.40   | 0.07%             | 2026-03-23      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                       | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2581393.95   | 0.08%             | 2038-07-17      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                             | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125000 | PA      | $2114175.46   | 0.07%             | 2024-09-23      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                                         | OAKTREE CLO 2022 3 LTD                             | CUSIP: 67401RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2992329.00   | 0.10%             | 2035-07-15      | Floating      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                             | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5775000 | PA      | $5401974.27   | 0.18%             | 2025-11-21      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| BEXAR CNTY TEX REV                                                                      | COUNTY OF BEXAR TX                                 | CUSIP: 088518PC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1187838.00   | 0.04%             | 2033-08-15      | Fixed         | 2.43%                 | 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        |   1832000 | PA      | $1529895.51   | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                               | REGAL REXNORD CORP                                 | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $3025073.24   | 0.10%             | 2033-04-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| PINE STREET TRUST I                                                                     | PINE STREET TRUST I                                | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1691322.50   | 0.06%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTNERS, L.P.                                                       | MAGELLAN MIDSTREAM PARTNERS LP                     | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   6905000 | PA      | $6426000.15   | 0.21%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                 | MARIAN UNIVERSITY INC                              | CUSIP: 45506D4G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $890469.00    | 0.03%             | 2028-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                        | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3185452.16   | 0.10%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BANKUNITED, INC.                                                                        | BANKUNITED INC                                     | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1935440.00   | 0.06%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION, INC.                                                                   | GRAY TELEVISION INC                                | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $4734521.80   | 0.15%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                    | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2765327 | NS      | $2765326.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 NXS3    | CUSIP: 94989VAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1867826.86   | 0.06%             | 2057-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass Through Trusts                                                          | AIR CANADA 2015 2 CLASS AA PTT                     | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4119368 | PA      | $3643786.61   | 0.12%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                           | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   2333000 | PA      | $1898315.44   | 0.06%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2480000 | PA      | $2192130.53   | 0.07%             | 2028-06-26      | Variable      | 2.65%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS HEALTH CORP                                    | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202587.50    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| TSTAT LTD                                                                               | TSTAT 2022 1 LTD                                   | CUSIP: 872899AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2931750.00   | 0.10%             | 2031-07-20      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| GRAY ESCROW II, INC.                                                                    | GRAY ESCROW II INC                                 | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $769080.00    | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| DIAMOND ISSUER LLC                                                                      | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4418000 | PA      | $3700063.51   | 0.12%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                | SYNCHRONY CARD FUNDING LLC                         | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2141590.92   | 0.07%             | 2028-04-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                     | CENTENE CORP                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  16679000 | PA      | $13650427.18  | 0.45%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | 5 YEAR US TREASURY NOTE FUTURE MAR23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       180 | NC      | $212561.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                             | PILGRIM S PRIDE CORP                               | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1627920.00   | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                             | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254755.00    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST, L.P.                                                                 | RLJ LODGING TRUST LP                               | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    511000 | PA      | $469312.62    | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RDV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3704116.76   | 0.12%             | 2026-08-20      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12896735 | PA      | $12734770.52  | 0.42%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1507848 | PA      | $1474933.53   | 0.05%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES, INC.                                                           | SOUTH JERSEY INDUSTRIES INC                        | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2389020.00   | 0.08%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  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        |   1750000 | PA      | $1628597.01   | 0.05%             | 2026-11-16      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Keybank National Association                                                            | KEY BANK NA                                        | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2774670.00   | 0.09%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEV FING AUTH UPMC REV                                            | PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHOR | CUSIP: 70870JBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $928163.00    | 0.03%             | 2027-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                                                          | CARDS II TRUST                                     | CUSIP: 14161GCA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7750000 | PA      | $7309107.93   | 0.24%             | 2027-04-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2171790.00   | 0.07%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                                                           | MHC COMMERCIAL MORTGAGE TRUST                      | CUSIP: 55293AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1830477.12   | 0.06%             | 2023-05-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AVERY DENNISON CORPORATION                                                              | AVERY DENNISON CORP                                | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   5281000 | PA      | $4221737.02   | 0.14%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS HEALTH CORP                                    | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4974000.00   | 0.16%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST                                                                     | VERIZON OWNER TRUST 2020 A                         | CUSIP: 92348TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4949486.65   | 0.16%             | 2024-07-22      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| STRATUS STATIC CLO LTD                                                                  | STRATUS CLO 2022 2 LTD                             | CUSIP: 86317YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2699350.50   | 0.09%             | 2030-07-20      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                   | GM FINANCIAL LEASING TRUST                         | CUSIP: 362569AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4464000 | PA      | $4418798.16   | 0.14%             | 2024-10-21      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV                                     | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP HOSP RE | CUSIP: 87638QRC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $827014.00    | 0.03%             | 2031-09-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                 | KEYCORP                                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2225848.50   | 0.07%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                        | FLATIRON RR CLO 22 LLC                             | CUSIP: 33883QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2902698.00   | 0.09%             | 2034-10-15      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                    | ONTARIO TEACHERS CADILLAC FAIRVIEW PROP            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  14750000 | PA      | $11545710.00  | 0.38%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                       | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1703457.78   | 0.06%             | 2026-07-16      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                           | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9300000 | PA      | $8274364.38   | 0.27%             | 2029-10-26      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                | GS MORTGAGE SECURITIES CORP TRUST 2022 SHIP        | CUSIP: 36269CAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986939.29    | 0.03%             | 2024-08-15      | Floating      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                             | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1793643.66   | 0.06%             | 2027-06-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                          | JPMORGAN CHASE BANK NA                             | CUSIP: 46591HAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246125 | PA      | $240837.39    | 0.01%             | 2028-02-25      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV                                          | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 57420NCP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2490000 | PA      | $2316765.72   | 0.08%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                              | JABIL INC                                          | CUSIP: 46652MP66<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   2900000 | PA      | $2897499.71   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | J P MORGAN CHASE TRUST                             | CUSIP: 46651EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1886000 | PA      | $1647647.15   | 0.05%             | 2039-06-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                            | ACUITY BRANDS LIGHTING                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4008500.00   | 0.13%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QORVO, INC.                                                                             | QORVO INC                                          | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7460370.00   | 0.24%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV                        | METROPOLITAN GOVERNMENT NASHVILLE DAVIDSON COUNT   | CUSIP: 592090HZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1241943.00   | 0.04%             | 2032-08-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 NXS4    | CUSIP: 94989XBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3283544.60   | 0.11%             | 2048-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                        | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3253467.48   | 0.11%             | 2041-07-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                              | MILEAGE PLUS HOLDINGS LLC                          | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10847368 | PA      | $11297534.22  | 0.37%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                       | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 2           | CUSIP: 22537CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2077000 | PA      | $1915587.65   | 0.06%             | 2030-04-15      | Fixed         | 1.26%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                | TRINITY RAIL LEASING 2022 LLC                      | CUSIP: 89656RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2457098 | PA      | $2325884.44   | 0.08%             | 2052-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                            | WORLD OMNI SELECT AUTO TRUST 2021 A                | CUSIP: 98163HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1145936.71   | 0.04%             | 2027-11-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST                                                           | MTN COMMERCIAL MORTGAGE TRUST                      | CUSIP: 62475WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2928873.06   | 0.10%             | 2039-03-15      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                          | GOLUB CAPITAL PARTNERS CLO LTD                     | CUSIP: 38177JAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3379386.50   | 0.11%             | 2034-01-20      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4819832 | PA      | $4896410.56   | 0.16%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                         | PALMER SQUARE LOAN FUNDING                         | CUSIP: 69701PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4910735.00   | 0.16%             | 2028-11-25      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                      | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4808000 | PA      | $3694226.80   | 0.12%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3127152.54   | 0.10%             | 2036-10-15      | Floating      | 5.36%                 | Yes           |                  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      | $1100985.01   | 0.04%             | 2029-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                         | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2550000 | PA      | $2299921.50   | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EXTENET SYSTEMS                                                                         | EXTENET SYSTEMS                                    | CUSIP: 30227XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1768781.06   | 0.06%             | 2049-07-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                               | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4418250.00   | 0.14%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM 2015 PC1 MORTGAGE TRUST                       | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2888750.01   | 0.09%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40630000 | PA      | $2044027.04   | 0.07%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2241225.00   | 0.07%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CENT CLO LIMITED                                                                        | COLUMBIA CENT CLO 29 LTD                           | CUSIP: 197363AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2884983.00   | 0.09%             | 2034-10-20      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| TTAN MHC                                                                                | TTAN                                               | CUSIP: 87303TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774828 | PA      | $1717167.18   | 0.06%             | 2038-03-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $3515720.00   | 0.11%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                              | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1687512.31   | 0.06%             | 2041-12-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                    | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2655132.93   | 0.09%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                               | HUB INTERNATIONAL LIMITED                          | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374553.75    | 0.01%             | 2029-11-10      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                         | SBA TOWER TRUST                                    | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4032444.50   | 0.13%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CHS Inc.                                                                                | CHS INC                                            | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    400000 | NS      | $10224000.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BALLYROCK CLO LTD                                                                       | BALLYROCK CLO 18 LTD                               | CUSIP: 05875YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2656964.75   | 0.09%             | 2035-01-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $2891062.50   | 0.09%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2262571 | PA      | $2160277.33   | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                       | JAB HOLDINGS BV                                    | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $5238960.00   | 0.17%             | 2051-05-28      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $80859375.00  | 2.64%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Vanderbilt University Medical Center                                                    | VANDERBILT UNIVERSITY MEDICAL CENTER               | CUSIP: 921814AA7<br>LEI: 549300UBBPKGW2V30M83 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1296454.00   | 0.04%             | 2037-07-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                               | SOTHEBY S                                          | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2538322.50   | 0.08%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS MORTGAGE TRUST                        | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10672000 | PA      | $8129770.69   | 0.27%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                              | ALBERTSONS COS SAFEWAY                             | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2995655.00   | 0.10%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LXE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1373993 | PA      | $1315943.13   | 0.04%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014-1                                      | AMERICAN AIRLINES 2017 2 CLASS A PASS THROUGH TRUS | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1512897 | PA      | $1268806.24   | 0.04%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | CARNIVAL CORP                                      | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5750000 | PA      | $5910195.00   | 0.19%             | 2027-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                              | FLAGSHIP CREDIT AUTO TRUST                         | CUSIP: 33845WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2943000 | PA      | $2884976.64   | 0.09%             | 2025-05-15      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| GAINESVILLE FLA SPL OBLIG                                                               | CITY OF GAINESVILLE FL                             | CUSIP: 362835CA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2078347.50   | 0.07%             | 2030-10-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS, INC.                                                                     | LITHIA MOTORS INC                                  | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   5689000 | PA      | $4836560.24   | 0.16%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                    | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2473086 | PA      | $2217465.14   | 0.07%             | 2038-12-17      | Fixed         | 2.13%                 | 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        |   4438310 | PA      | $4127450.92   | 0.13%             | 2027-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WACO TEX EDL FIN CORP REV                                                               | WACO EDUCATIONAL FINANCE CORP                      | CUSIP: 929833BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1272313.50   | 0.04%             | 2029-03-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019 SMRT      | CUSIP: 29429MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1215443.93   | 0.04%             | 2036-01-10      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEV AUTH REV                                                        | NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY          | CUSIP: 64577BTX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2542387.50   | 0.08%             | 2030-06-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                    | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4456521 | PA      | $4418622.97   | 0.14%             | 2032-08-16      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.                                             | HARTFORD FINANCIAL SERVICES GROUP INC THE          | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4701675.00   | 0.15%             | 2067-02-12      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                             | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7012333.50   | 0.23%             | 2026-10-15      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| ONE MORTGAGE TRUST                                                                      | ONE 2021 PARK MORTGAGE TRUST                       | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4642187.50   | 0.15%             | 2036-03-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS REV                                                        | LOS ANGELES CA DEPT OF ARPT REVENUE                | CUSIP: 544445UC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $523383.53    | 0.02%             | 2033-05-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                               | SOTHEBY S                                          | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   1175797 | PA      | $1169918.01   | 0.04%             | 2027-01-15      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                      | TIMKEN CO THE                                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4617500.00   | 0.15%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                      | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $5428389.75   | 0.18%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                | VULCAN MATERIALS CO                                | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6281800.00   | 0.21%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                              | BANK OF AMERICA MERRILL LYNCH LARGE LOAN INC       | CUSIP: 05551JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4341801.65   | 0.14%             | 2032-01-15      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                              | GLS AUTO RECEIVABLES TRUST                         | CUSIP: 36260CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    971544 | PA      | $963312.17    | 0.03%             | 2025-05-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                          | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1267963.00   | 0.04%             | 2026-09-15      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                               | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143655 | PA      | $2048569.52   | 0.07%             | 2032-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                | DOW CHEMICAL CO THE                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $3284421.66   | 0.11%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Compeer Financial, FLCA                                                                 | COMPEER FIN FLCA PCA                               | CUSIP: 20454PAC7<br>LEI: 549300EWFHPBZH38K695 | Long             | DBT              | CORP              | US        |    978000 | PA      | $769353.48    | 0.03%             | 2036-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3352861.84   | 0.11%             | 2028-06-26      | Variable      | 2.33%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $5878125.00   | 0.19%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                                  | AI AQUA MERGER SUB INC                             | CUSIP: 00132UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    222037 | PA      | $217318.74    | 0.01%             | 2028-07-30      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS, INC.                                                              | AOT PACKAGING PRODUCTS ACQUISITIONCO LLC           | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | DBT              | CORP              | US        |   1477948 | PA      | $1434791.56   | 0.05%             | 2028-03-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                         | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $7650148.23   | 0.25%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                  | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562500 | PA      | $507030.19    | 0.02%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | CARNIVAL CORP                                      | CUSIP: P2121YAS7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    497487 | PA      | $485050.25    | 0.02%             | 2028-10-18      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                          | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2387758.80   | 0.08%             | 2049-04-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| DRIVETIME AUTO OWNER TRUST                                                              | DT AUTO OWNER TRUST 2020 2                         | CUSIP: 23343RAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492184.40    | 0.02%             | 2026-03-16      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR TREE, INC.                                                                       | DOLLAR TREE INC                                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2100325.00   | 0.07%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                                                            | SOPHIA LP                                          | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    980094 | PA      | $965294.33    | 0.03%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                  | AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC          | CUSIP: 03237KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1590490.96   | 0.05%             | 2027-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Jetblue Airways Corporation                                                             | JETBLUE 2020 1 CLASS A PASS THROUGH TRUST          | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3956614 | PA      | $3892912.28   | 0.13%             | 2030-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC.                                                                      | NEWELL BRANDS INC                                  | CUSIP: 65120NP19<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9998655.80   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV                                          | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 57420NCN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2243069.97   | 0.07%             | 2028-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                         | FOX CORP                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1453215.00   | 0.05%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                                              | CULLEN FROST BANKERS INC                           | CUSIP: 229899AB5<br>LEI: 529900V2E9G9AY665O34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965300.00    | 0.03%             | 2027-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                           | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   6786000 | PA      | $6729540.48   | 0.22%             | 2199-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| VERTICAL BRIDGE CC LLC                                                                  | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3795816.15   | 0.12%             | 2052-02-15      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                            | ENCINA EQUIPMENT FINANCE 2021 1 LLC                | CUSIP: 29253EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409000 | PA      | $1336554.88   | 0.04%             | 2027-06-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                     | COMCAST CORP                                       | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $642945.00    | 0.02%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO.,LTD.                                                                   | NISSAN MOTOR CO LTD                                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1807800.00   | 0.06%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                      | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   5663000 | PA      | $4789085.84   | 0.16%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6275290.00   | 0.21%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                | GS MORTGAGE SECURITIES CORP TRUST 2020 UPTN        | CUSIP: 36258PAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1735000 | PA      | $1595811.01   | 0.05%             | 2039-12-10      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                               | BXP TRUST 2017 GM                                  | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $3743463.10   | 0.12%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO LTD                                                                          | AB BSL CLO 1 LTD                                   | CUSIP: 00038KAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2801448.00   | 0.09%             | 2035-01-15      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                    | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $7306200.00   | 0.24%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST 2022 CLS                                  | CUSIP: 05609XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2492044.40   | 0.08%             | 2027-10-13      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                     | CNH EQUIPMENT TRUST                                | CUSIP: 12597PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1058727.36   | 0.03%             | 2027-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                      | MANHATTAN WEST 2020 1MW                            | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $3492031.16   | 0.11%             | 2040-09-10      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $53312500.00  | 1.74%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Alaska Airlines EQ Tr                                                                   | ALASKA AIRLINES 2020 1 CLASS B PASS THROUGH TRUST  | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3177656 | PA      | $3229864.52   | 0.11%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                        | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1901089.38   | 0.06%             | 2044-10-25      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS, INC.                                                                 | CLUBCORP HOLDINGS INC                              | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | DBT              | CORP              | US        |      1750 | PA      | $1612.98      | 0.00%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                 | SCF EQUIPMENT TRUST LLC                            | CUSIP: 784034AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6155351.87   | 0.20%             | 2027-06-21      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                          | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24816 | PA      | $24775.69     | 0.00%             | 2025-05-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| TRANSPORTATION FINANCE EQUIPMENT TRUST                                                  | TRANSPORTATION FINANCE EQUIPMENT TRUST             | CUSIP: 89389JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1236530.51   | 0.04%             | 2024-08-23      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| POLARIS NEWCO, LLC                                                                      | SOLERA LLC                                         | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | DBT              | CORP              | US        |    239413 | PA      | $227217.09    | 0.01%             | 2028-06-04      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                      | NEWELL BRANDS INC                                  | CUSIP: 65120NP27<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | STIV             | CORP              | US        |   8500000 | PA      | $8497701.69   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                  | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497432.11    | 0.02%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP, INC.                                                        | NEW YORK COMMUNITY BANCORP INC                     | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3944080.00   | 0.13%             | 2028-11-06      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4447771.00   | 0.15%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| NP SPE II LLC                                                                           | NP SPE II LLC                                      | CUSIP: 62946AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5875000 | PA      | $5435829.06   | 0.18%             | 2047-10-21      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $52924218.75  | 1.73%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                       | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3412963.00   | 0.11%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS, INC.                                                                   | PRESTIGE BRANDS INC                                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    941000 | PA      | $798353.81    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                  | STANDARD CHARTERED PLC                             | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2759910.00   | 0.09%             | 2033-03-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                              | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4008108.20   | 0.13%             | 2041-12-15      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                         | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2937960.00   | 0.10%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14931573.30  | 0.49%             | 2027-06-15      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                          | WALGREENS BOOTS ALLIANCE INC                       | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $957675.00    | 0.03%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315FAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2370333.73   | 0.08%             | 2026-04-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                              | FLAGSHIP CREDIT AUTO TRUST 2019 4                  | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2326017.88   | 0.08%             | 2027-03-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                              | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAJ0<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3904560.00   | 0.13%             | 2025-03-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14600000 | PA      | $14290045.07  | 0.47%             | 2037-10-15      | Floating      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                                                   | NEPTUNE BIDCO US INC                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946340.00   | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                          | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1774867.50   | 0.06%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                   | OPEN TEXT CORP                                     | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $997750.00    | 0.03%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD                                                                    | STEWART PARK CLO LTD                               | CUSIP: 860444AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1972400.00   | 0.06%             | 2030-01-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                      | NEWELL BRANDS INC                                  | CUSIP: 65120NP35<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | STIV             | CORP              | US        |   8600000 | PA      | $8596491.20   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV                                          | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 57420NCM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2295000 | PA      | $2174914.13   | 0.07%             | 2027-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                       | LAMAR MEDIA CORP                                   | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $220282.09    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | JP MORGAN CHASE COMMERCIAL SECURITIES CROP         | CUSIP: 46651EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1664575.82   | 0.05%             | 2039-06-05      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                           | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $5016918.40   | 0.16%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                                          | CAMB COMMERCIAL MORTGAGE TRUST                     | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2082461.90   | 0.07%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                          | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2809705.00   | 0.09%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| SUMIT MORTGAGE TRUST                                                                    | SUMIT 2022 BVUE MORTGAGE TRUST                     | CUSIP: 865592AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1636364 | PA      | $1244846.13   | 0.04%             | 2041-02-12      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                          | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1669943.22   | 0.05%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                        | AUTONATION INC                                     | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7250000 | PA      | $5530300.00   | 0.18%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3969812.70   | 0.13%             | 2028-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                            | FORD CREDIT AUTO LEASE TRUST 2023 A                | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1077530.96   | 0.04%             | 2026-12-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                             | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021 M | CUSIP: 03881VAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $2506344.48   | 0.08%             | 2054-06-15      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BBCMS MORTGAGE TRUST 2022 C16                      | CUSIP: 05552YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1621622 | PA      | $1524173.19   | 0.05%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4812422 | PA      | $4888883.20   | 0.16%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                    | FEDERAL REALTY INVESTMEN                           | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2680470.00   | 0.09%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                                                  | GRAY OAK PIPELINE LLC                              | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3000899.88   | 0.10%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY, INC.                                                 | PETCO ANIMAL SUPPLIES INC                          | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |   2954924 | PA      | $2921386.05   | 0.10%             | 2028-02-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                              | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2167000 | PA      | $2053763.52   | 0.07%             | 2026-09-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2976450.03   | 0.10%             | 2027-10-13      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO.                                                                    | TRAVEL LEISURE CO                                  | CUSIP: 98309GAD8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.03%             | 2029-12-09      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                  | SPRINT SPECTRUM CO LLC                             | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4887000 | PA      | $4876297.47   | 0.16%             | 2029-09-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Whatabrands LLC                                                                         | WHATABRANDS LLC                                    | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | DBT              | CORP              | US        |   2185094 | PA      | $2159528.81   | 0.07%             | 2028-07-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| F.N.B. CORPORATION                                                                      | FNB CORP PA                                        | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1170570.25   | 0.04%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46639JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3045000 | PA      | $2772782.97   | 0.09%             | 2047-12-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                             | HOUSTON GALLERIA MALL TRUST                        | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7924000 | PA      | $7368988.86   | 0.24%             | 2037-03-05      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                               | BPR TRUST 2022 OANA                                | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4449870.23   | 0.15%             | 2037-04-15      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                              | BAMLL COMMERCIAL MORT SECURITIES TRUST             | CUSIP: 05526QAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12485000 | PA      | $11270782.56  | 0.37%             | 2033-04-14      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5236994 | PA      | $4927733.02   | 0.16%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                            | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1954723.60   | 0.06%             | 2034-11-15      | Variable      | 2.33%                 | Yes           |                  2 | On Loan: No      |
| FMC CORP                                                                                | FMC CORP                                           | CUSIP: 34410XP12<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   9000000 | PA      | $8998790.22   | 0.29%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4129230 | PA      | $4050558.51   | 0.13%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                                                | UKG INC                                            | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    476425 | PA      | $468149.47    | 0.02%             | 2026-05-03      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                          | 7 ELEVEN INC                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2390160.00   | 0.08%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC.                                                        | KRONOS ACQUISITION HOLDINGS INC                    | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3703 | PA      | $3593.74      | 0.00%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                             | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03881BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1220994.11   | 0.04%             | 2053-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIRWAYS                                                                         | BRITISH AIR 19 1 CLASS A PTT                       | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1819284 | PA      | $1581794.28   | 0.05%             | 2030-12-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $13543950.00  | 0.44%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020 555       | CUSIP: 17328EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3346642.80   | 0.11%             | 2041-12-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                                                                | LCM LP                                             | CUSIP: 50190LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2888082.00   | 0.09%             | 2034-01-15      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                                            | CHURCHILL DOWNS INC                                | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1309728.00   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                         | BACARDI LTD                                        | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1845280.00   | 0.06%             | 2026-07-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                          | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12694282.50  | 0.41%             | 2199-12-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM 2014 277P MORTGAGE TRUST                      | CUSIP: 12592FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11600000 | PA      | $11095975.13  | 0.36%             | 2049-08-10      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                   | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2825264 | NS      | $2825263.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y REV                                                        | METROPOLITAN TRANSPORTATION AUTHORITY              | CUSIP: 59259YGE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5329570.00   | 0.17%             | 2030-11-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                  | YARA INTERNATIONAL ASA                             | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   4750000 | PA      | $5229465.00   | 0.17%             | 2032-11-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                             | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JBU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $5884123.14   | 0.19%             | 2026-10-15      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                                                  | TRACTOR SUPPLY CO                                  | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2189302.50   | 0.07%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                                         | NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY     | CUSIP: 646136XS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3074361.00   | 0.10%             | 2028-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Delta 2 Lux S a r l                                                                     | Delta 2 Lux S a r l                                | CUSIP: L2465BAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501145.00    | 0.02%             | 2030-01-15      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP REV                                           | HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANC | CUSIP: 414009PU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $367574.00    | 0.01%             | 2035-07-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $557960.00    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM MORTGAGE TRUST                                | CUSIP: 12593GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3399000 | PA      | $3190146.58   | 0.10%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1746929.48   | 0.06%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| KNDL KNSQ MORTGAGE TRUST                                                                | KNDL MORTGAGE TRUST                                | CUSIP: 482598AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2225149.79   | 0.07%             | 2036-05-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                             | GENM CAPITAL LABUAN LTD                            | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   5000000 | PA      | $4122300.00   | 0.13%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST                                                       | SANTANDER RETAIL AUTO LEASE TRUST 2021 C           | CUSIP: 80286CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312000 | PA      | $1232727.69   | 0.04%             | 2026-03-20      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | HSBC HOLDINGS PLC                                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4257920.00   | 0.14%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC.                                                             | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1711280.00   | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                | VULCAN MATERIALS CO                                | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |  10700000 | PA      | $9777339.00   | 0.32%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                               | NVR INC                                            | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3223396.62   | 0.11%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                   | HPEFS EQUIPMENT TRUST                              | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5180000 | PA      | $4920500.96   | 0.16%             | 2031-03-20      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                          | ASSURANT INC                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2318490.00   | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                   | AIR LEASE CORP                                     | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1645100.00   | 0.05%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                            | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5020050.00   | 0.16%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                                     | HILTON GRAND VACATIONS BORROWER LLC                | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     74531 | PA      | $74517.87     | 0.00%             | 2028-08-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                          | CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1       | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1693279 | PA      | $1628630.29   | 0.05%             | 2028-09-25      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| BON SECOURS CHARITY HEALTH SYSTEM, INC.                                                 | BON SECOURS CHARITY HEALTH SYSTEM INC              | CUSIP: 09776UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4840275.85   | 0.16%             | 2025-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2287670 | PA      | $2202010.24   | 0.07%             | 2038-06-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC.                                                                              | AMGEN INC                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $345655.00    | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                     | SOCIETE GENERALE                                   | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2979660.00   | 0.10%             | 2033-06-15      | Fixed         | 6.22%                 | Yes           |                  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        |   1216000 | PA      | $1121650.04   | 0.04%             | 2028-01-20      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                   | AVENTURA MALL TRUST                                | CUSIP: 05359AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12420000 | PA      | $10501278.54  | 0.34%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                                   | CHENIERE ENERGY INC                                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2859090.00   | 0.09%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                                                   | GOVT OF BERMUDA                                    | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   3000000 | PA      | $2571900.00   | 0.08%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48300000 | PA      | $39922968.75  | 1.30%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                             | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $6616846.50   | 0.22%             | 2026-11-15      | Fixed         | 7.44%                 | Yes           |                  2 | On Loan: No      |
| BBCCRE TRUST                                                                            | BBCCRE TRUST                                       | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5935000 | PA      | $5633671.86   | 0.18%             | 2033-08-10      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST             | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721355 | PA      | $715573.79    | 0.02%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO LTD                                                                          | AB BSL CLO 1 LTD                                   | CUSIP: 00038KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3348404.50   | 0.11%             | 2035-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM 2020 CBM MORTGAGE TRUST                       | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660000 | PA      | $2485578.72   | 0.08%             | 2039-11-13      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| BOSTON MEDICAL CENTER CORPORATION                                                       | BOSTON MEDICAL CENTER CORP                         | CUSIP: 10103DAB2<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2784360.00   | 0.09%             | 2028-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                                      | BAUSCH LOMB INCORPORATED                           | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   3487487 | PA      | $3391023.56   | 0.11%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                      | HARBOUR ENERGY PLC                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $920050.00    | 0.03%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                     | KILROY REALTY LP                                   | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3320550.00   | 0.11%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUSSVILLE ALA                                                                          | TRUSSVILLE AL                                      | CUSIP: 898242PB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $789632.00    | 0.03%             | 2031-10-01      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                                           | ASBURY AUTOMOTIVE GROUP INC                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1104450.00   | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                                                | VIPER ENERGY PARTNERS LP                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7261425.00   | 0.24%             | 2027-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                | GS MORTGAGE SECURITIES CORP TRUST 2022 SHIP        | CUSIP: 36269CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972262.80    | 0.03%             | 2024-08-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP, LLC                                                               | GREAT OUTDOORS GROUP LLC                           | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | DBT              | CORP              | US        |   2970031 | PA      | $2915827.76   | 0.10%             | 2028-03-05      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE                    | CUSIP: 95002RAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1717096.48   | 0.06%             | 2053-06-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                     | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912000 | PA      | $901965.93    | 0.03%             | 2030-06-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                           | GLOBAL ATLANTIC FIN CO                             | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6472000 | PA      | $5611224.00   | 0.18%             | 2029-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                   | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1517000 | PA      | $1432920.67   | 0.05%             | 2031-01-15      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13601000 | PA      | $11750719.96  | 0.38%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ACADEMY, LTD.                                                                           | ACADEMY LTD                                        | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    241777 | PA      | $241400.28    | 0.01%             | 2027-11-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| AOA MORTGAGE TRUST                                                                      | AOA 2021 1177 MORTGAGE TRUST                       | CUSIP: 00192NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10600000 | PA      | $9546372.30   | 0.31%             | 2036-10-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                              | MAGALLANES INC                                     | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2408972.00   | 0.08%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                         | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2913597.00   | 0.10%             | 2030-10-15      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                          | CITIZENS FINANCIAL GROUP                           | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2349420.00   | 0.08%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NP SPE X L P                                                                            | NP SPE II LLC                                      | CUSIP: 62947AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3466429 | PA      | $3090078.45   | 0.10%             | 2049-11-19      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV                                          | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 57420NCR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1273808.05   | 0.04%             | 2031-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133000000 | PA      | $116769843.75 | 3.81%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                       | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1724829.00   | 0.06%             | 2026-05-17      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                            | GS MORTGAGE SECURITIES TRUST 2019 GSA1             | CUSIP: 36261PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4410518.50   | 0.14%             | 2052-11-10      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018 AUS     | CUSIP: 94990EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $3841925.77   | 0.13%             | 2036-07-17      | Variable      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                     | FIFTH THIRD BANCORP                                | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2662192.50   | 0.09%             | 2199-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| VOYA CLO                                                                                | VOYA CLO 2017 4 LTD                                | CUSIP: 92916QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1958532.00   | 0.06%             | 2030-10-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $67375000.00  | 2.20%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3000494.77   | 0.10%             | 2028-06-26      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1866242 | PA      | $1825504.26   | 0.06%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                            | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2000000 | PA      | $1720520.00   | 0.06%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                    | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3118600.00   | 0.10%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                 | MARIAN UNIVERSITY INC                              | CUSIP: 45506D4F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1023364.16   | 0.03%             | 2027-09-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| WORKDAY, INC.                                                                           | WORKDAY INC                                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3429525.00   | 0.11%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5640000 | PA      | $4759468.76   | 0.16%             | 2044-03-09      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                            | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1708000 | PA      | $1513722.86   | 0.05%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                       | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3126440.00   | 0.10%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                       | CAPITAL ONE FINANCIAL CO                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3816350.00   | 0.12%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                   | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2076571.00   | 0.07%             | 2031-01-15      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                      | F G GLOBAL FUNDING                                 | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $848710.00    | 0.03%             | 2028-09-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| IRB HOLDING CORP.                                                                       | IRB HOLDING CORP                                   | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    148631 | PA      | $146958.43    | 0.00%             | 2027-12-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PHOENIX ARIZ CIVIC IMPT CORP EXCISE TAX REV                                             | CITY OF PHOENIX CIVIC IMPROVEMENT CORP             | CUSIP: 71884AH77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $820828.00    | 0.03%             | 2031-07-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021 1    | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $850539.30    | 0.03%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                   | AIR LEASE CORP                                     | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2141425.00   | 0.07%             | 2030-12-01      | Fixed         | 3.12%                 | 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        |   2750000 | PA      | $2632793.68   | 0.09%             | 2024-12-20      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                               | SANTANDER CONSUMER AUTO RECEIVABLES TRUST          | CUSIP: 80281MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1980600.20   | 0.06%             | 2026-04-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                     | FIFTH THIRD BANCORP                                | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4076000 | PA      | $3878803.12   | 0.13%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                                                                 | SCF EQUIPMENT LEASING 2020 1 LLC                   | CUSIP: 784054AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3527636.06   | 0.12%             | 2028-08-21      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                   | ASHTEAD CAPITAL INC                                | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2285834.38   | 0.07%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Alaska Airlines EQ Tr                                                                   | ALASKA AIRLINES 2020 TR                            | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5059341 | PA      | $4924256.26   | 0.16%             | 2029-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                  | PNC FINANCIAL SERVICES                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6745830.00   | 0.22%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                      | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5698474.28   | 0.19%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                   | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2476000 | PA      | $2393818.96   | 0.08%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG AUTH REV                                                  | MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY     | CUSIP: 575831GN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4352.83      | 0.00%             | 2029-05-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                  | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2132912.25   | 0.07%             | 2052-02-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL PARENT INC.                                                                     | CENTRAL PARENT INC                                 | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1745082.50   | 0.06%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 NXS4    | CUSIP: 94989XBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4646310.20   | 0.15%             | 2048-12-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING III LP                     | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833000 | PA      | $1575095.54   | 0.05%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC.                                                                     | TIBCO SOFTWARE INC                                 | CUSIP: 88632NAX8<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4570000.00   | 0.15%             | 2028-09-30      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                            | SUNSHINE LUXEMBOURG VII SARL                       | CUSIP: L8908YAE8<br>LEI: 254900CHQOBZNYV4DY60 | Long             | DBT              | CORP              | LU        |    428563 | PA      | $419455.87    | 0.01%             | 2026-10-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                             | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1719000 | PA      | $1545865.93   | 0.05%             | 2028-07-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                    | DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST            | CUSIP: 23312RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2016680.13   | 0.07%             | 2036-08-10      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY INDL DEV AGY REV                                                      | NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY        | CUSIP: 64971PKN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $803853.00    | 0.03%             | 2033-03-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                  | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAD7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $859456.05    | 0.03%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                          | CONN FUNDING II LP                                 | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2496785.35   | 0.08%             | 2026-12-15      | Fixed         | 9.52%                 | Yes           |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                                                           | MERIT 2020                                         | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2429146 | PA      | $2304724.89   | 0.08%             | 2027-01-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                          | DRYDEN 112 CLO LTD                                 | CUSIP: 26243DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2952114.00   | 0.10%             | 2034-08-15      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2879331 | PA      | $2813727.02   | 0.09%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                          | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876000 | PA      | $805840.72    | 0.03%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                                      | TELEDYNE TECHNOLOGIES INC                          | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1274565.00   | 0.04%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                               | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018600.00   | 0.07%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                          | BNP PARIBAS                                        | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2515170.00   | 0.08%             | 2032-04-19      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS FIN AUTH REV                                                                   | ILLINOIS FINANCE AUTHORITY                         | CUSIP: 45204EWE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1406203.50   | 0.05%             | 2038-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                                | LCM LTD PARTNERSHIP                                | CUSIP: 50204AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2405015.00   | 0.08%             | 2034-07-20      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                            | GS MORTGAGE SECURITIES TRUST 2019 GSA1             | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3603226.72   | 0.12%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                          | GOLUB CAPITAL PARTNERS CLO LTD                     | CUSIP: 38177JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4890800.00   | 0.16%             | 2034-01-20      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK CLO LTD                                                                       | BALLYROCK CLO 2020 2 LTD                           | CUSIP: 05875DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3893920.00   | 0.13%             | 2031-10-20      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                                           | HOWARD HUGHES CORP THE                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416235.00    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                 | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2123770 | PA      | $1693644.31   | 0.06%             | 2051-08-15      | Variable      | 2.43%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST                            | CUSIP: 14316HAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450000 | PA      | $3213767.12   | 0.10%             | 2026-08-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OKLA REVS                                                                    | UNIVERSITY OF OKLAHOMA THE                         | CUSIP: 91476PWQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $978576.00    | 0.03%             | 2032-07-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD                                                                       | BALLYROCK LTD                                      | CUSIP: 05874XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $955279.00    | 0.03%             | 2034-01-20      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                        | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   1532000 | PA      | $1489487.00   | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  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        |   6750000 | PA      | $6604267.50   | 0.22%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN CENTER FOR THE PERFORMING ARTS, INC.                                            | LINCOLN CENTER FOR ARTS                            | CUSIP: 533097AA9<br>LEI: 5493005I1IFCGZIFFQ41 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1317647.00   | 0.04%             | 2035-12-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3978937.40   | 0.13%             | 2044-03-11      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                                  | AI AQUA MERGER SUB INC                             | CUSIP: 00132UAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    849537 | PA      | $831484.37    | 0.03%             | 2028-07-30      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                | TRICON RESIDENTIAL 2022 SFR1 TRUST                 | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1433448.47   | 0.05%             | 2039-04-17      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $3040360.00   | 0.10%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC                                                                           | LIFE TIME INC                                      | CUSIP: 50218KAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.10%             | 2024-12-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                   | SKYMILES IP LTD                                    | CUSIP: 24736CBS2<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |  12350000 | PA      | $12759155.50  | 0.42%             | 2027-10-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                    | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3822732.68   | 0.12%             | 2026-09-17      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2390830 | PA      | $2283348.21   | 0.07%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3087372 | PA      | $3098541.50   | 0.10%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                        | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $4331740.56   | 0.14%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                    | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3036053 | PA      | $2965836.71   | 0.10%             | 2032-05-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5110498 | PA      | $5128985.65   | 0.17%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                        | 720 EAST CLO 2022 I LTD                            | CUSIP: 81785AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5949834.00   | 0.19%             | 2036-01-20      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                    | DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST            | CUSIP: 23312RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4257537.45   | 0.14%             | 2036-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| HOMEWOOD ALA                                                                            | CITY OF HOMEWOOD AL                                | CUSIP: 437884QW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1436885.75   | 0.05%             | 2032-09-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4230000 | PA      | $4095092.86   | 0.13%             | 2025-11-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                                                           | MHC COMMERCIAL MORTGAGE TRUST 2021 MHC             | CUSIP: 55316VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1933925.00   | 0.06%             | 2026-04-15      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                   | ASHTEAD CAPITAL INC                                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022500.00   | 0.10%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                             | FRESENIUS MEDICAL CARE US FINANCE III INC          | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2611020.00   | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                               | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3851560.00   | 0.13%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                              | JABIL INC                                          | CUSIP: 46652MP17<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |  12100000 | PA      | $12098306.97  | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                    | BLUE OWL FINANCE LLC                               | CUSIP: 09581JAA4<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $9488941.00   | 0.31%             | 2031-06-10      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                   | DISTRICT OF COLUMBIA                               | CUSIP: 25483VXG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1209955.50   | 0.04%             | 2031-04-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                      | BOEING CO THE                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2520775.00   | 0.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                             | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1806560.00   | 0.06%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                     | SOCIETE GENERALE SA                                | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $923937.50    | 0.03%             | 2043-01-21      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9476301 | PA      | $9510620.21   | 0.31%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                        | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   4727000 | PA      | $4129176.31   | 0.13%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                             | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2118000 | PA      | $1985307.30   | 0.06%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                    | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1313183.15   | 0.04%             | 2046-08-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019 2       | CUSIP: 96041LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    661823 | PA      | $660127.04    | 0.02%             | 2024-11-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CREDIT CARD MASTER NOTE TRUST                                                 | SYNCHRONY CREDIT CARD MASTER NOTE TRUST            | CUSIP: 87165LCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7583000 | PA      | $7546901.20   | 0.25%             | 2026-05-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $25970000.00  | 0.85%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                        | 720 EAST CLO 2022 I LTD                            | CUSIP: 81785AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $4637007.90   | 0.15%             | 2036-01-20      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                             | WESTERN DIGITAL CORP                               | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3301798.00   | 0.11%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                   | BANCO SANTANDER SA                                 | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2519730.00   | 0.08%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                              | AVIATION CAPTIAL GROUP                             | CUSIP: 05369CP19<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |  27200000 | PA      | $27196642.43  | 0.89%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL, INC.                                                           | MONEYGRAM INTERNATIONAL INC                        | CUSIP: 60935QAP1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   2473958 | PA      | $2464680.98   | 0.08%             | 2026-07-21      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                         | NORDSTROM INC                                      | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    370000 | PA      | $277992.10    | 0.01%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BALLYROCK CLO LTD                                                                       | BALLYROCK CLO 20 LTD                               | CUSIP: 05876CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2993877.00   | 0.10%             | 2034-07-15      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD FINANCE I (UK) PLC                                                           | BROOKFIELD FINANCE I UK PLC                        | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3227480.00   | 0.11%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: —       |
| ATLANTIC CITY N J                                                                       | CITY OF ATLANTIC CITY NJ                           | CUSIP: 048339WE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2328151.58   | 0.08%             | 2026-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD                                                                       | BALLYROCK LTD                                      | CUSIP: 05875TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4729160.00   | 0.15%             | 2034-04-15      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                          | JPMORGAN CHASE BANK NA                             | CUSIP: 46591HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144253 | PA      | $142402.34    | 0.00%             | 2028-01-25      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                       | PROGRESS RESIDENTIAL 2021 SFR4                     | CUSIP: 74333EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2351000 | PA      | $2092092.39   | 0.07%             | 2038-05-17      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                    | SANTANDER BANK NA SBCLN                            | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    852757 | PA      | $824520.02    | 0.03%             | 2031-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL TEX REGL MOBILITY AUTH REV                                                      | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY          | CUSIP: 155498JF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $745478.78    | 0.02%             | 2029-01-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5803113 | PA      | $5961307.91   | 0.19%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                                                  | BLACKSTONE HOLDINGS FINA                           | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4762305.00   | 0.16%             | 2033-04-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                                                | ONE NEW YORK PLAZA TRUST 2020 1NYP                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2505496.59   | 0.08%             | 2026-01-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                            | US BANCORP                                         | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      5000 | NS      | $4005000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| MARRIOTT INTERNATIONAL, INC.                                                            | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2433960.00   | 0.08%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    964475 | PA      | $916563.49    | 0.03%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                              | FLAGSHIP CREDIT AUTO TRUST 2018 2                  | CUSIP: 33844NAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $549703.46    | 0.02%             | 2025-11-17      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6408321 | PA      | $6120229.93   | 0.20%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENT CLO LIMITED                                                                        | CENT CLO                                           | CUSIP: 19737TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3466035.00   | 0.11%             | 2034-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                              | AMSR TRUST                                         | CUSIP: 00179DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1193006.28   | 0.04%             | 2038-06-17      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                         | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   7104000 | PA      | $5741594.88   | 0.19%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD                                                                       | TRIMARAN CAVU 2021 2 LTD                           | CUSIP: 89624UAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2385307.50   | 0.08%             | 2034-10-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                   | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $1151994.13   | 0.04%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                                              | SYDNEY AIRPORT FINANCE CO PTY LTD                  | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1897960.00   | 0.06%             | 2026-04-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                | TRINITY RAIL LEASING 2019 LLC                      | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3315201 | PA      | $3119076.31   | 0.10%             | 2049-04-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| OEG BORROWER, LLC                                                                       | OEG BORROWER LLC                                   | CUSIP: 67115HAB9<br>LEI: 254900UUVX9EYPUMP391 | Long             | DBT              | CORP              | US        |    498750 | PA      | $493762.50    | 0.02%             | 2029-06-18      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                     | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2536890.00   | 0.08%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                               | HUB INTERNATIONAL LTD                              | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    116402 | PA      | $116245.69    | 0.00%             | 2025-04-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                        | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAJ5<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $2046500.00   | 0.07%             | 2052-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                         | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667000 | PA      | $1529454.71   | 0.05%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                            | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24702VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312000 | PA      | $1243279.30   | 0.04%             | 2027-06-22      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                              | MAGALLANES INC                                     | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5780580.00   | 0.19%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS PASS THROUGH TRUST                             | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6567549 | PA      | $6609055.74   | 0.22%             | 2034-01-10      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                               | BPR TRUST 2021 TY                                  | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $704056.76    | 0.02%             | 2023-09-23      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                           | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1669620.00   | 0.05%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                               | BPR TRUST 2021 TY                                  | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5687500 | PA      | $5346957.92   | 0.17%             | 2023-09-23      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                       | ROYAL BANK OF SCOTLAND GROUP PLC                   | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2772540.00   | 0.09%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                                   | MIDWEST CONNECTOR CAPIT                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9321100.00   | 0.30%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                        | FLATIRON CLO LTD                                   | CUSIP: 33883MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $734819.25    | 0.02%             | 2033-11-20      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                                  | NORTHWEST PIPELINE LLC                             | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4314400.20   | 0.14%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                         | PRESTIGE AUTO RECEIVABLES TRUST                    | CUSIP: 74113NAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5713510.10   | 0.19%             | 2025-08-15      | Fixed         | 3.01%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                            | US BANCORP                                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991600.00   | 0.10%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                  | SMITHFIELD FOODS INC                               | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $746240.00    | 0.02%             | 2031-09-13      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEV FING AUTH GOVERNMENTAL LEASE REV                              | PENNSYLVANIA ST ECON DEV FINGAUTH GOVTL            | CUSIP: 70869HBB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1645520.42   | 0.05%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7765600 | PA      | $7689851.48   | 0.25%             | 2036-10-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                                      | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1997476.00   | 0.07%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4144897.50   | 0.14%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                      | JACKSON PARK TRUST                                 | CUSIP: 46868RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4084494.45   | 0.13%             | 2039-10-14      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128K45F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30026 | PA      | $31415.15     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES AND COMMUNITY DEVELOPMENT AUTHORITY | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2182554.88   | 0.07%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                                  | CITIGROUP CAPITAL XIII                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     87500 | NS      | $2513000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUND POINT CLO                                                                         | SOUND POINT CLO XVIII LTD                          | CUSIP: 83609TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $921804.00    | 0.03%             | 2031-01-21      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                                                        | MIAMI DADE CNTY FL AVIATION REVENUE                | CUSIP: 59333P6H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $836726.00    | 0.03%             | 2032-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS, INC.                                                                   | ASSUREDPARTNERS INC                                | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   2925394 | PA      | $2888095.54   | 0.09%             | 2027-02-13      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV                                               | CHICAGO TRANSIT AUTHORITY                          | CUSIP: 16772PCR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $682836.00    | 0.02%             | 2030-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                  | SLM STUDENT LOAN TRUST 2012 6                      | CUSIP: 78447GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2241135.03   | 0.07%             | 2043-04-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                          | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 48128U2N8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800632 | PA      | $767670.85    | 0.03%             | 2028-12-26      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                  | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1887964.78   | 0.06%             | 2029-04-10      | Fixed         | 2.82%                 | 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: 414008CS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1208012.24   | 0.04%             | 2029-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                       | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $832890.00    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                                | DISH NETWORK CORP                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4666995.00   | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE                    | CUSIP: 95003LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1363533 | PA      | $1226457.42   | 0.04%             | 2040-02-15      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD                                                                       | TRIMARAN CAVU LLC                                  | CUSIP: 89624GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4712490.00   | 0.15%             | 2035-01-18      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                                         | OCTAGON 57 LTD                                     | CUSIP: 67592XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2922414.00   | 0.10%             | 2034-10-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                  | SOUTHWEST AIRLINES CO                              | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1088875.00   | 0.04%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| ALCON FINANCE CORPORATION                                                               | ALCON FINANCE CORP                                 | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2966700.00   | 0.10%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                                    | BANK                                               | CUSIP: 06541FBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4649859.15   | 0.15%             | 2050-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                         | SBA TOWER TRUST                                    | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2563948.50   | 0.08%             | 2052-07-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX COMMERCIAL MORTGAGE TRUST 2021 VOLT             | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1446750.36   | 0.05%             | 2023-09-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                            | MARRIOTT INTERNATIONAL                             | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1765340.00   | 0.06%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                            | US BANCORP                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2974320.00   | 0.10%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                  | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6097000 | PA      | $5309682.20   | 0.17%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                                                     | GXO LOGISTICS INC                                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $8618390.00   | 0.28%             | 2031-07-15      | Fixed         | 2.65%                 | 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        |    468000 | PA      | $459410.01    | 0.02%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO LTD                                                                        | TRESTLES CLO 2017 1 LTD                            | CUSIP: 89532WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $833013.00    | 0.03%             | 2034-07-21      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | FREEPORT INDONESIA PT                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   2000000 | PA      | $1911560.00   | 0.06%             | 2032-04-14      | Fixed         | 5.32%                 | 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        |   3000000 | PA      | $2967797.16   | 0.10%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Hawaiian Airlines Pass Through Trust                                                    | HAWAIIAN AIRLINES 2013 1 CLASS A PASS THROUGH CERT | CUSIP: 419838AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5280463 | PA      | $4647282.35   | 0.15%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                          | COMMERCIAL MORTGAGE PASS THROUGH                   | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2017248.30   | 0.07%             | 2032-03-15      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                                                     | VORNADO REALTY LP                                  | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1547600.00   | 0.05%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                    | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3373392 | PA      | $3296824.02   | 0.11%             | 2032-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                             | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5437000 | PA      | $4874651.09   | 0.16%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UPTOWN DEV AUTH TEX TAX INCREMENT CONTRACT REV                                          | UPTOWN DEVELOPMENT AUTHORITY                       | CUSIP: 916856HC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $333390.00    | 0.01%             | 2032-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DENVER COLO CITY & CNTY ARPT REV                                                        | DENVER CITY CNTY CO ARPT REVENUE                   | CUSIP: 249182PU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4164175.00   | 0.14%             | 2032-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| KNDL KNSQ MORTGAGE TRUST                                                                | KNDL MORTGAGE TRUST                                | CUSIP: 482598AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2463859.50   | 0.08%             | 2036-05-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS 2019 30HY MORTGAGE TRUST              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1245000 | PA      | $1110828.74   | 0.04%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                      | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3035880.00   | 0.10%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST 2021 4                     | CUSIP: 14317JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2831000 | PA      | $2507657.96   | 0.08%             | 2028-03-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                  | SLM STUDENT LOAN TRUST 2003 14                     | CUSIP: 78442GKP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432277 | PA      | $395352.23    | 0.01%             | 2065-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                       | OCTAGON INVESTMENT PARTNERS 48 LTD                 | CUSIP: 67577UAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1164326.40   | 0.04%             | 2034-10-20      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS, INC.                                                        | MARRIOTT OWNERSHIP RESOR                           | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    750000 | PA      | $654195.00    | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | HSBC HOLDINGS PLC                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3437970.00   | 0.11%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                              | GLS AUTO RECEIVABLES TRUST                         | CUSIP: 36261EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2349307 | PA      | $2314451.21   | 0.08%             | 2025-11-17      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | BARCLAYS PLC                                       | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   5000000 | PA      | $4116150.00   | 0.13%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                     | VENTURE 46 CLO LTD                                 | CUSIP: 92326CAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4077580.50   | 0.13%             | 2035-07-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                                    | NCL CORP LTD                                       | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1016680.00   | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BERLIN PACKAGING L.L.C.                                                                 | BERLIN PACKAGING LLC                               | CUSIP: 08511LAU2<br>LEI: 549300L1HNHO6QOXHH42 | Long             | DBT              | CORP              | US        |    491251 | PA      | $476513.58    | 0.02%             | 2028-03-11      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST      | CUSIP: 46592FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 226300000 | PA      | $968948.71    | 0.03%             | 2040-01-05      | Variable      | 0.09%                 | Yes           |                  2 | On Loan: No      |
| BANK OF THE WEST AUTO TRUST                                                             | BANK OF THE WEST AUTO TRUST 2019 1                 | CUSIP: 065606AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3790000 | PA      | $3735230.94   | 0.12%             | 2025-04-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                               | BXP TRUST 2017 GM                                  | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5545000 | PA      | $4252247.29   | 0.14%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9239228 | PA      | $9123196.56   | 0.30%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                   | CANADIAN PACER AUTO RECEIVABLES TRUST              | CUSIP: 13645YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1949345.16   | 0.06%             | 2026-05-19      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                                                | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    575000 | PA      | $512135.25    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8041000 | PA      | $7209399.78   | 0.24%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6955067.84   | 0.23%             | 2027-06-15      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                        | NRG ENERGY INC                                     | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $6478126.50   | 0.21%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                   | HPEFS EQUIPMENT TRUST                              | CUSIP: 40438FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354147 | PA      | $353490.45    | 0.01%             | 2030-02-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                                                         | FIRST CITIZENS BANCSHARE                           | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2842290.00   | 0.09%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                              | CONSTELLATION BRANDS INC                           | CUSIP: 21037DP73<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9990258.30   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                            | DRIVE AUTO RECEIVABLES TRUST                       | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874034 | PA      | $866640.12    | 0.03%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                                | ALTERRA MOUNTAIN CO                                | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | DBT              | CORP              | US        |    435562 | PA      | $433928.30    | 0.01%             | 2028-08-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| US Airways Pass Through Trusts                                                          | US AIRWAYS 2011 1 CLASS A Ptt                      | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961786 | PA      | $960180.16    | 0.03%             | 2025-04-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                   | ONE BRYANT PARK                                    | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11040000 | PA      | $9376340.45   | 0.31%             | 2049-09-13      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| British Airways Pass Through Trust                                                      | BRITISH AIR 2013 1 CLASS A PTT                     | CUSIP: 11042AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5571478 | PA      | $5468126.95   | 0.18%             | 2025-12-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                                                  | HILTON DOMESTIC OPERATING CO INC                   | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    780000 | PA      | $652485.60    | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY INDL DEV AGY REV                                                      | NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY        | CUSIP: 64971PLM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $734176.00    | 0.02%             | 2035-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                             | DIAMOND RESORTS OWNER TRUST 2021 1                 | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749390 | PA      | $682869.38    | 0.02%             | 2033-11-21      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                                     | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4423366 | PA      | $4252475.80   | 0.14%             | 2038-03-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                              | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2486237 | PA      | $2454811.40   | 0.08%             | 2029-01-27      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST                            | CUSIP: 14315VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1083000 | PA      | $1051435.58   | 0.03%             | 2025-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                       | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22534GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4931804.25   | 0.16%             | 2029-06-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS                                       | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9947000 | PA      | $7958199.61   | 0.26%             | 2039-07-10      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                        | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824000 | PA      | $759909.05    | 0.02%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                          | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2765327 | NS      | $2765326.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                               | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9339900.00   | 0.31%             | 2199-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                        | AUTONATION INC                                     | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3383880.00   | 0.11%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4258350.00   | 0.14%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                     | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428880.00    | 0.01%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                        | NRG ENERGY INC                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4657000 | PA      | $4276429.96   | 0.14%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| DALLAS FORT WORTH TEX INTL ARPT REV                                                     | DALLAS FORT WORTH INTERNATIONAL AIRPORT            | CUSIP: 2350366T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2585000 | PA      | $2149623.96   | 0.07%             | 2031-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7761690.00   | 0.25%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                           | BLACKSTONE CQP HOLDCO LP                           | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |    985000 | PA      | $985985.00    | 0.03%             | 2028-05-26      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3645720.00   | 0.12%             | 2030-05-13      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST                                                           | CARNOW AUTO RECEIVABLES TRUST 2021 1               | CUSIP: 14369GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254754 | PA      | $253791.35    | 0.01%             | 2026-02-17      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5600104 | PA      | $5321910.27   | 0.17%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SODEXO, INC.                                                                            | SODEXO INC                                         | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $4656960.00   | 0.15%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5502350.00   | 0.18%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                                               | ZOOMINFO TECHNOLOGIES LLC ZOOMINFO FINANCE CORP    | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1078262.50   | 0.04%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| MVW OWNER TRUST                                                                         | MVW OWNER TRUST 2018 1                             | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1559801 | PA      | $1517476.28   | 0.05%             | 2036-01-21      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PACTIV EVERGREEN INC.                                                                   | PACTIV EVERGREEN GROUP HOLDINGS INC                | CUSIP: 76173FAY3<br>LEI: 894500GNKGJRUSH1F791 | Long             | DBT              | CORP              | US        |    987500 | PA      | $982562.49    | 0.03%             | 2028-09-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                 | UNITED AUTO CREDIT SECURITIZATION TRUST 2022 1     | CUSIP: 90944DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3153154.16   | 0.10%             | 2027-06-10      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT IP CAYMAN LTD.                                                                   | SPIRIT LOYALTY KY LTD                              | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3874465 | PA      | $3948854.73   | 0.13%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                             | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4392865 | PA      | $4274177.92   | 0.14%             | 2038-07-15      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                           | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5251250.00   | 0.17%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $94140625.00  | 3.08%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NP SPE X L P                                                                            | NP SPE II LLC                                      | CUSIP: 62947AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3591052 | PA      | $3189300.66   | 0.10%             | 2049-11-19      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass Through Trusts                                                          | AIR CANADA 2015 1 CLASS B PTT                      | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4704175 | PA      | $4671715.85   | 0.15%             | 2024-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST 2019 4                     | CUSIP: 14315WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5162000 | PA      | $5032664.08   | 0.16%             | 2025-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                                         | OAKTREE CLO 2022 2 LTD                             | CUSIP: 67402RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6430105.50   | 0.21%             | 2033-07-15      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                 | CF HIPPOLYTA LLC                                   | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1891296 | PA      | $1625063.75   | 0.05%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                                      | NEUBERGER BERMAN CLO LTD                           | CUSIP: 64133VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2435525.00   | 0.08%             | 2034-10-16      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                            | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019  | CUSIP: 02529NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304367 | PA      | $302531.20    | 0.01%             | 2025-09-12      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1869900.00   | 0.06%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES, INC.                                                                  | UNITED AIR 2019 2 B PTT                            | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3575932 | PA      | $3176178.65   | 0.10%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM 2020 CBM MORTGAGE TRUST                       | CUSIP: 20049AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9700000 | PA      | $8901573.21   | 0.29%             | 2039-11-13      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| AUBURN UNIV ALA GEN FEE REV                                                             | AUBURN UNIVERSITY                                  | CUSIP: 050589RD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $596215.50    | 0.02%             | 2031-06-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST                                                   | CANADIAN PACER AUTO RECEIVABLES TRUST              | CUSIP: 13646BAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2997017.25   | 0.10%             | 2025-07-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                          | CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1       | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846640 | PA      | $816879.89    | 0.03%             | 2028-09-25      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                | BENCHMARK 2019 B14 MORTGAGE TRUST                  | CUSIP: 08162YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4478715.80   | 0.15%             | 2061-12-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                     | DT AUTO OWNER TRUST 2021 3                         | CUSIP: 23344QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1765877.74   | 0.06%             | 2027-05-17      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM MORTGAGE TRUST                                | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $10617035.65  | 0.35%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                             | SOUTH JERSEY TRANSPORTATION AUTHORITY              | CUSIP: 838536JW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $416529.00    | 0.01%             | 2026-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                  | TESLA AUTO LEASE TRUST                             | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989498.04   | 0.06%             | 2024-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                         | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2947000 | PA      | $3070302.77   | 0.10%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                   | AVENTURA MALL TRUST                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1361328.77   | 0.04%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                        | WORLD OMNI AUTO RECEIVABLES TRUST                  | CUSIP: 98164CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4550132.30   | 0.15%             | 2028-04-17      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                   | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4788540.00   | 0.16%             | 2031-06-07      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| CDI ESCROW ISSUER, INC.                                                                 | CDI ESCROW ISSUER INC                              | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947960.00    | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                 | MICRON TECHNOLOGY INC                              | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1595840.00   | 0.05%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WF RBS COMMERCIAL MORTGAGE TRUST                   | CUSIP: 92890NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874825 | PA      | $112.29       | 0.00%             | 2045-12-15      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                             | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   6143000 | PA      | $5269465.40   | 0.17%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                            | WORLD OMNI SELECT AUTO TRUST                       | CUSIP: 98163DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3551334.60   | 0.12%             | 2026-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                     | BROWN BROWN INC                                    | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   8667000 | PA      | $7935158.52   | 0.26%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                 | UNITED AUTO CREDIT SECURITIZATION TRUST 2023 1     | CUSIP: 90945CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6992706.70   | 0.23%             | 2028-07-10      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | UNITED STATES TREASURY BOND                        | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $20962500.00  | 0.68%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                              | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2705390 | NS      | $2705390.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2576455.00   | 0.08%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                              | GLS AUTO RECEIVABLES ISSUER TRUST 2020 2           | CUSIP: 38014RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1233394.41   | 0.04%             | 2026-04-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                     | POST HOLDINGS INC                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73310.80     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                       | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2684035.77   | 0.09%             | 2040-08-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4498031.10   | 0.15%             | 2039-06-05      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CINCINNATI BELL INC.                                                                    | CINCINNATI BELL INC                                | CUSIP: 17187MAS9<br>LEI: 549300JYVZOCUJOHL272 | Long             | DBT              | CORP              | US        |    495000 | PA      | $492114.15    | 0.02%             | 2028-11-17      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4792771.55   | 0.16%             | 2037-10-15      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                              | AMSR TRUST                                         | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1492911.05   | 0.05%             | 2038-06-17      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                           | VOLVO FINANCIAL EQUIPMENT LLC                      | CUSIP: 92888BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1812325 | PA      | $1794949.01   | 0.06%             | 2024-09-16      | Fixed         | 2.14%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4836967.85   | 0.16%             | 2037-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA WTR & WASTEWTR REV                                                      | CITY OF PHILADELPHIA PA WATER WASTEWATER REVENUE   | CUSIP: 717893R60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $836977.00    | 0.03%             | 2029-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                   | US EQUIP                                           | CUSIP: 40438PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1908998 | PA      | $1901448.13   | 0.06%             | 2030-07-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                              | SIMON PROPERTY GROUP INC                           | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2033775.00   | 0.07%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                     | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613638 | PA      | $607260.12    | 0.02%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3256160.00   | 0.11%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM 2013 CCRE11 MORTGAGE TRUST                    | CUSIP: 12626LBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4940248.05   | 0.16%             | 2050-08-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5020000 | PA      | $4554506.85   | 0.15%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                                         | GE HEALTHCARE HOLDING LLC                          | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5414300.00   | 0.18%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                          | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3991011 | PA      | $3817089.28   | 0.12%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2848828.50   | 0.09%             | 2036-10-15      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP.                                                              | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    750000 | PA      | $655815.00    | 0.02%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS, INC.                                                                | OPEN TEXT CORP OPEN TEXT HOLDINGS INC              | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2032150.00   | 0.07%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PITTSBURGH PA                                                                           | CITY OF PITTSBURGH PA                              | CUSIP: 725209PF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $962844.00    | 0.03%             | 2031-09-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                               | KUBOTA CREDIT OWNER TRUST                          | CUSIP: 50117EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1903816.94   | 0.06%             | 2026-10-15      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James K. De Vries

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

**Title:** Treasurer