# EDGAR Filing Document

**Accession Number:** 0000885709
**File Stem:** 0001752724-23-073321
**Filing Date:** 2023-3
**Character Count:** 159023
**Document Hash:** be5c3fde1452ef1ff5fac59f8055fa39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073321.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073321

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **CENTRAL INDEX KEY:** 0000885709
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06625
- **FILM NUMBER:** 23778197

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 2136251900

**MAIL ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDENFUNDS
- **DATE OF NAME CHANGE:** 20010423

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **DATE OF NAME CHANGE:** 19940104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** P&R INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Payden Limited Maturity Fund (Series ID: S000011751)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000032176 | Payden Limited Maturity Fund (Investor Class) | PYLMX           |
| C000228770 | Payden Limited Maturity Fund (SI Class)       | PYLSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PAYDEN & RYGEL INVESTMENT GROUP

- **b. Investment Company Act file number:** 811-06625

- **c. CIK number of Registrant:** 0000885709

- **d. LEI of Registrant:** 549300QJNYRKYZS3P282

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

  - **Street Address 1:** 333 South Grand Avenue

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-625-1900

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

- **a. Name of Series:** Payden Limited Maturity Fund

- **b. EDGAR series identifier (if any):** S000011751

- **c. LEI of Series:** V3GJTCYEA6MK6IE7MU03

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

- **a. Date of fiscal year-end:** 2023-10-31

- **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:** $2032379593.46

**Total Liabilities:** $67507902.29

**Net Assets:** $1964871691.17

**Delayed Delivery Securities:** $2999871.60

**Cash Not Reported:** $253000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2236.00000000 | **1-Year:** 19432.00000000 | **5-Year:** 65448.00000000 | **10-Year:** 16726.00000000 | **30-Year:** 27483.00000000

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

- **3-Month:** 145.08425110 | **1-Year:** 1346.00000000 | **5-Year:** 7938.00000000 | **10-Year:** 400.46660190 | **30-Year:** 969.74931440

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032176 | 0.47%                | 0.53%                | 0.64%                |
| Class ID C000228770 | 0.48%                | 0.42%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-366028.19              | $5412861.35                                |
| Month 2  | $-916551.01              | $3621119.48                                |
| Month 3  | $-469196.62              | $8181126.97                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                               | CUSIP: 36143L2E4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6473117.15   | 0.33%             | 2024-09-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                    | SoFi Consumer Loan Program 2021-1 Trust                               | CUSIP: 83407CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    948234 | PA      | $926790.64    | 0.05%             | 2030-09-25      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                           | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4599389.66   | 0.23%             | 2026-01-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3780316.84   | 0.19%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                            | Tesla Auto Lease Trust 2021-A                                         | CUSIP: 88161FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126832 | PA      | $1120350.15   | 0.06%             | 2025-03-20      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2950000 | PA      | $2933394.04   | 0.15%             | 2023-09-29      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                            | Skandinaviska Enskilda Banken AB                                      | CUSIP: 83051GAN8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   4240000 | PA      | $4128530.40   | 0.21%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R02                          | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6351764 | PA      | $6291949.61   | 0.32%             | 2042-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                      | CUSIP: 78355HKG3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6194652.44   | 0.32%             | 2023-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                          | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2905000 | PA      | $2818863.90   | 0.14%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                        | CUSIP: 86563VAQ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2330000 | PA      | $2270245.12   | 0.12%             | 2023-09-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                    | American Credit Acceptance Receivables Trust 2022-4                   | CUSIP: 02529XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5088793 | PA      | $5100570.78   | 0.26%             | 2026-05-13      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                       | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5595239.49   | 0.28%             | 2025-04-07      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                            | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3802876.62   | 0.19%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                    | American Credit Acceptance Receivables Trust 2022-1                   | CUSIP: 02530WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8700000 | PA      | $8516771.04   | 0.43%             | 2026-09-14      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3310270.23   | 0.17%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES                    | Mercedes-Benz Auto Receivables Trust 2023-1                           | CUSIP: 58770AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5308093.10   | 0.27%             | 2026-01-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DOMINION RES INC VA 0 CP 01/03/2023               | DOMINION RES INC VA 0 CP 01/03/2023                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14943123.75  | 0.76%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC 0 CP 06/02/2023                  | GLENCORE FDG LLC 0 CP 06/02/2023                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14988280.05  | 0.76%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                  | CUSIP: 06051GJX8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8952120.00   | 0.46%             | 2024-05-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 25 Ltd                             | CUSIP: 64131JAL0<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |  15400000 | PA      | $15290028.60  | 0.78%             | 2029-10-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CAD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-49241.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC DISC COML PA 0 CP 08/02/2023    | SUNCOR ENERGY INC DISC COML PA 0 CP 08/02/2023                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9989537.80   | 0.51%             | 2023-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                         | Kubota Credit Owner Trust 2021-2                                      | CUSIP: 50117XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4825295 | PA      | $4778651.07   | 0.24%             | 2024-06-17      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Wheels SPV LLC                                    | Wheels SPV 2 LLC                                                      | CUSIP: 96328DBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4054173 | PA      | $4018873.74   | 0.20%             | 2029-08-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NatWest Markets PLC                                                   | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3930000 | PA      | $3897826.50   | 0.20%             | 2024-08-12      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR Trust 2019-FTR2                                     | CUSIP: 35564WAA1<br>LEI: 5493008J93RJW7PJFN93 | Long             | ABS-MBS          | CORP              | US        |   1172318 | PA      | $1166689.46   | 0.06%             | 2048-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-G                      | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453080 | PA      | $405550.88    | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite VII Ltd                                                     | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   5210168 | PA      | $5154272.85   | 0.26%             | 2028-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP       | CUSIP: 46651MAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2888213.73   | 0.15%             | 2036-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                               | CUSIP: 828807DD6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2331064.50   | 0.12%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA2                               | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5895073 | PA      | $5857405.37   | 0.30%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BMW Canada Auto Trust                             | BMW Canada Auto Trust                                                 | CUSIP: 05570XBT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2627422 | PA      | $1950716.30   | 0.10%             | 2024-07-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2021-2                          | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372979 | PA      | $1360564.24   | 0.07%             | 2025-04-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA1                               | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1703476 | PA      | $1671932.46   | 0.09%             | 2042-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                 | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2377658.10   | 0.12%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2023-A                                   | CUSIP: 345287AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8700000 | PA      | $8697449.16   | 0.44%             | 2025-06-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                      | 7-Eleven Inc                                                          | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $4021202.86   | 0.20%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2023-1                                        | CUSIP: 14318DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7700000 | PA      | $7705982.90   | 0.39%             | 2026-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                           | Blackstone Secured Lending Fund                                       | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2930354.09   | 0.15%             | 2023-07-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                    | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.10%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                       | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9079354.54   | 0.46%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                           | Penske Automotive Group Inc                                           | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1469671.25   | 0.07%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                      | 7-Eleven Inc                                                          | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3166686.27   | 0.16%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                        | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4625000 | PA      | $4607802.49   | 0.23%             | 2024-09-16      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| WI TREASURY BILL                                  | United States Treasury Bill- When Issued                              | CUSIP: 912796ZY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $47784253.50  | 2.43%             | 2024-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                     | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2143332.76   | 0.11%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                           | Nissan Auto Lease Trust 2023-A                                        | CUSIP: 65480VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7496268.00   | 0.38%             | 2025-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Central Transition F                    | AEP Texas Restoration Funding LLC                                     | CUSIP: 00115BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120334 | PA      | $2071308.06   | 0.11%             | 2027-02-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2022-2                            | CUSIP: 30166QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295042 | PA      | $294544.69    | 0.01%             | 2025-11-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                  | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $6061261.64   | 0.31%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, Ltd                                | CLNC 2019-FL1 Ltd                                                     | CUSIP: 12565DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    986327 | PA      | $972431.02    | 0.05%             | 2035-08-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                         | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7417034.10   | 0.38%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2022-2                                   | CUSIP: 24702CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2940500 | PA      | $2936927.40   | 0.15%             | 2023-07-24      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank Auto Credit-Linked Notes Series 2022-B                 | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5712450 | PA      | $5694178.09   | 0.29%             | 2032-08-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                             | CCG Receivables Trust 2021-1                                          | CUSIP: 12510KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350925 | PA      | $2278262.30   | 0.12%             | 2027-06-14      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                    | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $4226809.78   | 0.22%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2022-6                         | CUSIP: 802918AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8800000 | PA      | $8769355.76   | 0.45%             | 2025-05-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                               | CNH Equipment Trust 2021-B                                            | CUSIP: 12657WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310543 | PA      | $1308066.04   | 0.07%             | 2024-08-15      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                        | Atlas Senior Loan Fund III Ltd                                        | CUSIP: 04941GAL2<br>LEI: 635400UCHZNUTGTBTH21 | Long             | ABS-CBDO         | CORP              | KY        |   4381484 | PA      | $4354213.95   | 0.22%             | 2027-11-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                    | Bain Capital Credit CLO 2017-1 Ltd                                    | CUSIP: 05682QAQ9<br>LEI: 549300GUKNMHLHIJO049 | Long             | ABS-CBDO         | CORP              | KY        |   6943351 | PA      | $6893205.80   | 0.35%             | 2030-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2022-3                          | CUSIP: 96043PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10446631 | PA      | $10434323.43  | 0.53%             | 2023-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6/21/07 5.25%                            | AT&T INC 0%, due 02/                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14974525.35  | 0.76%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                  | Radian Group Inc                                                      | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1551884.58   | 0.08%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORR COMM/HLDGS                            | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc     | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1815000 | PA      | $1810008.75   | 0.09%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO 0 CP 21/02/2023                     | AMEREN ILL CO 0 CP 21/02/2023                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14958507.45  | 0.76%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                 | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1333274.92   | 0.07%             | 2023-11-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                               | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5472785.95   | 0.28%             | 2023-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                  | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2508980.80   | 0.13%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                     | JDE Peet's NV                                                         | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   2075000 | PA      | $1917409.10   | 0.10%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2021-FL2 Ltd                                                     | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4200000 | PA      | $4076217.60   | 0.21%             | 2038-04-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                              | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1566980.25   | 0.08%             | 2025-02-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                           | Broadcom Corp / Broadcom Cayman Finance Ltd                           | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3375000 | PA      | $3328015.04   | 0.17%             | 2024-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-5                                      | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310280 | PA      | $309006.65    | 0.02%             | 2057-02-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2022-6                            | CUSIP: 30168AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6100000 | PA      | $6106681.33   | 0.31%             | 2025-11-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                        | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1662459.09   | 0.08%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | Hpefs Equipment Trust 2022-2                                          | CUSIP: 40441TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729965 | PA      | $728784.03    | 0.04%             | 2023-05-22      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE HLDG 0 CP 10/01/2023    | BROOKFIELD INFRASTRUCTURE HLDG 0 CP 10/01/2023                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16934348.89  | 0.86%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                         | Aetna Inc                                                             | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   4423000 | PA      | $4387535.41   | 0.22%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                           | CUSIP: 02665WDV0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $7804653.54   | 0.40%             | 2023-02-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                            | Toll Brothers Finance Corp                                            | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $463017.70    | 0.02%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                              | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4427091.20   | 0.23%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2021-2                                   | CUSIP: 24702VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3426083 | PA      | $3397229.41   | 0.17%             | 2026-12-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                           | ONE 2021-PARK Mortgage Trust                                          | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6950000 | PA      | $6675361.72   | 0.34%             | 2036-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                            | Bristol Park CLO LTD                                                  | CUSIP: 11014PAJ4<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |   4862220 | PA      | $4831048.69   | 0.25%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                    | LoanCore 2021-CRE4 Issuer Ltd                                         | CUSIP: 53946CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1714152 | PA      | $1695455.36   | 0.09%             | 2035-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                            | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5233725.93   | 0.27%             | 2024-12-06      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                           | Federal Home Loan Bank Discount Notes                                 | CUSIP: 313384BQ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  50000000 | PA      | $49956481.00  | 2.54%             | 2023-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9060000 | PA      | $9047745.53   | 0.46%             | 2024-03-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R06                          | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3395597 | PA      | $3452709.39   | 0.18%             | 2042-05-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   9500000 | PA      | $9218552.15   | 0.47%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                                     | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3607416.38   | 0.18%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                  | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    699261 | PA      | $698227.74    | 0.04%             | 2033-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2021-FL8                                                          | CUSIP: 05493JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4132759 | PA      | $3974622.89   | 0.20%             | 2036-01-18      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2020-1 LLC                                 | CUSIP: 29373KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199835 | PA      | $199057.42    | 0.01%             | 2025-12-22      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2019-FL1 Ltd                                                     | CUSIP: 78485WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2219235 | PA      | $2212499.18   | 0.11%             | 2038-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                        | MMAF Equipment Finance LLC 2020-A                                     | CUSIP: 60700MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392519 | PA      | $389005.68    | 0.02%             | 2024-04-09      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2655017.84   | 0.14%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                               | Avery Dennison Corp                                                   | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    607000 | PA      | $570927.01    | 0.03%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                          | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6620000 | PA      | $6619783.46   | 0.34%             | 2023-02-17      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                 | Golub Capital BDC Inc                                                 | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1606101.39   | 0.08%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                               | CUSIP: 233851DD3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5501000 | PA      | $5497480.02   | 0.28%             | 2023-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2022-4 LLC                                 | CUSIP: 29374GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10559289 | PA      | $10556953.47  | 0.54%             | 2023-11-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FI CANADA                          | Daimler Truck Finance Canada Inc                                      | CUSIP: 233852AC6<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2188824.17   | 0.11%             | 2023-12-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                        | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1654848.65   | 0.08%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                               | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15191094 | PA      | $14670380.06  | 0.75%             | 2041-09-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                    | Benefit Street Partners CLO II Ltd                                    | CUSIP: 08179XAW5<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |   3153082 | PA      | $3129355.45   | 0.16%             | 2029-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                   | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1736637.76   | 0.09%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19756.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                            | CUSIP: 60687YBM0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3960000 | PA      | $3951252.91   | 0.20%             | 2024-09-08      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-78170.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR Remic Trust 2020-DNA2                               | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |    353459 | PA      | $352906.44    | 0.02%             | 2050-02-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2021-2 Ltd                                                  | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1457157 | PA      | $1441939.48   | 0.07%             | 2031-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                   | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8215000 | PA      | $8217930.04   | 0.42%             | 2024-03-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| IDAHFA 4.75 04/13/23                              | IDAHFA 4.75 04/13/23                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3903121.95   | 0.20%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade RE 2021-3 Ltd                                              | CUSIP: 078777AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3647466 | PA      | $3620734.27   | 0.18%             | 2031-09-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                       | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3583421.56   | 0.18%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                   | Madison Park Funding XLI Ltd                                          | CUSIP: 04965CAJ7<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |   1178653 | PA      | $1168750.73   | 0.06%             | 2027-04-22      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                     | GM Financial Consumer Automobile Receivables Trust 2023-1             | CUSIP: 38013JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8750000 | PA      | $8764385.00   | 0.45%             | 2026-03-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                          | Pioneer Natural Resources Co                                          | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3565840.75   | 0.18%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                            | Protective Life Global Funding                                        | CUSIP: 74368CBB9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2762531.15   | 0.14%             | 2023-04-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                      | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3127934 | PA      | $2874106.93   | 0.15%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                             | CUSIP: 89117FFK0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8500000 | PA      | $6353646.99   | 0.32%             | 2023-05-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                        | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3777113.03   | 0.19%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7595000 | PA      | $7642693.64   | 0.39%             | 2026-01-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                           | Federal Home Loan Bank Discount Notes                                 | CUSIP: 313384CP2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $9961209.40   | 0.51%             | 2023-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PTC INC                                           | PTC Inc                                                               | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4713812.60   | 0.24%             | 2025-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                              | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1252903.09   | 0.06%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                         | CUSIP: 172967MW8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7610000 | PA      | $7542609.42   | 0.38%             | 2025-05-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                  | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8950000 | PA      | $8906498.08   | 0.45%             | 2025-04-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2020-2 LLC                                 | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900024 | PA      | $3810592.92   | 0.19%             | 2026-07-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                             | CCG Receivables Trust 2020-1                                          | CUSIP: 12509DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091506 | PA      | $1072415.37   | 0.05%             | 2027-12-14      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                           | GSK Consumer Healthcare Capital US LLC                                | CUSIP: 36264FAJ0<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2520232.75   | 0.13%             | 2024-03-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $258992.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                           | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4170510.87   | 0.21%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                   | CUSIP: 55608JAM0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6885000 | PA      | $6890032.52   | 0.35%             | 2024-03-27      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                   | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1559935.50   | 0.08%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                               | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3011481.07   | 0.15%             | 2023-12-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                             | ARI Fleet Lease Trust 2021-A                                          | CUSIP: 00217FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2830509 | PA      | $2788227.57   | 0.14%             | 2030-03-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $160145.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC 0 CP 24/02/2023      | NEXTERA ENERGY CAP HLDGS INC 0 CP 24/02/2023                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14952499.95  | 0.76%             | 2023-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                           | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc               | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1956819.07   | 0.10%             | 2023-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust                     | CHC Commercial Mortgage Trust 2019 - CHC                              | CUSIP: 162665AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5359530 | PA      | $4976080.40   | 0.25%             | 2034-06-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                          | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2895000 | PA      | $2786182.36   | 0.14%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                    | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2343769.85   | 0.12%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                 | Atmos Energy Corp                                                     | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2489716.43   | 0.13%             | 2023-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                   | PerkinElmer Inc                                                       | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3131511.46   | 0.16%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                               | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5340000 | PA      | $5359425.48   | 0.27%             | 2023-09-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                          | Toyota Lease Owner Trust 2021-B                                       | CUSIP: 89239CAB5<br>LEI: 5493006AB33TXC4NJ781 | Long             | ABS-O            | CORP              | US        |   1423633 | PA      | $1417846.62   | 0.07%             | 2024-03-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-c                      | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5728175 | PA      | $5028530.96   | 0.26%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                         | Chesapeake Funding II LLC                                             | CUSIP: 165183CT9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   5102213 | PA      | $5084524.75   | 0.26%             | 2033-04-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                          | Siemens Financieringsmaatschappij NV                                  | CUSIP: 82620KAV5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   5855000 | PA      | $5828586.28   | 0.30%             | 2023-03-11      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607GRT3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4470000 | PA      | $4471106.24   | 0.23%             | 2023-12-14      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                          | Commonwealth Bank of Australia/New York NY                            | CUSIP: 20271RAQ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   7265000 | PA      | $7323982.50   | 0.37%             | 2025-01-10      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                          | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4811227.75   | 0.24%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| TOYOTA CREDIT CANADA INC                          | Toyota Credit Canada Inc                                              | CUSIP: 892329BJ1<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $2562256.21   | 0.13%             | 2024-03-27      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                        | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5741296.20   | 0.29%             | 2024-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| LBCMNY 0 10/06/23                                 | LBCMNY 0 10/06/23                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14485399.95  | 0.74%             | 2023-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTTEA 0 10/03/23                                 | ONTTEA 0 10/03/23                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19318355.60  | 0.98%             | 2023-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                           | Alexander Funding Trust                                               | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4537121.55   | 0.23%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                           | CUSIP: 912797FE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29604583.20  | 1.51%             | 2023-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                            | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1238453.09   | 0.06%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORP LTD                            | Canadian Tire Corp Ltd                                                | CUSIP: 13668ZAX6<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |   4600000 | PA      | $3429974.07   | 0.17%             | 2023-07-06      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BANK OF THE WEST AUTO TRUST                       | Bank of The West Auto Trust 2019-1                                    | CUSIP: 065606AD7<br>LEI: 549300VWQMQWM78WF314 | Long             | ABS-O            | CORP              | US        |    995908 | PA      | $990698.81    | 0.05%             | 2024-10-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | Chevron USA Inc                                                       | CUSIP: 166756AK2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4114916.51   | 0.21%             | 2023-08-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                   | CUSIP: 38869PAM6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    645000 | PA      | $635386.28    | 0.03%             | 2024-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                        | MMAF Equipment Finance LLC 2022-B                                     | CUSIP: 606940AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8064688 | PA      | $8062101.23   | 0.41%             | 2023-12-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4950000 | PA      | $4618047.90   | 0.24%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2020-FL5 LTD                                                      | CUSIP: 05492QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    658977 | PA      | $659874.27    | 0.03%             | 2037-02-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                   | CUSIP: 55608JBB3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3890000 | PA      | $3833769.58   | 0.20%             | 2025-10-14      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM XX LP                                                             | CUSIP: 50188WAE8<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | KY        |   1288864 | PA      | $1284842.86   | 0.07%             | 2027-10-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                           | Nissan Motor Acceptance Co LLC                                        | CUSIP: 654740BR9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $6817924.72   | 0.35%             | 2024-03-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                            | Tesla Auto Lease Trust 2021-B                                         | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4089528 | PA      | $4012976.26   | 0.20%             | 2025-09-22      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                            | Toll Brothers Finance Corp                                            | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1523987.50   | 0.08%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                    | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3375255.03   | 0.17%             | 2024-04-01      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Regatta II Funding LP                             | Regatta Funding LP 2013-2A                                            | CUSIP: 75885WBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5583399 | PA      | $5542540.07   | 0.28%             | 2029-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Payden Cash Reserves Money Market Fund            | Payden Cash Reserves Money Market Fund                                | CUSIP: 704329598<br>LEI: 549300SI0EB26HO5RT16 | Long             | STIV             | RF                | US        |  18147596 | NS      | $18147596.26  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Lease Securitizat                    | Hyundai Auto Lease Securitization Trust 2022-A                        | CUSIP: 44891WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5049598 | PA      | $4991139.03   | 0.25%             | 2024-04-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                           | Federal Home Loan Bank Discount Notes                                 | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  40500000 | PA      | $40429529.60  | 2.06%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-3                                     | CUSIP: 33845PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10177130 | PA      | $10105115.41  | 0.51%             | 2025-10-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                   | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2201988.93   | 0.11%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                            | CUSIP: 00287YAX7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   9223000 | PA      | $9168597.21   | 0.47%             | 2023-05-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                      | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $7308718.75   | 0.37%             | 2026-04-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2022-C                                   | CUSIP: 34535AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7723547.70   | 0.39%             | 2025-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | Credit Suisse Mortgage Capital Certificates 2019-ICE4                 | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3516461.02   | 0.18%             | 2036-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Payden Floating Rate Fund                         | Payden Floating Rate Fund                                             | CUSIP: 704329218<br>LEI: 5493007MAZSH4J3PH219 | Long             | EC               | RF                | US        |   2726002 | NS      | $26224141.50  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                              | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1318418.76   | 0.07%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                   | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2067853.11   | 0.11%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas New York Branch 0 CP 26/10/2023       | BNP Paribas New York Branch 0 CP 26/10/2023                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16368994.00  | 0.83%             | 2023-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                    | American Credit Acceptance Receivables Trust 2023-1                   | CUSIP: 02530UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.15%             | 2026-09-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                               | CUSIP: 233853AN0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3599816.52   | 0.18%             | 2025-01-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                         | ACRES Commercial Realty 2021-FL1 Ltd                                  | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8778087.00   | 0.45%             | 2036-06-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                    | BX Commercial Mortgage Trust 2019-XL                                  | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2273031 | PA      | $2264290.38   | 0.12%             | 2036-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                        | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3394211.99   | 0.17%             | 2023-11-10      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BELL CDA DISC COML 0 CP                           | BELL CDA DISC COML 0 CP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14994422.55  | 0.76%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CPE 01/02/23 DUKE USD F 4.46                      | CPE 01/02/23 DUKE USD F 4.46                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2599673.99   | 0.13%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                     | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   9021664 | PA      | $8900575.04   | 0.45%             | 2038-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                     | Toyota Auto Receivables 2023-A Owner Trust                            | CUSIP: 891940AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10700000 | PA      | $10693580.00  | 0.54%             | 2026-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                      | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6425000 | PA      | $6470021.65   | 0.33%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                  | CUSIP: 46849CJL6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $7167496.93   | 0.36%             | 2024-06-28      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                 | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1031832.43   | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                              | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3391167.78   | 0.17%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                     | Nissan Auto Receivables 2022-B Owner Trust                            | CUSIP: 65480JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5330882 | PA      | $5323839.30   | 0.27%             | 2023-10-16      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                               | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2735263.10   | 0.14%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNH Capital Canada Receivables                    | CNH Capital Canada Receivables Trust                                  | CUSIP: 12614ADH0<br>LEI: 984500F690CEB062EF31 | Long             | ABS-O            | CORP              | CA        |   1029379 | PA      | $769649.33    | 0.04%             | 2024-12-16      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607HYE6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8940000 | PA      | $8902456.11   | 0.45%             | 2024-10-18      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                            | Skyworks Solutions Inc                                                | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1447405.94   | 0.07%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN 0 CP 17/02/2023     | NATIONAL RURAL UTILS COOP FIN 0 CP 17/02/2023                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14968252.50  | 0.76%             | 2023-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                           | GlaxoSmithKline Capital PLC                                           | CUSIP: 377373AL9<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   3180000 | PA      | $3090150.44   | 0.16%             | 2023-10-01      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                              | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1974688.60   | 0.10%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                              | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4747912.20   | 0.24%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                    | American Credit Acceptance Receivables Trust 2022-1                   | CUSIP: 02530WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1619289 | PA      | $1609493.50   | 0.08%             | 2025-12-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                           | CUSIP: 02665WDU2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $6380079.24   | 0.32%             | 2024-01-12      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                   | Oklahoma Gas and Electric Co                                          | CUSIP: 678858BW0<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2652806.72   | 0.14%             | 2023-05-26      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA1                               | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580113 | PA      | $579257.42    | 0.03%             | 2033-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2021-B                                 | CUSIP: 44934KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    784332 | PA      | $782118.69    | 0.04%             | 2024-05-15      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries Inc                                     | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2441049.55   | 0.12%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                   | OGE Energy Corp                                                       | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1829895.77   | 0.09%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                   | CUSIP: 025816CU1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4210617.47   | 0.21%             | 2024-05-03      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                              | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3633013.66   | 0.18%             | 2026-03-06      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                         | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6540000 | PA      | $6530055.80   | 0.33%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                               | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $8003992.41   | 0.41%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD 4/2 0 CP 01/03/2023     | TRANSCANADA PIPELINES LTD 4/2 0 CP 01/03/2023                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5678134.46   | 0.29%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $169960.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                          | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1779076.18   | 0.09%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                             | CUSIP: 89353ZBX5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   7500000 | PA      | $5603002.52   | 0.29%             | 2023-07-19      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                             | CUSIP: 05252ADF5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8780000 | PA      | $8799235.40   | 0.45%             | 2025-02-03      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 36 Senior Loan Fund                                            | CUSIP: 26249KAZ4<br>LEI: 549300XLLT7H0EYXK263 | Long             | ABS-CBDO         | CORP              | KY        |  10978694 | PA      | $10933121.78  | 0.56%             | 2029-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $28777.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                                | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3124485.96   | 0.16%             | 2024-05-13      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS RIALTO                                                             | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7300000 | PA      | $7024213.30   | 0.36%             | 2038-05-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                           | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49555017.50  | 2.52%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                        | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1124378.79   | 0.06%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                         | DLLAD 2023-1 LLC                                                      | CUSIP: 233258AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.25%             | 2024-02-20      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                  | Genuine Parts Co                                                      | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1283860.52   | 0.07%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                   | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3361730.85   | 0.17%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                              | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2658428.51   | 0.14%             | 2024-03-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R03                          | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5541624 | PA      | $5484629.81   | 0.28%             | 2041-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                        | MMAF Equipment Finance LLC 2021-A                                     | CUSIP: 55317JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    677248 | PA      | $676617.84    | 0.03%             | 2024-04-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-69194.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                          | Martin Marietta Materials Inc                                         | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3698445.42   | 0.19%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BYLNNG 0 10/16/23                                 | BYLNNG 0 10/16/23                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13100000 | PA      | $12632742.65  | 0.64%             | 2023-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CBOT 2 Year US Treasury Note                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -200 | NC      | $-145986.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2020-1 Ltd                                 | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1366149 | PA      | $1360955.35   | 0.07%             | 2028-02-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XVII Ltd                                         | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14675452 | PA      | $14511131.20  | 0.74%             | 2030-07-21      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                               | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4965816.25   | 0.25%             | 2023-04-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137FVNA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801700 | PA      | $799810.95    | 0.04%             | 2025-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| VENSKA HANDELSBANKEN 0 CP 13/07/2023              | VENSKA HANDELSBANKEN 0 CP 13/07/2023                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14674339.65  | 0.75%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P3                                | CUSIP: 14687JAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1906176 | PA      | $1891498.40   | 0.10%             | 2025-01-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                         | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1740000 | PA      | $1659805.80   | 0.08%             | 2024-04-06      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                          | Honda Canada Finance Inc                                              | CUSIP: 438121AN5<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $4877479.24   | 0.25%             | 2023-03-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                       | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $4686888.78   | 0.24%             | 2024-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                    | World Omni Auto Receivables Trust 2022-C                              | CUSIP: 98163TAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2762400 | PA      | $2760137.75   | 0.14%             | 2023-08-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                           | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19997785.00  | 1.02%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                         | Infor Inc                                                             | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $998400.59    | 0.05%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                  | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6254010.00   | 0.32%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2022-3 LLC                                 | CUSIP: 29374FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6764053 | PA      | $6742628.53   | 0.34%             | 2023-08-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                             | Gray Oak Pipeline LLC                                                 | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1358346.92   | 0.07%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                           | CUSIP: 912796Y37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39061352.00  | 1.99%             | 2023-08-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                   | CUSIP: 46647PAQ9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2623499.49   | 0.13%             | 2024-04-23      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MBARC Credit Canada Inc                           | MBarc Credit Canada Inc                                               | CUSIP: 552755BQ2<br>LEI: 549300T0LAPKEKVWBV33 | Long             | ABS-O            | CORP              | CA        |   2275730 | PA      | $1694495.69   | 0.09%             | 2024-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                    | Ford Auto Securitization Trust                                        | CUSIP: 345213JB9<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |    640390 | PA      | $476922.43    | 0.02%             | 2024-08-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Wheels SPV LLC                                    | Wheels SPV 2 LLC                                                      | CUSIP: 96328DBT0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394971 | PA      | $390949.87    | 0.02%             | 2029-08-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| BCSNY 3.1 06/09/23                                | BCSNY 3.1 06/09/23                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6608118.77   | 0.34%             | 2023-06-09      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                              | CUSIP: 071813DB2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2549204.50   | 0.13%             | 2024-11-29      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| DNB NORBANK ASA 0 CP 10/10/2023                   | DNB NORBANK ASA 0 CP 10/10/2023                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9663230.00   | 0.49%             | 2023-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                    | CUSIP: 67389JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3350000 | PA      | $3315785.78   | 0.17%             | 2034-04-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC 0 CP 01/02/2023                   | PPL CAP FDG INC 0 CP 01/02/2023                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14998110.90  | 0.76%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                       | Ally Auto Receivables Trust 2022-3                                    | CUSIP: 02008DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $6411079.68   | 0.33%             | 2025-06-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MAR 0 02/01/23                                    | MAR 0 02/01/23                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14997902.55  | 0.76%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2022-4                            | CUSIP: 30166BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2721620 | PA      | $2717465.27   | 0.14%             | 2024-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P4                                | CUSIP: 14687KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025250 | PA      | $2007353.68   | 0.10%             | 2025-04-10      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                    | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3700479.36   | 0.19%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK 4/2 144A CP 5.2500 20231023 | TORONTO DOMINION BANK 4/2 144A CP 5.2500 20231023                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16377809.52  | 0.83%             | 2023-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                               | CUSIP: 05583JAF9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $148754.25    | 0.01%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva                    | Capital One Prime Auto Receivables Trust 2022-2                       | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11650000 | PA      | $11540960.66  | 0.59%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                          | NextEra Energy Operating Partners LP                                  | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1515688.12   | 0.08%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                              | Dewolf Park CLO Ltd                                                   | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12700000 | PA      | $12579350.00  | 0.64%             | 2030-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                        | VMware Inc                                                            | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3550401.39   | 0.18%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                    | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2910000 | PA      | $2836782.01   | 0.14%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                           | Federal Home Loan Bank Discount Notes                                 | CUSIP: 313384CE7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  25000000 | PA      | $24933386.25  | 1.27%             | 2023-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                              | VW Credit Canada Inc                                                  | CUSIP: 918423AX2<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1466055.39   | 0.07%             | 2023-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                     | Westlake Corp                                                         | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1507885.75   | 0.08%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1550162.75   | 0.08%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                             | Transocean Sentry Ltd                                                 | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1356141 | PA      | $1346817.59   | 0.07%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                     | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2500000 | PA      | $2420325.00   | 0.12%             | 2038-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                  | CUSIP: 06051GHE2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2127000 | PA      | $2127870.26   | 0.11%             | 2024-03-05      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                            | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1485954.00   | 0.08%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                    | CUSIP: 43730VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1794359 | PA      | $1792054.78   | 0.09%             | 2034-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | STACR Trust 2018-HRP1                                                 | CUSIP: 3137G0VC0<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    208776 | PA      | $208785.07    | 0.01%             | 2043-04-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM XXIV Ltd                                                          | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8022530 | PA      | $7960419.39   | 0.41%             | 2030-03-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                           | Federal Home Loan Bank Discount Notes                                 | CUSIP: 313384CM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $5978271.66   | 0.30%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                              | CUSIP: 89236TKM6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3043169.92   | 0.15%             | 2023-12-11      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| Chesapeake Funding II LLC                         | Chesapeake Funding II LLC                                             | CUSIP: 165183CJ1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    842418 | PA      | $834975.95    | 0.04%             | 2032-08-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                         | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5591133.42   | 0.28%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                       | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4696572.57   | 0.24%             | 2023-05-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                   | PerkinElmer Inc                                                       | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1818295.22   | 0.09%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC DISC COML PA 0 CP 02/17/23      | SUNCOR ENERGY INC DISC COML PA 0 CP 02/17/23                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4988829.60   | 0.25%             | 2023-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd                                    | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   3085000 | PA      | $2997637.52   | 0.15%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-4                                     | CUSIP: 33845AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7313496 | PA      | $7104841.93   | 0.36%             | 2026-07-17      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2022-P3                                | CUSIP: 14686MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6261955 | PA      | $6229262.52   | 0.32%             | 2025-12-10      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607HVC3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6435000 | PA      | $6327367.74   | 0.32%             | 2023-06-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                     | Nissan Auto Receivables 2022-B Owner Trust                            | CUSIP: 65480JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4381587.76   | 0.22%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                               | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $4583973.55   | 0.23%             | 2024-12-13      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank NA - SBCLN                                             | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1442821 | PA      | $1395423.67   | 0.07%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank Auto Credit-Linked Notes Series 2022-C                 | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5508616 | PA      | $5512894.65   | 0.28%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                               | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3250000 | PA      | $3210566.26   | 0.16%             | 2025-01-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                | PPG INDUSTRIES INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14996200.80  | 0.76%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9785000 | PA      | $9721248.87   | 0.49%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                                  | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1533388.15   | 0.08%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                    | Hyundai Auto Lease Securitization Trust 2023-A                        | CUSIP: 44933VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9522895.00   | 0.48%             | 2025-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | STACR Trust 2018-HRP2                                                 | CUSIP: 35564ABF7<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   4557516 | PA      | $4583500.84   | 0.23%             | 2047-02-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                    | Greystone CRE Notes 2019-FL2 Ltd                                      | CUSIP: 39809LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3889104 | PA      | $3820453.50   | 0.19%             | 2037-09-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                               | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1556529.39   | 0.08%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                              | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7109338.38   | 0.36%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                  | Flatiron Clo 17 Ltd                                                   | CUSIP: 33882GAE8<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |   3110872 | PA      | $3089419.65   | 0.16%             | 2030-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd                                   | Barings CLO Ltd 2013-I                                                | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   2008818 | PA      | $1998341.64   | 0.10%             | 2028-01-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2022-4                         | CUSIP: 80286FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7603745 | PA      | $7583593.85   | 0.39%             | 2025-07-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                            | Blackstone Private Credit Fund                                        | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1780155.33   | 0.09%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                          | Omega Healthcare Investors Inc                                        | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   7945000 | PA      | $7914541.33   | 0.40%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5500000 | PA      | $5468583.12   | 0.28%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                         | DLLAA 2021-1 LLC                                                      | CUSIP: 23291YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1496746 | PA      | $1491802.67   | 0.08%             | 2024-05-17      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC 0 CP 15/02/2023          | AMERICAN ELEC PWR CO INC 0 CP 15/02/2023                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14970462.45  | 0.76%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                    | Galaxy XXIII CLO Ltd                                                  | CUSIP: 36319TAN6<br>LEI: 5493001X8XC4DMSYH466 | Long             | ABS-CBDO         | CORP              | KY        |   6795235 | PA      | $6738338.23   | 0.34%             | 2029-04-24      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-2 Ltd                                                   | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2691223 | PA      | $2685527.88   | 0.14%             | 2034-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                              | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2082348.55   | 0.11%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2023-1                          | CUSIP: 96042XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10400000 | PA      | $10419801.60  | 0.53%             | 2026-06-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BPCE DISC COML PAPER 4/2 YRS 1 0 CP 06/10/2023    | BPCE DISC COML PAPER 4/2 YRS 1 0 CP 06/10/2023                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9656726.70   | 0.49%             | 2023-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2019-7                                      | CUSIP: 64034WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513927 | PA      | $513629.83    | 0.03%             | 2068-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv                    | Santander Consumer Auto Receivables Trust 2021-B                      | CUSIP: 802824AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1782852 | PA      | $1752837.52   | 0.09%             | 2028-10-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                         | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2001581.47   | 0.10%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                             | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |   1291000 | PA      | $1589898.37   | 0.08%             | 2023-02-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                        | VMware Inc                                                            | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2409269.55   | 0.12%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                             | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1504314.85   | 0.08%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2017-5                            | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960081 | PA      | $947515.87    | 0.05%             | 2057-06-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2022-C                                   | CUSIP: 34535AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3240971 | PA      | $3238377.24   | 0.16%             | 2023-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2019-HRP1                         | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |   1880129 | PA      | $1865712.08   | 0.09%             | 2039-11-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                   | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2268920.16   | 0.12%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Funding 2021-1 LLC                                   | CUSIP: 29374EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2493082 | PA      | $2421674.34   | 0.12%             | 2026-12-21      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                 | KREF 2021-FL2 Ltd                                                     | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8755236.00   | 0.45%             | 2039-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                             | Jackson Financial Inc                                                 | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2802391.67   | 0.14%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                      | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1921565.82   | 0.10%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                         | DLLAD 2021-1 LLC                                                      | CUSIP: 233262AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2765876 | PA      | $2729432.08   | 0.14%             | 2024-09-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| WSTPAC 0 01/04/24                                 | WSTPAC 0 01/04/24                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9537221.70   | 0.49%             | 2024-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                            | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1550348.75   | 0.08%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                          | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4504924.60   | 0.23%             | 2024-10-18      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                               | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4461015 | PA      | $4415574.24   | 0.22%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                            | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3144116.87   | 0.16%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2022-5                         | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8972858 | PA      | $8939887.94   | 0.45%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                              | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1677468.77   | 0.09%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                          | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3375000 | PA      | $3363718.12   | 0.17%             | 2024-02-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TRI POINTE GROUP / HOMES                          | TRI Pointe Group Inc / TRI Pointe Homes Inc                           | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1546411.75   | 0.08%             | 2024-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA3                               | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2991782 | PA      | $2973895.54   | 0.15%             | 2033-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                  | Santander UK PLC                                                      | CUSIP: 80283LAZ6<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |  10502000 | PA      | $10492381.11  | 0.53%             | 2023-02-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC 0 CP 06/02/2023                        | FISERV INC 0 CP 06/02/2023                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14988280.05  | 0.76%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                  | CAD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-33392.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                        | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9055000 | PA      | $8639989.97   | 0.44%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                               | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2190875.54   | 0.11%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                         | Kubota Credit Owner Trust 2021-1                                      | CUSIP: 50117TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412006 | PA      | $409766.75    | 0.02%             | 2024-04-15      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XIII Ltd                                         | CUSIP: 55818MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1896504 | PA      | $1886517.28   | 0.10%             | 2030-04-19      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GMF Canada Leasing Trust                          | GMF Canada Leasing Trust                                              | CUSIP: 36252MCE8<br>LEI: 549300KHZQ7YBTEOJU80 | Long             | ABS-O            | CORP              | CA        |    607548 | PA      | $455491.02    | 0.02%             | 2024-03-20      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2021-1                          | CUSIP: 96043FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220535 | PA      | $220129.67    | 0.01%             | 2024-10-15      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR Trust 2019-DNA4                                     | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117631 | PA      | $117651.21    | 0.01%             | 2049-10-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $85284.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2017-IV Ltd                                              | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |   7604852 | PA      | $7538560.62   | 0.38%             | 2030-10-24      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                       | AltaGas Ltd                                                           | CUSIP: 02138ZAG8<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |  12100000 | PA      | $9042057.04   | 0.46%             | 2023-06-12      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                      | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1227074 | PA      | $1085524.62   | 0.06%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2017-A-GS                               | CUSIP: 20267VAB3<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    425499 | PA      | $419192.85    | 0.02%             | 2041-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                                    | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2084785.97   | 0.11%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-HQA1                               | CUSIP: 35565JAH4<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    415026 | PA      | $414142.90    | 0.02%             | 2050-01-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CHCP 2021-FL1 Ltd.                                | CHCP 2021-FL1 Ltd                                                     | CUSIP: 12546JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7061326 | PA      | $6968165.92   | 0.35%             | 2038-02-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                           | TRTX 2019-FL3 Issuer Ltd                                              | CUSIP: 87276VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2805202 | PA      | $2800924.20   | 0.14%             | 2034-10-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-29

**Name of Applicant:** PAYDEN & RYGEL INVESTMENT GROUP

**Signature:** Sandi Brents

**Name of Signer:** Sandi Brents

**Title:** Compliance Officer