# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0001752724-23-075099
**Filing Date:** 2023-3
**Character Count:** 828249
**Document Hash:** 7806f76227f785ea0c260c201eada6f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075099.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075099

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444
- **IRS NUMBER:** 231899003
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 23784191

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTMINSTER BOND FUND INC
- **DATE OF NAME CHANGE:** 19800619

## Series and Classes Contracts Data

### Vanguard Short-Term Investment-Grade Fund (Series ID: S000002591)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000007107 | Investor Shares      | VFSTX           |
| C000007108 | Admiral Shares       | VFSUX           |
| C000007109 | Institutional Shares | VFSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD FIXED INCOME SECURITIES FUNDS

- **b. Investment Company Act file number:** 811-02368

- **c. CIK number of Registrant:** 0000106444

- **d. LEI of Registrant:** 549300F3N7VQKU6I4K64

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD SHORT-TERM INVESTMENT-GRADE FUND

- **b. EDGAR series identifier (if any):** S000002591

- **c. LEI of Series:** WND5AL1X7F6HQ5QJ3208

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

- **a. Date of fiscal year-end:** 2023-01-31

- **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:** $63125278734.38

**Total Liabilities:** $3349053250.13

**Net Assets:** $59776225484.25

**Delayed Delivery Securities:** $2861858948.52

**Cash Not Reported:** $5437539.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -70171.56331367 | **1-Year:** -5594375.97218237 | **5-Year:** -8142957.56577600 | **10-Year:** -532631.45922301 | **30-Year:** -124025.48430262

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

- **3-Month:** -3148.97315232 | **1-Year:** -174015.72194276 | **5-Year:** -213206.14492186 | **10-Year:** -6561.47129752 | **30-Year:** -38.68146313

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007109 | 1.94%                | 0.11%                | 1.62%                |
| Class ID C000007107 | 1.93%                | 0.10%                | 1.61%                |
| Class ID C000007108 | 1.94%                | 0.11%                | 1.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-196473445.98           | $1298001330.81                             |
| Month 2  | $-104170551.80           | $63837027.36                               |
| Month 3  | $-202828788.88           | $1046895846.50                             |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. 1-5 Year Credit Bond Index

- **Index Identifier:** I00643

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VEC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1011865.16    | 0.00%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    9684000 | PA      | $9250452.94    | 0.02%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   28700000 | PA      | $27337985.82   | 0.05%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   18180000 | PA      | $16935247.58   | 0.03%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_18-A                                            | MMAF 2018-A A5                     | CUSIP: 60700DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3580000 | PA      | $3480282.68    | 0.01%             | 2042-03-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   27870000 | PA      | $25714368.93   | 0.04%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   73080000 | PA      | $73067403.20   | 0.12%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   30800000 | PA      | $30503768.37   | 0.05%             | 2026-04-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6086068.50    | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   40324000 | PA      | $40173481.40   | 0.07%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   38150000 | PA      | $33675605.10   | 0.06%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-1                                  | MBART 2023-1 A3                    | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17250000 | PA      | $17231319.98   | 0.03%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     500000 | PA      | $521338.04     | 0.00%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                            | HEIMSTADEN BOSTA                   | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |   17200000 | PA      | $15894100.25   | 0.03%             | 2026-01-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                     | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   38960000 | PA      | $40547612.21   | 0.07%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  261227000 | PA      | $259892169.21  | 0.43%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   71115000 | PA      | $71293377.04   | 0.12%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS                   | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $15992680.78   | 0.03%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B                                      | SRT 2022-B B                       | CUSIP: 80287UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6030000 | PA      | $5815219.84    | 0.01%             | 2027-03-22      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                            | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   77305000 | PA      | $76654847.17   | 0.13%             | 2023-09-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | RECKITT BEN TSY                    | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   11951000 | PA      | $11292143.76   | 0.02%             | 2027-06-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Viatris Inc                                                                     | UPJOHN INC                         | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   56546000 | PA      | $51991283.60   | 0.09%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                    | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  111155000 | PA      | $106266429.78  | 0.18%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2410940.32    | 0.00%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                    | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     706000 | PA      | $757511.60     | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   51005000 | PA      | $47247087.27   | 0.08%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   70480000 | PA      | $66095049.45   | 0.11%             | 2025-07-19      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   18214000 | PA      | $17371986.27   | 0.03%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   56569000 | PA      | $55699709.27   | 0.09%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    4300000 | PA      | $4127090.48    | 0.01%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (PHILIP)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -23320000 | NC      | $94362.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                         | DRIVE 2020-2 D                     | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6160000 | PA      | $6024584.72    | 0.01%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     997000 | PA      | $1004357.14    | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAA2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    7798000 | PA      | $7557941.85    | 0.01%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  169995000 | PA      | $159651960.22  | 0.27%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    3294000 | PA      | $2320297.27    | 0.00%             | 2028-06-14      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  120940000 | PA      | $116006690.50  | 0.19%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   24040000 | PA      | $23757067.95   | 0.04%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   20853000 | PA      | $18828894.80   | 0.03%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    9700000 | PA      | $9245191.06    | 0.02%             | 2026-04-12      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $3132264.25    | 0.01%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   15350000 | PA      | $13891935.89   | 0.02%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                          | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   19385000 | PA      | $18451558.36   | 0.03%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   76195000 | PA      | $79153825.57   | 0.13%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                           | INDONESIA ASAHAN                   | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |   12894000 | PA      | $12803137.27   | 0.02%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AL0<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    7154000 | PA      | $7177908.45    | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   16727000 | PA      | $16655223.77   | 0.03%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                    | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   17925000 | PA      | $17114810.08   | 0.03%             | 2025-03-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   33875000 | PA      | $30431972.78   | 0.05%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   24120000 | PA      | $22867215.88   | 0.04%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   57055000 | PA      | $51693772.72   | 0.09%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                                        | HART 2022-B A3                     | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28990000 | PA      | $28440181.46   | 0.05%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                    | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    6672000 | PA      | $6581647.78    | 0.01%             | 2024-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                                      | HERTZ 2022-3A A                    | CUSIP: 42806MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4780000 | PA      | $4678565.53    | 0.01%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6095000 | PA      | $5439438.13    | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                    | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   24300000 | PA      | $21633603.77   | 0.04%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                     | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   26975000 | PA      | $23413426.01   | 0.04%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | ALBEMARLE CORP                     | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   16240000 | PA      | $16152931.68   | 0.03%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  109015000 | PA      | $110050695.92  | 0.18%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  103654000 | PA      | $95542355.14   | 0.16%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE24 Mortgage Trust                                                 | COMM 2015-CR24 A5                  | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14441700 | PA      | $13928463.64   | 0.02%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   89983000 | PA      | $87482725.16   | 0.15%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  334000000 | PA      | $316569375.00  | 0.53%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | HEALTH CARE REIT                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   67934000 | PA      | $66484689.25   | 0.11%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                     | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   17225000 | PA      | $15582721.99   | 0.03%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   16790000 | PA      | $17155052.88   | 0.03%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B                                       | SMB 2018-B A2A                     | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10025348 | PA      | $9670197.85    | 0.02%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   44580000 | PA      | $43951915.05   | 0.07%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11789071.65   | 0.02%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-D                                   | TAOT 2021-D A4                     | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11100000 | PA      | $10159573.59   | 0.02%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $18105705.35   | 0.03%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST GCCT_2021-1A                                           | GCCT 2021-1A A                     | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31290000 | PA      | $27750475.20   | 0.05%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC                        | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1871743.32    | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital UK PLC                                          | GSK CONSUMER                       | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |  140475000 | PA      | $135077162.44  | 0.23%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15760000 | PA      | $16873144.24   | 0.03%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5225000 | PA      | $5198929.60    | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   64598000 | PA      | $57209046.92   | 0.10%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ12                                         | GSMS 2013-GC12 B                   | CUSIP: 36197XAQ7<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $5298264.97    | 0.01%             | 2046-06-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN                   | CUSIP: 276480AK6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    6378000 | PA      | $6223618.85    | 0.01%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26347000 | PA      | $25694966.55   | 0.04%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7199000 | PA      | $7003606.40    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                                      | HERTZ 2022-3A C                    | CUSIP: 42806MAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3360000 | PA      | $3263889.89    | 0.01%             | 2025-03-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABHLD 7.375 9/1/2025              | CUSIP: N/A<br>LEI: F2TJC7HPPHLHU1AQMP98       | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2929841.36    | 0.00%             | 2025-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                               | BRUNSWICK CORP                     | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   34250000 | PA      | $31929119.65   | 0.05%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    5200000 | PA      | $4372362.28    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   91744000 | PA      | $90708495.56   | 0.15%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9065828.65    | 0.02%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $185158.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4                   | GMCAR 2020-4 C                     | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2710000 | PA      | $2512455.63    | 0.00%             | 2026-05-18      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN                   | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3733696.76    | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   26400000 | PA      | $26034848.93   | 0.04%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   57994000 | PA      | $56164847.78   | 0.09%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   48150000 | PA      | $44754475.48   | 0.07%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    8226000 | PA      | $7850864.19    | 0.01%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   78820000 | PA      | $80625231.80   | 0.13%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  104570000 | PA      | $100926316.91  | 0.17%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution PLC                                      | NAT GRD ELCT DIS                   | CUSIP: QJ2268119<br>LEI: 549300HFCD0G1TPU4N09 | Long             | DBT              | CORP              | GB        |   14458000 | PA      | $17675282.83   | 0.03%             | 2023-11-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12286000 | PA      | $11354431.86   | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     620000 | PA      | $579650.43     | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   54515000 | PA      | $54910605.00   | 0.09%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   16976000 | PA      | $15627711.08   | 0.03%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   89526000 | PA      | $87569353.76   | 0.15%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   35135000 | PA      | $33704837.55   | 0.06%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                      | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   36090000 | PA      | $31284404.29   | 0.05%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                        | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    5068000 | PA      | $5083846.38    | 0.01%             | 2024-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Embraer Overseas Ltd                                                            | EMBRAER OVERSEAS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    1281000 | PA      | $1281000.00    | 0.00%             | 2023-09-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                        | MSC 2016-BNK2 A3                   | CUSIP: 61690YBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9933870 | PA      | $9211534.56    | 0.02%             | 2049-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                               | MSC 2017-HR2 ASB                   | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5318489 | PA      | $5117775.60    | 0.01%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                  | JPMCC 2013-LC11 A5                 | CUSIP: 46639YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2484078 | PA      | $2473245.06    | 0.00%             | 2046-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 17148PAD3<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    2827792 | PA      | $2821429.67    | 0.00%             | 2024-12-27      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS                   | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3200741.85    | 0.01%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | BACM 2017-BNK3 A4                  | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4760000 | PA      | $4533590.60    | 0.01%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                     | MSBAM 2013-C11 A3                  | CUSIP: 61762TAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.01          | 0.00%             | 2046-08-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                      | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   33440000 | PA      | $30093704.68   | 0.05%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   59127000 | PA      | $56230985.56   | 0.09%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       9238 | NC      | $-651137.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | SCDS: (AXP)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $64138.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   46885000 | PA      | $47838245.19   | 0.08%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   27938000 | PA      | $27418526.97   | 0.05%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   40115000 | PA      | $37185387.91   | 0.06%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                                              | UNITED ENERGY D                    | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |   24200000 | PA      | $16924003.11   | 0.03%             | 2024-10-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-SA2 Trust                                                     | RFMSI 2006-SA2 2A1                 | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5786101 | PA      | $3710615.57    | 0.01%             | 2036-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   39911000 | PA      | $38192546.09   | 0.06%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12619000 | PA      | $11964148.86   | 0.02%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS PLC                                                    | DPS LEHMAN BRTH HLD                | CUSIP: N/A<br>LEI: 213800ERUMY5KWCIHJ87       | Long             | DBT              | CORP              | US        |    9410000 | PA      | $941.00        | 0.00%             | 2065-08-19      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    8923000 | PA      | $8780368.88    | 0.01%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   39050000 | PA      | $37764981.65   | 0.06%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4090000 | PA      | $4031467.40    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBA6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11615000 | PA      | $12306117.22   | 0.02%             | 2024-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | SEALED AIR CORP                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     858000 | PA      | $865995.08     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    1067000 | PA      | $1050863.33    | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARMACEU                   | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5080456.60    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   27540000 | PA      | $25020366.78   | 0.04%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6549043.01    | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   10985000 | PA      | $11046158.22   | 0.02%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                       | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   32150000 | PA      | $29681516.25   | 0.05%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC                   | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   21005000 | PA      | $20695472.21   | 0.03%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   47276000 | PA      | $43600299.51   | 0.07%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A3                   | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6950000 | PA      | $6432719.84    | 0.01%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $23193525.99   | 0.04%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   43382000 | PA      | $42830851.65   | 0.07%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -528 | NC      | $548970.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   69058000 | PA      | $69270965.89   | 0.12%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | SKY LTD                            | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |   48460000 | PA      | $47626101.77   | 0.08%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   39693000 | PA      | $38975696.29   | 0.07%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   37894000 | PA      | $36875297.11   | 0.06%             | 2024-11-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   28890000 | PA      | $26866954.06   | 0.04%             | 2026-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19250000 | PA      | $18408386.34   | 0.03%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_22-2                                                | HPEFS 2022-2A A3                   | CUSIP: 40441TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7490000 | PA      | $7342978.04    | 0.01%             | 2029-09-20      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                               | SDART 2022-3 A3                    | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7310000 | PA      | $7195367.50    | 0.01%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   19420000 | PA      | $17448772.90   | 0.03%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3450221.32    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13486066.95   | 0.02%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  106300000 | PA      | $104526481.23  | 0.17%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY                   | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6024500.37    | 0.01%             | 2027-03-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1480068.98    | 0.00%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | JPMCC 2013-C16 AS                  | CUSIP: 46641BAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14600000 | PA      | $14378764.74   | 0.02%             | 2046-12-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29100000 | PA      | $28284547.29   | 0.05%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C14                             | JPMBB 2013-C14 A4                  | CUSIP: 46640LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.01          | 0.00%             | 2046-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1748204.46    | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-3                                                   | BSARM 2007-3 1A1                   | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4090398 | PA      | $3609969.36    | 0.01%             | 2047-05-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   14555000 | PA      | $13975964.98   | 0.02%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   18020000 | PA      | $17257187.81   | 0.03%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                         | COMET 2019-A3 A3                   | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    7323000 | PA      | $6789834.34    | 0.01%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS                   | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   24334000 | PA      | $23874666.55   | 0.04%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5997769.44    | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                        | MID-ATLANTIC INT                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9325694.48    | 0.02%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                                                    | PERUSAHAAN GAS                     | CUSIP: N/A<br>LEI: 549300OX1VFDX7ZPN240       | Long             | DBT              | CORP              | ID        |    1692000 | PA      | $1686435.69    | 0.00%             | 2024-05-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                   | CGCMT 2014-GC23 B                  | CUSIP: 17322VAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5394000 | PA      | $5118633.06    | 0.01%             | 2047-07-10      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1514000 | PA      | $1515275.00    | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA                   | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |  144271000 | PA      | $141620118.48  | 0.24%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDD9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1522974.90    | 0.00%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40490000 | PA      | $40804912.59   | 0.07%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    9960000 | PA      | $8807898.61    | 0.01%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                      | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   42600000 | PA      | $38559809.18   | 0.06%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                     | CUSIP: 494368BR3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   14995000 | PA      | $14516674.50   | 0.02%             | 2025-08-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1261888.27    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                  | BANK 2017-BNK9 A4                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8668000 | PA      | $8204211.73    | 0.01%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   26600000 | PA      | $28041013.77   | 0.05%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                      | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   19510000 | PA      | $18223700.04   | 0.03%             | 2024-09-24      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D                                     | WOART 2022-D A4                    | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6510000 | PA      | $6756299.99    | 0.01%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   41330000 | PA      | $39395477.85   | 0.07%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $13730285.92   | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: 77586RAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |   19185000 | PA      | $18917294.24   | 0.03%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATIONA                   | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   19430000 | PA      | $17343889.70   | 0.03%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   24120000 | PA      | $24164023.10   | 0.04%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   47142000 | PA      | $47193234.87   | 0.08%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |   38120000 | PA      | $26824930.76   | 0.04%             | 2025-05-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                       | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4216541.81    | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                           | STIFEL FINANCIAL                   | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14122078.69   | 0.02%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   37200000 | PA      | $37639164.60   | 0.06%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                       | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   18819000 | PA      | $18831240.63   | 0.03%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   46980000 | PA      | $45909868.89   | 0.08%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |    1058422 | PA      | $1055491.80    | 0.00%             | 2026-07-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                      | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   49832000 | PA      | $46925857.06   | 0.08%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   82940000 | PA      | $81161546.61   | 0.14%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL                   | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |    4828000 | PA      | $5163254.16    | 0.01%             | 2025-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   19730000 | PA      | $25483260.31   | 0.04%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                        | WFRBS 2014-C20 B                   | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   11110000 | PA      | $10003609.54   | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                    | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    9715000 | PA      | $12563277.23   | 0.02%             | 2028-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC                   | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $4055763.69    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | ROYAL BK SCOTLND                   | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   24675000 | PA      | $24603656.93   | 0.04%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   20730000 | PA      | $13385821.15   | 0.02%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                       | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2868697.08    | 0.00%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                | CAMPBELL SOUP CO                   | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   20050000 | PA      | $19751959.16   | 0.03%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   94119000 | PA      | $88078633.64   | 0.15%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6329000 | PA      | $5697290.93    | 0.01%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   46615000 | PA      | $46011075.64   | 0.08%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                        | MSC 2014-150E A                    | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15955000 | PA      | $14222673.11   | 0.02%             | 2032-09-09      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | UNITI/UNITI/CSL                    | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7904000 | PA      | $7798982.79    | 0.01%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   22411000 | PA      | $21944649.95   | 0.04%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | BRANCH BKG & TR                    | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   10545000 | PA      | $9944758.67    | 0.02%             | 2029-09-17      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   13303000 | PA      | $13638958.49   | 0.02%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   43800000 | PA      | $46342451.15   | 0.08%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FIN PLC                      | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   39665000 | PA      | $37583556.91   | 0.06%             | 2024-04-06      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $15359983.40   | 0.03%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FIN II                    | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   72066000 | PA      | $71181208.24   | 0.12%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS-BAMLL Trust 2012-WRM                                                        | UBSBM 2012-WRM A                   | CUSIP: 90269PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     793458 | PA      | $737630.78     | 0.00%             | 2030-06-10      | Fixed         | 3.66%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                       | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14200000 | PA      | $12935884.76   | 0.02%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC CORP                       | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1052695.38    | 0.00%             | 2025-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    3909000 | PA      | $3757813.87    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                    | CUSIP: 219868CE4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   77708000 | PA      | $72706887.19   | 0.12%             | 2024-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DLL FINANCE LLC DLLAD_21-1                                                      | DLLAD 2021-1A A3                   | CUSIP: 233262AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13750000 | PA      | $12881625.63   | 0.02%             | 2026-09-21      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Persero PT                                                            | PT PERTAMINA                       | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   19433000 | PA      | $17517648.35   | 0.03%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                    | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $20793370.25   | 0.03%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   30569000 | PA      | $27699068.26   | 0.05%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                              | ORCL 8/16/2027                     | CUSIP: N/A<br>LEI: 1Z4GXXU7ZHVWFCD8TV52       | Long             | LON              | CORP              | US        |   96625000 | PA      | $93484687.50   | 0.16%             | 2027-08-16      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                               | DXC TECH CO                        | CUSIP: 23355LAH9<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    9715000 | PA      | $9839478.73    | 0.02%             | 2026-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   30820000 | PA      | $28633721.66   | 0.05%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   45665000 | PA      | $41874320.95   | 0.07%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   31807000 | PA      | $31420089.47   | 0.05%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC30                                          | GSMS 2015-GC30 A4                  | CUSIP: 36250GAP0<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   14622500 | PA      | $14027712.27   | 0.02%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SKYMILES IP LTD                    | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    3667000 | PA      | $3788722.40    | 0.01%             | 2027-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                      | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   16138000 | PA      | $15061379.47   | 0.03%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                      | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2091793 | PA      | $1900769.84    | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    4800000 | PA      | $4803988.36    | 0.01%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $25140438.14   | 0.04%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   10703000 | PA      | $9079182.58    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |   39801000 | PA      | $43246157.08   | 0.07%             | 2023-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   33850000 | PA      | $30199580.46   | 0.05%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                        | EIDP                               | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   14540000 | PA      | $13583350.01   | 0.02%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Europe Ltd                                                     | GLENCORE FINANCE                   | CUSIP: ZR4572569<br>LEI: 213800WHKNIC1JQQG433 | Long             | DBT              | CORP              | JE        |    1000000 | PA      | $1037378.40    | 0.00%             | 2024-09-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                  | WFCM 2017-C39 A4                   | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5750000 | PA      | $5327559.00    | 0.01%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_20-1A                               | CPART 2020-1A A4                   | CUSIP: 13645YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    6810000 | PA      | $6625495.31    | 0.01%             | 2025-03-19      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172BH1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   21455000 | PA      | $22754926.65   | 0.04%             | 2026-03-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1212047.20    | 0.00%             | 2026-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                    | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   25562000 | PA      | $25141824.63   | 0.04%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10377000 | PA      | $9224163.45    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |    6214000 | PA      | $6866217.61    | 0.01%             | 2027-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_19-A                                            | MMAF 2019-A A5                     | CUSIP: 60700FAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6400000 | PA      | $6155473.28    | 0.01%             | 2041-11-12      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   84540000 | PA      | $82095971.43   | 0.14%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | OWL ROCK CAPITAL                   | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   38714000 | PA      | $35026355.61   | 0.06%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | BOAD                               | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |    8358000 | PA      | $7972453.57    | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 A4                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3890000 | PA      | $3696903.12    | 0.01%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_17-D                                        | SOFI 2017-D A2FX                   | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2251127 | PA      | $2149656.83    | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |   13205000 | PA      | $13025835.06   | 0.02%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                       | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   47745000 | PA      | $46163818.33   | 0.08%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   49005000 | PA      | $48140325.89   | 0.08%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                   | CUSIP: 191216BK5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   10780000 | PA      | $11190633.02   | 0.02%             | 2026-09-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                        | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2137964.54    | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                        | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   22084000 | PA      | $21841718.20   | 0.04%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                            | TALNT 2019-1A A                    | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2640000 | PA      | $2555747.04    | 0.00%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                | WESTFIELD AMERIC                   | CUSIP: AM9809360<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |    6499000 | PA      | $7384305.86    | 0.01%             | 2025-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   10813000 | PA      | $10114971.65   | 0.02%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CVS)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $54287.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   90585000 | PA      | $80995023.31   | 0.14%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   53734000 | PA      | $52710772.45   | 0.09%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CRED SUIS NY                       | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   29705000 | PA      | $28315298.51   | 0.05%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  158915000 | PA      | $143433718.41  | 0.24%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                     | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   55600000 | PA      | $56220137.94   | 0.09%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                      | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   73410000 | PA      | $69901230.31   | 0.12%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   59480000 | PA      | $62454651.90   | 0.10%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   15557000 | PA      | $14801049.59   | 0.02%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                 | BANK 2019-BN17 ASB                 | CUSIP: 065403BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7533000 | PA      | $7158893.89    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  129452000 | PA      | $122802625.53  | 0.21%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2790205.07    | 0.00%             | 2026-12-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1                                   | DCENT 2021-A2 A2                   | CUSIP: 254683CQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11180000 | PA      | $9887694.86    | 0.02%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                               | VORNADO RLTY LP                    | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $10096899.84   | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   49105000 | PA      | $47369811.03   | 0.08%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2860282.01    | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | MSBAM 2016-C29 C                   | CUSIP: 61766EBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7019000 | PA      | $6221660.55    | 0.01%             | 2049-05-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   52150000 | PA      | $51003385.77   | 0.09%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   52285000 | PA      | $51157332.81   | 0.09%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-1A                                                  | VZMT 2021-2 B                      | CUSIP: 92348KAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19430000 | PA      | $18151758.59   | 0.03%             | 2028-04-20      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   70120000 | PA      | $70442589.86   | 0.12%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-C                                        | HART 2020-C C                      | CUSIP: 44891RAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7250000 | PA      | $6611691.88    | 0.01%             | 2027-12-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   55709000 | PA      | $55065640.16   | 0.09%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                       | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9430510.33    | 0.02%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29511000 | PA      | $27613693.25   | 0.05%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97250000 | PA      | $88026440.45   | 0.15%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP                   | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   16784000 | PA      | $16497598.66   | 0.03%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   11880000 | PA      | $10640677.09   | 0.02%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   56235000 | PA      | $54228326.01   | 0.09%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                            | PT PERTAMINA                       | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | CORP              | ID        |   40975000 | PA      | $40862646.55   | 0.07%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    9535000 | PA      | $9607681.05    | 0.02%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   33555000 | PA      | $31986273.55   | 0.05%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                        | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   89569000 | PA      | $86100365.24   | 0.14%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   25308000 | PA      | $24007108.57   | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   29150000 | PA      | $26196410.36   | 0.04%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   69178000 | PA      | $70929299.87   | 0.12%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   81300000 | PA      | $76496788.68   | 0.13%             | 2025-06-23      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   21225000 | PA      | $20728744.85   | 0.03%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23900000 | PA      | $23478332.54   | 0.04%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                  | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5182914.55    | 0.01%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| KazTransGas JSC                                                                 | KAZTRANSGAS JSC                    | CUSIP: AP2207813<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    2699000 | PA      | $2476885.26    | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CMCSA)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $56422.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $516539.36     | 0.00%             | 2026-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nuveen Finance LLC                                                              | TIAA ASSET MGMT                    | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14375000 | PA      | $14090231.83   | 0.02%             | 2024-11-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  520000000 | PA      | $530725000.00  | 0.89%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corp Financiera de Desarrollo SA                                                | CORP FINANCIERA                    | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    6018000 | PA      | $5863999.38    | 0.01%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2866427 | PA      | $2813877.16    | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC / CRC Finco Inc                                   | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3066831.64    | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   90112000 | PA      | $80431449.87   | 0.13%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   38795000 | PA      | $35368686.51   | 0.06%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC                   | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   24260000 | PA      | $23531782.97   | 0.04%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  692000000 | PA      | $652101909.60  | 1.09%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                         | VIER GAS TRANSPO                   | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1603039.02    | 0.00%             | 2025-06-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   29939000 | PA      | $29906349.13   | 0.05%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -9180000 | NC      | $383.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                     | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8706252.75    | 0.01%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  202401000 | PA      | $202433311.30  | 0.34%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST CARD2_21-1A                                                      | CARD2 2021-1A A                    | CUSIP: 14161GBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   45710000 | PA      | $43313502.41   | 0.07%             | 2027-04-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO                   | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   48385000 | PA      | $47349040.86   | 0.08%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   21100000 | PA      | $19904478.22   | 0.03%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                        | WFRBS 2014-C21 AS                  | CUSIP: 92939FAW9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    7130000 | PA      | $6857659.67    | 0.01%             | 2047-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   39410000 | PA      | $36416639.46   | 0.06%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                             | JPMBB 2013-C12 AS                  | CUSIP: 46639NAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7520000 | PA      | $7454302.27    | 0.01%             | 2045-07-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3492845.90    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                               | DXC TECH CO                        | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   23130000 | PA      | $20437666.84   | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                        | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   19400000 | PA      | $19604445.74   | 0.03%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $26195780.10   | 0.04%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                        | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   52497000 | PA      | $53116382.70   | 0.09%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    6632000 | PA      | $5772163.64    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1141365.26    | 0.00%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   77258000 | PA      | $77006935.45   | 0.13%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                               | TESLA 2020-A A4                    | CUSIP: 88167HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      75099 | PA      | $74941.72      | 0.00%             | 2023-12-20      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1                   | GMCAR 2021-1 B                     | CUSIP: 36261LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $2987256.03    | 0.00%             | 2027-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                    | CUSIP: 00913RAD8<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $187100.22     | 0.00%             | 2026-09-27      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 AS                  | CUSIP: 94988XAW6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    7100000 | PA      | $6857127.46    | 0.01%             | 2050-08-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  113233000 | PA      | $102271558.70  | 0.17%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_17-A                                           | NAVSL 2017-A A2A                   | CUSIP: 63939XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2628030 | PA      | $2583950.28    | 0.00%             | 2058-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  120121000 | PA      | $114542472.65  | 0.19%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI                   | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   12272000 | PA      | $11915381.94   | 0.02%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    2269000 | PA      | $2283339.01    | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                     | MSBAM 2013-C10 C                   | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    3372000 | PA      | $3117703.99    | 0.01%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK                   | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1931024.76    | 0.00%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   66650000 | PA      | $59417649.21   | 0.10%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11650000 | PA      | $11289600.26   | 0.02%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                 | COMM 2015-CR27 A4                  | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15612000 | PA      | $15007934.25   | 0.03%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3813000 | PA      | $3474888.02    | 0.01%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   53083000 | PA      | $51070379.29   | 0.09%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 B                     | CUSIP: 34531NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6270000 | PA      | $5913140.44    | 0.01%             | 2031-08-15      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   51370000 | PA      | $48208500.13   | 0.08%             | 2026-02-13      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   96800000 | PA      | $94638153.98   | 0.16%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                      | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   34435000 | PA      | $32689521.19   | 0.05%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $19421471.36   | 0.03%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   38600000 | PA      | $39163291.73   | 0.07%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE                   | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   17855000 | PA      | $17062114.62   | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   24250000 | PA      | $21627512.85   | 0.04%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E                                      | SOFI 2017-E A2B                    | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     794957 | PA      | $789217.47     | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   33870000 | PA      | $33556149.06   | 0.06%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                        | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   48400000 | PA      | $45443350.00   | 0.08%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                   | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   33785000 | PA      | $32925733.26   | 0.06%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9830000 | PA      | $9142568.83    | 0.02%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $18650154.51   | 0.03%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   46000000 | PA      | $32453242.67   | 0.05%             | 2028-06-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4703817.15    | 0.01%             | 2026-09-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS                   | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4066628.24    | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   28500000 | PA      | $25712518.46   | 0.04%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL                   | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  101040000 | PA      | $102403296.35  | 0.17%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  142470000 | PA      | $144296750.34  | 0.24%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                       | MEAD JOHNSON NUT                   | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4846630.23    | 0.01%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                   | TAOT 2022-C A4                     | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10080000 | PA      | $9845266.03    | 0.02%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   79870000 | PA      | $75141916.44   | 0.13%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                    | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   76530000 | PA      | $69160539.82   | 0.12%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 B                   | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10665000 | PA      | $10075167.91   | 0.02%             | 2047-09-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   62824000 | PA      | $61762112.94   | 0.10%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B C                     | CUSIP: 88161KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7770000 | PA      | $7243515.68    | 0.01%             | 2025-09-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D                                      | SOFI 2016-D A1                     | CUSIP: 83404LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     282721 | PA      | $281572.60     | 0.00%             | 2039-01-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   46250000 | PA      | $45493239.46   | 0.08%             | 2025-05-09      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   63745000 | PA      | $61299875.66   | 0.10%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_16-6A                                          | NAVSL 2016-6A A2                   | CUSIP: 63940LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1067090 | PA      | $1066746.20    | 0.00%             | 2066-03-25      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  579000000 | PA      | $526709062.50  | 0.88%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                      | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   34165000 | PA      | $32700595.51   | 0.05%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   41290000 | PA      | $40720604.29   | 0.07%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   12496000 | PA      | $11884763.41   | 0.02%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   28830000 | PA      | $28095607.93   | 0.05%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                        | REP OF KOREA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    8743000 | PA      | $8395776.38    | 0.01%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                    | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    8001000 | PA      | $7781921.58    | 0.01%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   68894000 | PA      | $67101176.95   | 0.11%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33975000 | PA      | $31131189.22   | 0.05%             | 2026-02-12      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29582000 | PA      | $28913422.54   | 0.05%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |   20778000 | PA      | $21737143.44   | 0.04%             | 2026-05-08      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: AZ1285503<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3124174.20    | 0.01%             | 2024-06-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                              | JPMDB 2017-C7 A5                   | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5693000 | PA      | $5351394.95    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   24413000 | PA      | $23617572.95   | 0.04%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                       | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   48695000 | PA      | $43854191.09   | 0.07%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                  | FIRST-CITIZENS                     | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   16692000 | PA      | $15986629.80   | 0.03%             | 2025-09-27      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   45212000 | PA      | $45699553.55   | 0.08%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                         | STACR 2022-HQA1 M1A                | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3868407 | PA      | $3856144.30    | 0.01%             | 2042-03-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4500039.28    | 0.01%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4                   | GMCAR 2020-4 B                     | CUSIP: 36260KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7010000 | PA      | $6504681.35    | 0.01%             | 2026-03-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                  | WFCM 2015-C30 A4                   | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5260000 | PA      | $5091551.66    | 0.01%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   17780000 | PA      | $16842740.46   | 0.03%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                          | AP MOLLER                          | CUSIP: 00203QAD9<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |   27700000 | PA      | $26994444.71   | 0.05%             | 2025-09-28      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 2015-SFR2 B                   | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2830000 | PA      | $2729586.51    | 0.00%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-6                                                  | VZMT 2022-6 A                      | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14880000 | PA      | $14501482.56   | 0.02%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                     | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   75797000 | PA      | $67435658.60   | 0.11%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   49262000 | PA      | $48495386.23   | 0.08%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3995000 | PA      | $3817482.85    | 0.01%             | 2027-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.602500 03-FEB-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  623250000 | NC      | $6.23          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                        | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   27135000 | PA      | $25042515.68   | 0.04%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMP TOBACCO FIN                    | CUSIP: EI8222537<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $615687.21     | 0.00%             | 2026-09-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                     | BRDCOM CRP / FIN                   | CUSIP: 11134LAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   19200000 | PA      | $18552723.07   | 0.03%             | 2025-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU                   | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |   45141000 | PA      | $46293728.82   | 0.08%             | 2025-03-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7914000 | PA      | $7673775.91    | 0.01%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  153293000 | PA      | $137378493.24  | 0.23%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    2831000 | PA      | $2648449.08    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $18933892.38   | 0.03%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 948741AK9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   11302000 | PA      | $11186705.81   | 0.02%             | 2024-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    7965000 | PA      | $7492324.16    | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                               | AIRPORT AUTH HK                    | CUSIP: 00946AAK0<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   28945000 | PA      | $29262963.72   | 0.05%             | 2026-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELEC PWR                     | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   11230000 | PA      | $11372854.70   | 0.02%             | 2026-04-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                              | JPMDB 2018-C8 A4                   | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3823172.00    | 0.01%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT                   | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2477149.75    | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14050.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |    2945000 | PA      | $3655843.34    | 0.01%             | 2023-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | SBSN INDO III                      | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |   14919000 | PA      | $14930914.16   | 0.02%             | 2027-06-06      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUST 3YR BOND FUT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -851 | NC      | $160799.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Ohio Gas Co/The                                                            | EAST OHIO GAS CO                   | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    9715000 | PA      | $8873026.21    | 0.01%             | 2025-06-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   14885000 | PA      | $15050691.04   | 0.03%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                 | COMM 2015-CR27 C                   | CUSIP: 12635QBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8118000 | PA      | $7377312.87    | 0.01%             | 2048-10-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   38865000 | PA      | $34900679.44   | 0.06%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9395000 | PA      | $8750462.60    | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-2                         | AMXCA 2022-2 A                     | CUSIP: 02582JJT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28260000 | PA      | $27561130.20   | 0.05%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   90315000 | PA      | $88234135.17   | 0.15%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                         | ACTIVISION BLIZZ                   | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    7819000 | PA      | $7546278.21    | 0.01%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (D)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $50856.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                     | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   34667000 | PA      | $32834765.16   | 0.05%             | 2024-06-17      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                             | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    4860000 | PA      | $3395405.34    | 0.01%             | 2026-01-08      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2                                  | GFORT 2020-2 B                     | CUSIP: 361886CN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8220000 | PA      | $7943360.83    | 0.01%             | 2025-10-15      | Fixed         | 0.96%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   41970000 | PA      | $39693488.86   | 0.07%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   69925000 | PA      | $67830734.36   | 0.11%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3795000 | PA      | $3346923.52    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 AM                     | CUSIP: 12514MBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3106483 | PA      | $2815539.74    | 0.00%             | 2049-08-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    4500000 | PA      | $4313573.34    | 0.01%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   26159000 | PA      | $23530960.92   | 0.04%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                         | CFCRE 2016-C4 A4                   | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5064000 | PA      | $4797635.63    | 0.01%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_21-3                                         | EFF 2021-3 A2                      | CUSIP: 29373MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12505730 | PA      | $11970924.58   | 0.02%             | 2027-08-20      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS                   | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   11985000 | PA      | $11643151.73   | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   88970000 | PA      | $88755544.04   | 0.15%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-A                                        | HART 2021-A B                      | CUSIP: 44933LAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8510000 | PA      | $7751940.26    | 0.01%             | 2027-05-17      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3814000 | PA      | $3780605.30    | 0.01%             | 2025-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   59700000 | PA      | $56141230.46   | 0.09%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY                   | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    9267000 | PA      | $9002921.82    | 0.02%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BA)                         | CUSIP: BVN61PXB6<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |  -24365000 | NC      | $130691.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    9007000 | PA      | $8755924.38    | 0.01%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |   19437000 | PA      | $18365471.13   | 0.03%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   29498000 | PA      | $29004740.64   | 0.05%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A                                      | AESOP 2019-2A A                    | CUSIP: 05377RDL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14490000 | PA      | $14061692.99   | 0.02%             | 2025-09-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  100743000 | PA      | $95384010.37   | 0.16%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   15743000 | PA      | $14885354.42   | 0.02%             | 2024-04-15      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   72400000 | PA      | $68525298.97   | 0.11%             | 2026-03-03      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC13                                          | GSMS 2013-GC13 C                   | CUSIP: 36198EAY1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    5650000 | PA      | $4913459.22    | 0.01%             | 2046-07-10      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                          | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   91491000 | PA      | $87816640.01   | 0.15%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   27335000 | PA      | $27222302.44   | 0.05%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A2                             | COMET 2022-A2 A                    | CUSIP: 14041NGA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   41376000 | PA      | $40445631.68   | 0.07%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                     | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   36950000 | PA      | $33525501.34   | 0.06%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | JPMCC 2013-C16 A3                  | CUSIP: 46641BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1107715 | PA      | $1096841.55    | 0.00%             | 2046-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   41065000 | PA      | $38868651.21   | 0.07%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                    | CUSIP: 233851DS0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $25649644.54   | 0.04%             | 2024-02-22      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   19415000 | PA      | $17276338.54   | 0.03%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10880000 | PA      | $10515957.27   | 0.02%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   19200000 | PA      | $19794374.98   | 0.03%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                   | APOLLO MNGMT HLD                   | CUSIP: 03765HAA9<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    4835000 | PA      | $4737419.79    | 0.01%             | 2024-05-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   28940000 | PA      | $27362657.71   | 0.05%             | 2025-04-01      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   57610000 | PA      | $59158175.42   | 0.10%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8930254.83    | 0.01%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13019000 | PA      | $11417657.01   | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   41295000 | PA      | $42255769.88   | 0.07%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   26108000 | PA      | $25407166.25   | 0.04%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   28920000 | PA      | $26674606.66   | 0.04%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS                   | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   23558000 | PA      | $22887434.72   | 0.04%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   21744000 | PA      | $19024421.17   | 0.03%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                                         | TRINITY ACQ PLC                    | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    1367000 | PA      | $1345774.48    | 0.00%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  118945000 | PA      | $108334594.54  | 0.18%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3                 | GMCAR 2020-3 D                     | CUSIP: 362590AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3191695.26    | 0.01%             | 2027-09-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC                   | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   61425000 | PA      | $57429526.11   | 0.10%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   43312000 | PA      | $38649461.90   | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   16269000 | PA      | $15623317.72   | 0.03%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp                                                         | KOREA NATL OIL                     | CUSIP: 50066RAM8<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   19400000 | PA      | $17400961.34   | 0.03%             | 2025-10-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2438000 | PA      | $2129549.94    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                     | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   31830000 | PA      | $31252625.44   | 0.05%             | 2024-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comm 2013-CCRE13 Mortgage Trust                                                 | COMM 2013-CR13 A4                  | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3617000 | PA      | $3572495.35    | 0.01%             | 2046-11-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   51061000 | PA      | $50383100.38   | 0.08%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   56610000 | PA      | $56525005.18   | 0.09%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  143405000 | PA      | $143068855.81  | 0.24%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |   14500000 | PA      | $14988904.22   | 0.03%             | 2026-03-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   91330000 | PA      | $89876903.17   | 0.15%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NTPC Ltd                                                                        | NTPC LTD                           | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | DBT              | CORP              | IN        |    4300000 | PA      | $4226143.63    | 0.01%             | 2024-11-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   54007000 | PA      | $52554775.53   | 0.09%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   22000000 | PA      | $19273436.38   | 0.03%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                      | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   21105000 | PA      | $20316053.10   | 0.03%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                     | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   17470000 | PA      | $17189663.45   | 0.03%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   60588000 | PA      | $59077039.49   | 0.10%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                        | MOLSON COORS                       | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $23139235.46   | 0.04%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   67135000 | PA      | $64178067.12   | 0.11%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   10154000 | PA      | $9737420.07    | 0.02%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   54043000 | PA      | $52248057.41   | 0.09%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                     | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1119299.94    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   88017000 | PA      | $82771663.85   | 0.14%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | BRIT SKY BROADCA                   | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |   22015000 | PA      | $23153553.14   | 0.04%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                      | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6310000 | PA      | $5923774.37    | 0.01%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   17460000 | PA      | $16408574.51   | 0.03%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                         | CARMX 2020-3 C                     | CUSIP: 14315FAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4840000 | PA      | $4543104.72    | 0.01%             | 2026-04-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS                   | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   16150000 | PA      | $15159726.74   | 0.03%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   41130000 | PA      | $40410417.08   | 0.07%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   19290000 | PA      | $19629545.09   | 0.03%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   23082000 | PA      | $22693697.05   | 0.04%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 A4                     | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7400000 | PA      | $7108553.22    | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Misc Capital Two Labuan Ltd                                                     | MISC CAPITAL TWO                   | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    6795000 | PA      | $6358006.62    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13982.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   41341000 | PA      | $41629088.07   | 0.07%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F                                      | SOFI 2017-F A2FX                   | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2510709 | PA      | $2407394.37    | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                           | CUSIP: 92826CAR3<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   31830000 | PA      | $32753213.81   | 0.05%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1468726.97    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                      | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   25844000 | PA      | $25588635.69   | 0.04%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BA)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    9690000 | NC      | $-56071.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                        | WFRBS 2014-C20 C                   | CUSIP: 92890FAZ9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $3919432.50    | 0.01%             | 2047-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |   10662000 | PA      | $10516057.48   | 0.02%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6703000 | PA      | $6176109.68    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2850000 | PA      | $2737706.58    | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   28770000 | PA      | $28799356.04   | 0.05%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                             | FORDF 2020-1 D                     | CUSIP: 34528QHP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5350000 | PA      | $5215587.67    | 0.01%             | 2025-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   91643000 | PA      | $85830153.24   | 0.14%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                     | MSBAM 2015-C23 A3                  | CUSIP: 61690QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9264309 | PA      | $8963783.10    | 0.01%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2734262.33    | 0.00%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   81460000 | PA      | $72542802.70   | 0.12%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2079170.43    | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                     | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |   20500000 | PA      | $14503860.12   | 0.02%             | 2025-06-28      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (ALLY)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $-75149.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH                   | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |  126164000 | PA      | $127453359.49  | 0.21%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   73550000 | PA      | $72552987.83   | 0.12%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   48900000 | PA      | $43219741.77   | 0.07%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   16509000 | PA      | $16268762.35   | 0.03%             | 2024-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   51772000 | PA      | $50856117.08   | 0.09%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   23190000 | PA      | $21443221.37   | 0.04%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | SUNTRUST BANK                      | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     190000 | PA      | $187650.69     | 0.00%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                    | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   28710000 | PA      | $27835248.79   | 0.05%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (T)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | -179110000 | NC      | $709990.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10845.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   51609000 | PA      | $49001063.05   | 0.08%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3881000 | PA      | $3760786.34    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                         | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   29165000 | PA      | $29035853.30   | 0.05%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: BJ6318445<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   33130000 | PA      | $23757803.22   | 0.04%             | 2030-05-28      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| COMM 2013-LC13 Mortgage Trust                                                   | COMM 2013-LC13 AM                  | CUSIP: 12626GAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18565000 | PA      | $18376821.45   | 0.03%             | 2046-08-10      | Variable      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     860000 | PA      | $852760.11     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   16285000 | PA      | $15543587.76   | 0.03%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   34837000 | PA      | $36718294.85   | 0.06%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                  | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    3040000 | PA      | $2979331.02    | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 AM                     | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6357000 | PA      | $5765836.51    | 0.01%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   93175000 | PA      | $91226059.46   | 0.15%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKN4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   50780000 | PA      | $50960018.15   | 0.09%             | 2025-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   16085000 | PA      | $15763040.87   | 0.03%             | 2024-06-30      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                         | CSAIL 2015-C3 C                    | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $3773139.04    | 0.01%             | 2048-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                    | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   35555000 | PA      | $35480938.94   | 0.06%             | 2028-11-05      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   19400000 | PA      | $18336607.43   | 0.03%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   28895000 | PA      | $27359416.83   | 0.05%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC                   | CUSIP: 52107QAG0<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $7424627.05    | 0.01%             | 2025-02-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   41150000 | PA      | $40092759.39   | 0.07%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                | BMARK 2018-B8 A4                   | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2620000 | PA      | $2484331.95    | 0.00%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   54009000 | PA      | $49281305.44   | 0.08%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   14525000 | PA      | $13924444.41   | 0.02%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | OWL ROCK CAPITAL                   | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1826303.45    | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Security Benefit Global Funding                                                 | SECURITY BENEFIT                   | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |   13595000 | PA      | $12852610.77   | 0.02%             | 2024-05-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   91345000 | PA      | $93333142.19   | 0.16%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   71004000 | PA      | $65315941.27   | 0.11%             | 2030-07-22      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   59080000 | PA      | $56871457.26   | 0.10%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   30410000 | PA      | $30174942.86   | 0.05%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                   | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   10695000 | PA      | $9638866.72    | 0.02%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   72600000 | PA      | $72685781.98   | 0.12%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP                   | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   36891000 | PA      | $36092869.86   | 0.06%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   43428000 | PA      | $41807068.14   | 0.07%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   71895000 | PA      | $64105289.63   | 0.11%             | 2026-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding 2006-H Trust                                            | BAFC 2006-H 2A2                    | CUSIP: 05950PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3008061 | PA      | $2543427.16    | 0.00%             | 2046-09-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   12950000 | PA      | $12669737.52   | 0.02%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   24300000 | PA      | $21849041.98   | 0.04%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                | BMARK 2018-B2 A5                   | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7705000 | PA      | $7409718.20    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                     | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   10125000 | PA      | $9665695.07    | 0.02%             | 2024-04-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-4                         | AMXCA 2022-4 A                     | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15770000 | PA      | $15985517.55   | 0.03%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR3                              | FHASI 2006-AR3 1A1                 | CUSIP: 32052EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1837294 | PA      | $1267836.62    | 0.00%             | 2036-11-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                    | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |   13007000 | PA      | $13251959.82   | 0.02%             | 2025-01-20      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                     | BRDCOM CRP / FIN                   | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   53758000 | PA      | $51827765.25   | 0.09%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                    | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5563485.11    | 0.01%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   38800000 | PA      | $38684254.56   | 0.06%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   72485000 | PA      | $68020818.46   | 0.11%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   28502000 | PA      | $28201813.80   | 0.05%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                  | CAPITAL ONE NA                     | CUSIP: 14042TCT2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   38485000 | PA      | $36378302.24   | 0.06%             | 2026-01-28      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                      | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    9240000 | PA      | $6282998.73    | 0.01%             | 2024-03-08      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $11470264.69   | 0.02%             | 2026-01-26      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   54665000 | PA      | $53712587.56   | 0.09%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1813000 | PA      | $1871347.96    | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL                   | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   30720000 | PA      | $31037699.17   | 0.05%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   58400000 | PA      | $60831100.90   | 0.10%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   14150000 | PA      | $14270374.47   | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   20200000 | PA      | $19590834.86   | 0.03%             | 2025-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   15667000 | PA      | $15109710.08   | 0.03%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9705000 | PA      | $8806846.80    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                    | CUSIP: 171239AE6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   21768000 | PA      | $22156732.20   | 0.04%             | 2024-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   14890000 | PA      | $15183071.68   | 0.03%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    5530000 | PA      | $5062716.38    | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                         | DRIVE 2020-2 C                     | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3012297 | PA      | $2987592.43    | 0.00%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                   | BRISBANE AIRPORT                   | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |   12200000 | PA      | $8469195.61    | 0.01%             | 2025-04-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   48415000 | PA      | $43949831.25   | 0.07%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                              | KIMBERLY-CLA MEX                   | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | DBT              | CORP              | MX        |    9650000 | PA      | $9312250.00    | 0.02%             | 2025-03-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR4                              | FHASI 2006-AR4 1A1                 | CUSIP: 32053AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3439201 | PA      | $2290533.49    | 0.00%             | 2037-01-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  140925000 | PA      | $132400858.25  | 0.22%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | CIE FINANC RICHE                   | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1021640.81    | 0.00%             | 2026-03-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                    | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   24300000 | PA      | $22526220.53   | 0.04%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 780082AM5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   23170000 | PA      | $23307127.24   | 0.04%             | 2025-12-12      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                     | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $21849439.08   | 0.04%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                   | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   29109000 | PA      | $26876998.44   | 0.04%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9863320.13    | 0.02%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                      | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    4860000 | PA      | $4598278.02    | 0.01%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCB9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $15067322.22   | 0.03%             | 2024-06-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   28346000 | PA      | $26914608.92   | 0.05%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   24230000 | PA      | $24694162.96   | 0.04%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                      | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   53240000 | PA      | $52523182.50   | 0.09%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   72565000 | PA      | $64894648.74   | 0.11%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    9674000 | PA      | $8389059.17    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 22                                      | PEPAU 22A A1U                      | CUSIP: 71338AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     840012 | PA      | $837925.56     | 0.00%             | 2060-06-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $245693.12     | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                  | WFCM 2018-C44 A5                   | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |   11100000 | PA      | $10774778.88   | 0.02%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61827000 | PA      | $60068742.75   | 0.10%             | 2024-07-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| New Terminal Financing Co Pty Ltd                                               | NEW TERMINAL FIN                   | CUSIP: AO1975298<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    5900000 | PA      | $4134444.79    | 0.01%             | 2024-07-12      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4021000 | PA      | $3896554.55    | 0.01%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   24200000 | PA      | $23297300.07   | 0.04%             | 2026-03-17      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Resimac MBS Trust                                                               | RESI 2018-2A A1A                   | CUSIP: 76119TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     296963 | PA      | $296649.28     | 0.00%             | 2050-04-10      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| US Airways 2001-1C Pass Through Trust                                           | US AIRWAYS 2001                    | CUSIP: 90332UAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24606 | PA      | $24605.85      | 0.00%             | 2023-09-20      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   29450000 | PA      | $30386274.11   | 0.05%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   39315000 | PA      | $37511557.65   | 0.06%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_21-A1                                   | BACCT 2021-A1 A1                   | CUSIP: 05522RDD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4210000 | PA      | $3994405.48    | 0.01%             | 2026-09-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25615000 | PA      | $25333353.34   | 0.04%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   12317000 | PA      | $11118548.63   | 0.02%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   95250000 | PA      | $90664579.28   | 0.15%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   80846000 | PA      | $71701487.11   | 0.12%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 A4                     | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3650000 | PA      | $3384177.80    | 0.01%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                     | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    8019000 | PA      | $7853508.77    | 0.01%             | 2025-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C15                             | JPMBB 2013-C15 A5                  | CUSIP: 46640NAE8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2867961.67    | 0.00%             | 2045-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                    | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |   23870000 | PA      | $22971300.35   | 0.04%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1575000 | PA      | $1307260.82    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3319000 | PA      | $2782144.12    | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   16200000 | PA      | $16219187.44   | 0.03%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   34800000 | PA      | $32526102.58   | 0.05%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   89415000 | PA      | $83898357.38   | 0.14%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   17505000 | PA      | $17187288.28   | 0.03%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE9 Mortgage Trust                                                  | COMM 2013-CR9 A4                   | CUSIP: 12625UBF9<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |    9372280 | PA      | $9320885.11    | 0.02%             | 2045-07-10      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5324000 | PA      | $5383895.00    | 0.01%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5905000 | PA      | $5641278.04    | 0.01%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    3900000 | PA      | $3579049.94    | 0.01%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   16659000 | PA      | $16498126.20   | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3                 | GMCAR 2020-3 C                     | CUSIP: 362590AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2200000 | PA      | $2063214.12    | 0.00%             | 2026-01-16      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust                                                      | FIVE COR FND TRS                   | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27243000 | PA      | $27024548.19   | 0.05%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   44707000 | PA      | $42641677.43   | 0.07%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   15855000 | PA      | $14924751.63   | 0.02%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC                   | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   20924000 | PA      | $20532460.28   | 0.03%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   64779000 | PA      | $62280764.83   | 0.10%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 B                   | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1590000 | PA      | $1458358.02    | 0.00%             | 2039-04-17      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   18865000 | PA      | $18787733.86   | 0.03%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                             | ESSILORLUXOTTICA                   | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1012586.59    | 0.00%             | 2026-01-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     446000 | PA      | $443992.76     | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   35390000 | PA      | $32695376.73   | 0.05%             | 2025-09-10      | Variable      | 0.98%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   35822000 | PA      | $34404048.10   | 0.06%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1962983.94    | 0.00%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30637000 | PA      | $29906041.01   | 0.05%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   35380000 | PA      | $33182046.16   | 0.06%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   31391000 | PA      | $29880550.15   | 0.05%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $181500000.00  | 0.30%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                        | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   87855000 | PA      | $78833586.48   | 0.13%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C18                                        | WFRBS 2013-C18 B                   | CUSIP: 96221QAJ2<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |    5775000 | PA      | $5544389.24    | 0.01%             | 2046-12-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   32710000 | PA      | $33138978.57   | 0.06%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: AZ7115639<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   49406000 | PA      | $35051002.40   | 0.06%             | 2029-07-26      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A                      | WOLS 2021-A A4                     | CUSIP: 98163JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11150000 | PA      | $10684097.25   | 0.02%             | 2026-11-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                        | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   10566000 | PA      | $10802137.10   | 0.02%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                 | WFCM 2015-LC22 C                   | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    4885000 | PA      | $4447380.21    | 0.01%             | 2058-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   15077000 | PA      | $14663840.90   | 0.02%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    7852000 | PA      | $7672071.66    | 0.01%             | 2025-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE9 Mortgage Trust                                                  | COMM 2013-CR9 AM                   | CUSIP: 12625UAC7<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |   11250000 | PA      | $11116701.00   | 0.02%             | 2045-07-10      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                     | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   28570000 | PA      | $27210726.82   | 0.05%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                              | SIXTH STREET                       | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8679470.08    | 0.01%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C21                             | JPMBB 2014-C21 A4                  | CUSIP: 46642EAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3141257 | PA      | $3053954.71    | 0.01%             | 2047-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_22-1                                                    | TMUST 2022-1A A                    | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20590000 | PA      | $20651432.32   | 0.03%             | 2028-05-22      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                           | UBSCM 2017-C7 A4                   | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5515000 | PA      | $5208456.45    | 0.01%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2380000 | PA      | $2226777.74    | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   26650000 | PA      | $23678626.27   | 0.04%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25965000 | PA      | $25092957.43   | 0.04%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $428130.71     | 0.00%             | 2026-02-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FEDERAL REALTY I                   | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    9677000 | PA      | $9049411.62    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   40135000 | PA      | $39743562.54   | 0.07%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   10167000 | PA      | $9881017.85    | 0.02%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   38900000 | PA      | $37746655.46   | 0.06%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   11320000 | PA      | $11108780.46   | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   28845000 | PA      | $26811758.93   | 0.04%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | PIONEER NATURAL                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   31105000 | PA      | $28153038.14   | 0.05%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                        | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4514695.42    | 0.01%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHINA)                      | CUSIP: BVN61DLK6<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |  -20715000 | NC      | $217046.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   33820000 | PA      | $34607165.23   | 0.06%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-75236.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  580000000 | PA      | $552087500.00  | 0.92%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                        | WFRBS 2014-C21 A4                  | CUSIP: 92939FAT6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    2095754 | PA      | $2028942.16    | 0.00%             | 2047-08-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25155000 | PA      | $24157292.33   | 0.04%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                  | WFCM 2018-C46 A4                   | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3435000 | PA      | $3320667.74    | 0.01%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   31700000 | PA      | $29434465.35   | 0.05%             | 2025-10-11      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   76025000 | PA      | $71962763.02   | 0.12%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                     | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   33880000 | PA      | $31795945.66   | 0.05%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C13                                        | WFRBS 2013-C13 AS                  | CUSIP: 92937UAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2230000 | PA      | $2213363.09    | 0.00%             | 2045-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: ZQ0115043<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   23465000 | PA      | $16571744.25   | 0.03%             | 2024-10-16      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   20170000 | PA      | $20131717.74   | 0.03%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS                   | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   85984000 | PA      | $83402167.03   | 0.14%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   44210000 | PA      | $43451548.27   | 0.07%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1                   | GMCAR 2021-1 C                     | CUSIP: 36261LAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2150000 | PA      | $1997395.58    | 0.00%             | 2027-05-17      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO                   | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   19350000 | PA      | $18005935.07   | 0.03%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   35025000 | PA      | $33770730.93   | 0.06%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                             | JPMBB 2014-C24 A5                  | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10981700 | PA      | $10628705.33   | 0.02%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                   | GMCAR 2022-3 A3                    | CUSIP: 36265WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29050000 | PA      | $28308710.82   | 0.05%             | 2027-04-16      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 2/23                        | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  117800000 | PA      | $118204937.50  | 0.20%             | 2023-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                  | WFCM 2015-C30 A3                   | CUSIP: 94989NBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.03          | 0.00%             | 2058-09-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                   | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   71237000 | PA      | $69218862.20   | 0.12%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC                   | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   43755000 | PA      | $41154006.34   | 0.07%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $15072789.00   | 0.03%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   31486000 | PA      | $30981987.54   | 0.05%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   19270000 | PA      | $20110176.82   | 0.03%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   10208000 | PA      | $9158752.24    | 0.02%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-4                                         | DRIVE 2019-4 D                     | CUSIP: 26209AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4079972 | PA      | $3986344.76    | 0.01%             | 2027-02-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |   34400000 | PA      | $41650502.45   | 0.07%             | 2023-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13256000 | PA      | $12764120.21   | 0.02%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   32080000 | PA      | $30058060.48   | 0.05%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9513954.87    | 0.02%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                  | DIGNITY HEALTH                     | CUSIP: 254010AD3<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     970000 | PA      | $948891.44     | 0.00%             | 2024-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4461000 | PA      | $4370902.21    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   29890000 | PA      | $29619725.35   | 0.05%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                                    | WOART 2021-D C                     | CUSIP: 98163KAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4640000 | PA      | $4189791.01    | 0.01%             | 2028-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC20                                          | GSMS 2014-GC20 AS                  | CUSIP: 36252WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1410000 | PA      | $1366650.54    | 0.00%             | 2047-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 B                    | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3394492.50    | 0.01%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   27700000 | PA      | $24433988.57   | 0.04%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2791235.65    | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   59637000 | PA      | $56630050.58   | 0.09%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   11595000 | PA      | $10457533.51   | 0.02%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1907 | NC      | $-23103.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    9568000 | PA      | $9216080.06    | 0.02%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    9672000 | PA      | $9500233.21    | 0.02%             | 2025-05-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | MSBAM 2016-C32 A3                  | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3305153 | PA      | $3130435.41    | 0.01%             | 2049-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  137745000 | PA      | $123414366.96  | 0.21%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                     | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   74052000 | PA      | $68547170.56   | 0.11%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                        | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    4855000 | PA      | $4854760.37    | 0.01%             | 2025-05-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                             | JPMBB 2013-C12 A5                  | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2866000 | PA      | $2847244.04    | 0.00%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   84900000 | PA      | $85088616.39   | 0.14%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7831000 | PA      | $7947038.51    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 C                     | CUSIP: 34531NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7484000 | PA      | $7053103.46    | 0.01%             | 2031-08-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   80097000 | PA      | $76127824.40   | 0.13%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS                   | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   23830000 | PA      | $23857359.46   | 0.04%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |   10449000 | PA      | $10780036.86   | 0.02%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1                   | GMCAR 2023-1 B                     | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2180000 | PA      | $2184076.38    | 0.00%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                      | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   11715000 | PA      | $11341068.68   | 0.02%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                    | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   19340000 | PA      | $19185796.18   | 0.03%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                        | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   18475000 | PA      | $18184153.06   | 0.03%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAN 5YR BOND FUT  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -178 | NC      | $-144529.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8315000 | PA      | $8044859.62    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                    | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   33010000 | PA      | $32198156.02   | 0.05%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9562137.59    | 0.02%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   66477000 | PA      | $64412157.24   | 0.11%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    6725000 | PA      | $6832449.76    | 0.01%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8065.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325CX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    8408000 | PA      | $8042021.28    | 0.01%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 2022-1A C                    | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4980000 | PA      | $4550280.78    | 0.01%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2830000 | PA      | $2419438.60    | 0.00%             | 2051-08-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 B                     | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1870000 | PA      | $1652120.13    | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                     | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   62840000 | PA      | $58409482.14   | 0.10%             | 2027-03-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     500000 | PA      | $495274.10     | 0.00%             | 2027-08-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   51654000 | PA      | $50393556.14   | 0.08%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   43468000 | PA      | $42996953.37   | 0.07%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   50197000 | PA      | $49057468.87   | 0.08%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   18825000 | PA      | $17762888.98   | 0.03%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                    | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2062103.24    | 0.00%             | 2024-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   33780000 | PA      | $34460890.62   | 0.06%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $14631080.27   | 0.02%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9885000 | PA      | $9054021.33    | 0.02%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                     | BK OF NY MELLON                    | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   42865000 | PA      | $43163991.95   | 0.07%             | 2025-11-21      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   31200000 | PA      | $29093130.77   | 0.05%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                       | PG&E RECOV FND                     | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   52800000 | PA      | $53650924.80   | 0.09%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   42975000 | PA      | $39983750.05   | 0.07%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    2454000 | PA      | $2260765.22    | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                        | CUSIP: EK3445401<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |   19905000 | PA      | $24545604.71   | 0.04%             | 2024-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                     | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $5601957.71    | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   70846000 | PA      | $69738968.91   | 0.12%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   27615000 | PA      | $26543774.38   | 0.04%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  112117000 | PA      | $110023071.52  | 0.18%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   97620000 | PA      | $87381247.35   | 0.15%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN                   | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5145000 | PA      | $5082618.26    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   34780000 | PA      | $34479256.64   | 0.06%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                    | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   24290000 | PA      | $23036280.64   | 0.04%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DOWDUPONT                          | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   59612000 | PA      | $59586237.48   | 0.10%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   28800000 | PA      | $26832519.36   | 0.04%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   34406000 | PA      | $30462777.88   | 0.05%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   29250000 | PA      | $26345519.17   | 0.04%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23883000 | PA      | $23328717.84   | 0.04%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | PRICELINE GROUP                    | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15562032.16   | 0.03%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   42383000 | PA      | $41501821.83   | 0.07%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   46379000 | PA      | $45530875.58   | 0.08%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   72690000 | PA      | $65048192.62   | 0.11%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   22700000 | PA      | $21737140.23   | 0.04%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2653716.80    | 0.00%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II                      | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |     220829 | PA      | $220415.30     | 0.00%             | 2025-04-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   91550000 | PA      | $82284953.24   | 0.14%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                     | ENBRIDGE ENERGY                    | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   24941000 | PA      | $25516960.52   | 0.04%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   25200000 | PA      | $25363073.99   | 0.04%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                 | BANK 2018-BN14 ASB                 | CUSIP: 06035RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6680000 | PA      | $6495000.74    | 0.01%             | 2060-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   21725000 | PA      | $20511313.32   | 0.03%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |   17314000 | PA      | $12218834.77   | 0.02%             | 2024-02-16      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3966000 | PA      | $3540447.68    | 0.01%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   15808000 | PA      | $16133653.81   | 0.03%             | 2025-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4188321.04    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  107602000 | PA      | $110340213.73  | 0.18%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                   | BBCMS 2022-C16 A1                  | CUSIP: 05552YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7945294 | PA      | $7724015.83    | 0.01%             | 2055-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                    | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9159450.83    | 0.02%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    4700000 | PA      | $6386058.20    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                     | CUSIP: N/A<br>LEI: 549300BKPEP01R3V6C59       | Long             | DBT              | CORP              | US        |   20043000 | PA      | $21002664.33   | 0.04%             | 2025-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   58858000 | PA      | $56452268.71   | 0.09%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HDGS                        | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   21940000 | PA      | $20808884.40   | 0.03%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   42260000 | PA      | $39778441.24   | 0.07%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                      | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   29100000 | PA      | $26114766.61   | 0.04%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   22550000 | PA      | $20339507.39   | 0.03%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1494000 | PA      | $1379764.53    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                          | GSMS 2015-GC34 C                   | CUSIP: 36250VAL6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    3980000 | PA      | $3646649.13    | 0.01%             | 2048-10-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   56610000 | PA      | $56487415.57   | 0.09%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | BRANCH BKG & TR                    | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   21610000 | PA      | $20991873.18   | 0.04%             | 2025-09-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MPC)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $45765.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   52063000 | PA      | $45833180.99   | 0.08%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   53975000 | PA      | $53605148.73   | 0.09%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   19467000 | PA      | $18790637.38   | 0.03%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | AGL CAPITAL CORP                   | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $3837230.57    | 0.01%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT                   | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   37280000 | PA      | $35488669.53   | 0.06%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   86521000 | PA      | $83496998.47   | 0.14%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                          | GSMS 2015-GC34 A4                  | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |   17922000 | PA      | $17158848.98   | 0.03%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   18743000 | PA      | $18190539.77   | 0.03%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   51581000 | PA      | $47895561.28   | 0.08%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS                   | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    8998000 | PA      | $8840676.18    | 0.01%             | 2024-07-02      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   29700000 | PA      | $27568750.87   | 0.05%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (IBM)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $55584.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   52355000 | PA      | $50546131.09   | 0.08%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   84936000 | PA      | $75446657.05   | 0.13%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  116368000 | PA      | $113858680.01  | 0.19%             | 2025-03-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   79915000 | PA      | $86570871.02   | 0.14%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2                                         | DRIVE 2019-2 D                     | CUSIP: 26208RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |          0 | PA      | $0.02          | 0.00%             | 2026-08-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                        | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   29130000 | PA      | $27876058.66   | 0.05%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                    | CUSIP: 219868CG9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   43416000 | PA      | $43390757.07   | 0.07%             | 2026-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                          | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    9710000 | PA      | $9176649.51    | 0.02%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   84327000 | PA      | $80592514.72   | 0.13%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   63865000 | PA      | $62099698.59   | 0.10%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                    | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   25583000 | PA      | $24983163.59   | 0.04%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                          | UBSCM 2019-C16 ASB                 | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5849000 | PA      | $5484176.81    | 0.01%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A4                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2495000 | PA      | $2359250.29    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   29472000 | PA      | $28172361.13   | 0.05%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE                   | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   31790000 | PA      | $31749371.11   | 0.05%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MALAYS)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3890000 | NC      | $55614.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                      | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   39366000 | PA      | $37651498.90   | 0.06%             | 2024-03-11      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $967677.83     | 0.00%             | 2026-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | MSBAM 2017-C34 A4                  | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2475000 | PA      | $2328685.67    | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                            | BAYER US FINANCE                   | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   24570000 | PA      | $23894167.51   | 0.04%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-7                                                  | VZMT 2022-7 A1A                    | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14070000 | PA      | $14176433.92   | 0.02%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C                                           | DRB 2017-C A2B                     | CUSIP: 518889AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1413874 | PA      | $1386966.07    | 0.00%             | 2042-11-25      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   26115000 | PA      | $23390057.22   | 0.04%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   62230000 | PA      | $62219191.89   | 0.10%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ14                                         | GSMS 2013-GC14 A4                  | CUSIP: 36198FAD4<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.01          | 0.00%             | 2046-08-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   45176000 | PA      | $40173027.25   | 0.07%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                       | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |   17600000 | PA      | $19017875.36   | 0.03%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC                   | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $17412165.03   | 0.03%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    5318000 | PA      | $5189304.40    | 0.01%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   16700000 | PA      | $16595657.73   | 0.03%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (GM)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $-27032.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   46895000 | PA      | $44735959.36   | 0.07%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5                                         | DRIVE 2018-5 D                     | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11494185 | PA      | $11486655.44   | 0.02%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  227930000 | PA      | $219666012.65  | 0.37%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A3                                  | DCENT 2022-A3 A3                   | CUSIP: 254683CW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   74205000 | PA      | $72633931.74   | 0.12%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH                   | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   52787000 | PA      | $53178705.41   | 0.09%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   41230000 | PA      | $44922667.23   | 0.08%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 A                   | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3055362 | PA      | $2929319.08    | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST                   | CUSIP: 133131AV4<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2716728.32    | 0.00%             | 2024-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D                                      | SOFI 2016-D A2B                    | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     642369 | PA      | $626096.38     | 0.00%             | 2033-04-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust                   | WAMU 2003-AR7 A7                   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234665 | PA      | $226186.85     | 0.00%             | 2033-08-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                      | KOJAMO OYJ                         | CUSIP: AN7912800<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |    4850000 | PA      | $5033361.11    | 0.01%             | 2024-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_18-A                                            | MMAF 2018-A A4                     | CUSIP: 60700DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1211000 | PA      | $1208585.69    | 0.00%             | 2025-01-10      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (SPG)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $41375.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   29100000 | PA      | $26196342.05   | 0.04%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |    8900000 | PA      | $9157377.77    | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    8107000 | PA      | $7904395.13    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   84240000 | PA      | $77142952.69   | 0.13%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (LNC)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $6248.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBNGP Finance Co Pty Ltd                                                        | DBNGP FINANCE CO                   | CUSIP: N/A<br>LEI: 213800Q5H1Q4B99WAX06       | Long             | DBT              | CORP              | AU        |    8050000 | PA      | $5601368.28    | 0.01%             | 2025-05-28      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   54642000 | PA      | $53222983.32   | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   31596000 | PA      | $28437581.37   | 0.05%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C                                    | WOART 2020-C C                     | CUSIP: 98163CAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3900000 | PA      | $3618650.88    | 0.01%             | 2027-05-17      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9625437.94    | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   89680000 | PA      | $94789299.18   | 0.16%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    7524000 | PA      | $7264931.37    | 0.01%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                             | AMCAR 2020-2 C                     | CUSIP: 03066EAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7730000 | PA      | $7346828.54    | 0.01%             | 2026-02-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                             | JPMBB 2013-C17 A4                  | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1860000 | PA      | $1835055.35    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20965589.00   | 0.04%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                        | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   25960000 | PA      | $26154802.28   | 0.04%             | 2025-10-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                       | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   32084000 | PA      | $30922262.42   | 0.05%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1866929.29    | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4910.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CRED SUIS NY                       | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   14300000 | PA      | $13211511.60   | 0.02%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                     | CUSIP: 67021CAK3<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    9710000 | PA      | $9276309.65    | 0.02%             | 2025-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25800000 | PA      | $25885561.06   | 0.04%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23563000 | PA      | $23050026.66   | 0.04%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY-DAVIDSON                    | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $13769018.61   | 0.02%             | 2025-06-08      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | MSBAM 2016-C32 A4                  | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20049000 | PA      | $18819629.40   | 0.03%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property AB                                                 | AKELIUS RESIDENT                   | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |    3000000 | PA      | $3037279.36    | 0.01%             | 2025-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC                   | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    9575000 | PA      | $8457322.89    | 0.01%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   22250000 | PA      | $19934163.49   | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                      | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  103489000 | PA      | $101745272.44  | 0.17%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   71137000 | PA      | $67058064.18   | 0.11%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 AS                  | CUSIP: 36253GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5146000 | PA      | $4902535.02    | 0.01%             | 2047-09-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   59135000 | PA      | $57164773.19   | 0.10%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2                                  | GFORT 2020-2 C                     | CUSIP: 361886CP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5800000 | PA      | $5614166.84    | 0.01%             | 2025-10-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   73175000 | PA      | $69033669.66   | 0.12%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $677030.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  114420000 | PA      | $110750349.22  | 0.19%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   48883000 | PA      | $47500390.78   | 0.08%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP                   | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   12310000 | PA      | $11750353.79   | 0.02%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Harvest Operations Corp                                                         | HARVEST OPERATIO                   | CUSIP: N/A<br>LEI: B1EEF6ML54YDWRC6ZK53       | Long             | DBT              | CORP              | CA        |   19240000 | PA      | $18307900.88   | 0.03%             | 2024-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MET)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $47375.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO                   | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26800000 | PA      | $25122318.12   | 0.04%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   44881000 | PA      | $44125835.88   | 0.07%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC                   | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   23619000 | PA      | $22039577.63   | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust 2015-HBS                                             | HBCT 2015-HB7 A7                   | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14750000 | PA      | $13259925.50   | 0.02%             | 2034-08-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (KR)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $44962.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45747000 | PA      | $43630365.91   | 0.07%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2                      | MLMI 2003-A2 2A2                   | CUSIP: 589929M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266782 | PA      | $264731.04     | 0.00%             | 2033-02-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-B D                       | CUSIP: 80286RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17540000 | PA      | $16717656.39   | 0.03%             | 2025-10-20      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                                      | SRT 2021-B D                       | CUSIP: 80286DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14530000 | PA      | $13586493.00   | 0.02%             | 2025-11-20      | Fixed         | 1.41%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                   | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   36846000 | PA      | $35685597.50   | 0.06%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                     | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |  106183000 | PA      | $100163674.74  | 0.17%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                    | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   11645000 | PA      | $10978118.80   | 0.02%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C                                    | WOART 2021-C C                     | CUSIP: 98164CAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2420000 | PA      | $2160241.56    | 0.00%             | 2028-04-17      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS                   | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   23841000 | PA      | $22452072.93   | 0.04%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75000000 | PA      | $75023437.50   | 0.13%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B                                      | SOFI 2017-B A2FX                   | CUSIP: 83403YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     710750 | PA      | $701886.37     | 0.00%             | 2040-05-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    7300000 | PA      | $5117951.65    | 0.01%             | 2030-09-10      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS                   | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    2541000 | PA      | $2494174.40    | 0.00%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR                   | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $25366344.95   | 0.04%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                     | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   30885000 | PA      | $31556196.22   | 0.05%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A                     | PHEAA 2016-2A A                    | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8804860 | PA      | $8739999.06    | 0.01%             | 2065-11-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   12920000 | PA      | $13083760.22   | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   16975000 | PA      | $16292693.78   | 0.03%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UB11                                        | MSC 2016-UB11 A4                   | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5621000 | PA      | $5211709.70    | 0.01%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -66 | NC      | $312056.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   53863000 | PA      | $53387002.44   | 0.09%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                                | GMALT 2022-2 B                     | CUSIP: 36266FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8240000 | PA      | $8026719.14    | 0.01%             | 2026-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                                   | HAROT 2021-3 A4                    | CUSIP: 43815EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13000000 | PA      | $11940429.80   | 0.02%             | 2027-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST                   | CUSIP: 133131AU6<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   46982000 | PA      | $46528006.36   | 0.08%             | 2024-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   30082000 | PA      | $29778387.19   | 0.05%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    9650000 | PA      | $5977032.90    | 0.01%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   16491000 | PA      | $15427601.61   | 0.03%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   27415000 | PA      | $26817671.56   | 0.04%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                       | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   58059000 | PA      | $54958958.85   | 0.09%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CRED SUIS NY                       | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19412497.80   | 0.03%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 C                   | CUSIP: 46641JBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8880000 | PA      | $8345614.92    | 0.01%             | 2047-02-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   67714000 | PA      | $61178506.77   | 0.10%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   37585000 | PA      | $36496891.70   | 0.06%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CB)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $74620.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                    | VERISIGN INC                       | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   17073000 | PA      | $17138998.41   | 0.03%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |   17304000 | PA      | $17318378.05   | 0.03%             | 2026-03-30      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | OWL ROCK CAPITAL                   | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    9580000 | PA      | $9032381.53    | 0.02%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                             | JPMBB 2015-C32 A4                  | CUSIP: 46590JAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $3735649.61    | 0.01%             | 2048-11-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                                     | INEOS QUATTRO FI                   | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    1593000 | PA      | $1461589.13    | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   70527000 | PA      | $69933585.12   | 0.12%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $14894528.26   | 0.02%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    7800000 | PA      | $7137578.83    | 0.01%             | 2025-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |   21690000 | PA      | $15174676.01   | 0.03%             | 2024-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   19430000 | PA      | $18083191.09   | 0.03%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-8AR                                     | MSM 2006-8AR 5A1                   | CUSIP: 61749LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1883017 | PA      | $1891456.84    | 0.00%             | 2036-06-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   25075000 | PA      | $24601440.07   | 0.04%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                      | FLORIDA ST BRD OF ADM              | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   22350000 | PA      | $19931703.18   | 0.03%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                      | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   28940000 | PA      | $27947734.80   | 0.05%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   21384000 | PA      | $20832396.08   | 0.03%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   25853000 | PA      | $25651297.74   | 0.04%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   44839000 | PA      | $43897871.54   | 0.07%             | 2025-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (AIG)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $40037.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   36445000 | PA      | $35689346.09   | 0.06%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                  | BANK 2017-BNK7 A5                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3120000 | PA      | $2942999.59    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   15729000 | PA      | $14960239.93   | 0.03%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                                          | ALLYA 2022-3 A3                    | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10870000 | PA      | $10937602.70   | 0.02%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   27110000 | PA      | $26605810.12   | 0.04%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26482000 | PA      | $26004251.21   | 0.04%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   29140000 | PA      | $26808991.16   | 0.04%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1                             | COPAR 2021-1 A4                    | CUSIP: 14044CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12510000 | PA      | $11429427.48   | 0.02%             | 2027-04-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   88000000 | PA      | $82673850.16   | 0.14%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   59200000 | PA      | $59168058.64   | 0.10%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6065610.20    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                            | MSBAM 2012-CKSV A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14835676 | PA      | $12586584.14   | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | STHRN GAS CRIDOR                   | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    3151000 | PA      | $3247484.03    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304AT4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3757116.64    | 0.01%             | 2025-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8748000 | PA      | $8025760.75    | 0.01%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO FINANCIAL                      | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   22250000 | PA      | $22257440.62   | 0.04%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10320000 | PA      | $9511741.73    | 0.02%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST MCCT_23-1                                              | MCCT 2023-1A A                     | CUSIP: 576339DF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    8560000 | PA      | $8558707.44    | 0.01%             | 2027-06-21      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29365PAP7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   22680000 | PA      | $22948845.09   | 0.04%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   27680000 | PA      | $24580913.43   | 0.04%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19304000 | PA      | $19117233.61   | 0.03%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   26740000 | PA      | $27344566.00   | 0.05%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2                             | COPAR 2022-2 A4                    | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13160000 | PA      | $12814818.46   | 0.02%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   28329000 | PA      | $27615358.78   | 0.05%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   32263000 | PA      | $34091362.92   | 0.06%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-2                                   | HAROT 2021-2 A4                    | CUSIP: 43811JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12340000 | PA      | $11501762.31   | 0.02%             | 2027-08-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   72140000 | PA      | $71970841.08   | 0.12%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1276652.54    | 0.00%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                    | 7-ELEVEN INC                       | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  126300000 | PA      | $120791209.53  | 0.20%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   31725000 | PA      | $31024542.77   | 0.05%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-4                                                   | BSARM 2006-4 2A1                   | CUSIP: 073882AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4775496 | PA      | $3947670.95    | 0.01%             | 2036-10-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                    | CUSIP: 74368CBC7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   22570000 | PA      | $20482086.31   | 0.03%             | 2026-04-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                 | HANOVER INSURANC                   | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9608162.24    | 0.02%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                     | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   16409000 | PA      | $15579571.49   | 0.03%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   47433000 | PA      | $45563622.78   | 0.08%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                         | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   10461000 | PA      | $10909026.74   | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN                   | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   11015000 | PA      | $10919143.61   | 0.02%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    8801000 | PA      | $8676020.08    | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   14571000 | PA      | $14290030.18   | 0.02%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   33600000 | PA      | $31413561.31   | 0.05%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   65840000 | PA      | $65712165.71   | 0.11%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    3443000 | PA      | $2556677.05    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                    | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   17440000 | PA      | $15847910.60   | 0.03%             | 2026-03-02      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | NATIONAL FUEL GA                   | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    9705000 | PA      | $9746585.54    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                   | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   39295000 | PA      | $38008111.15   | 0.06%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   67445000 | PA      | $61444038.63   | 0.10%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   22338000 | PA      | $21986471.81   | 0.04%             | 2025-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                    | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1086805.61    | 0.00%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-2                                         | FORDR 2020-2 B                     | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6100000 | PA      | $5529736.62    | 0.01%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   30835000 | PA      | $28976993.91   | 0.05%             | 2029-11-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_21-1                                                  | VZMT 2021-1 C                      | CUSIP: 92348KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12360000 | PA      | $11680675.86   | 0.02%             | 2027-05-20      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1390958.98    | 0.00%             | 2027-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                      | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1055484.56    | 0.00%             | 2024-02-28      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                     | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12893000 | PA      | $12177485.82   | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC / Westfield UK & Europe Finance PLC                             | WEA FINANCE LLC/                   | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7140000 | PA      | $6809350.24    | 0.01%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   48499000 | PA      | $48067308.95   | 0.08%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   29850000 | PA      | $28823740.28   | 0.05%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $25205605.88   | 0.04%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    5956000 | PA      | $5134269.74    | 0.01%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | REPUB UZBEKISTAN                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    8540000 | PA      | $8378915.10    | 0.01%             | 2024-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-C                                      | SOFI 2017-C A1                     | CUSIP: 83405DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      84204 | PA      | $83914.76      | 0.00%             | 2040-07-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                    | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   25701000 | PA      | $25027652.82   | 0.04%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                             | AVERY DENNISON                     | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   19350000 | PA      | $18234553.38   | 0.03%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE E                   | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8340000 | PA      | $8058737.25    | 0.01%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | WFCM 2013-LC12 AS                  | CUSIP: 94988QAN1<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    4906000 | PA      | $4842317.18    | 0.01%             | 2046-07-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $13016623.32   | 0.02%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   22140000 | PA      | $21339472.51   | 0.04%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  210670000 | PA      | $193125014.77  | 0.32%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  103847000 | PA      | $104455575.61  | 0.17%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL                      | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    8995000 | PA      | $8890664.75    | 0.01%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   16951000 | PA      | $16468355.70   | 0.03%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                 | GMCAR 2021-4 B                     | CUSIP: 362554AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2910000 | PA      | $2616768.61    | 0.00%             | 2027-10-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                             | AMCAR 2020-2 D                     | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7990000 | PA      | $7456282.38    | 0.01%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY-DAVIDSON                    | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |  105072000 | PA      | $96123159.61   | 0.16%             | 2027-02-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                    | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   19893000 | PA      | $19460897.98   | 0.03%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | AFFIL MANAGERS                     | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9413168.09    | 0.02%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP                   | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   24137000 | PA      | $22923334.19   | 0.04%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |   13839000 | PA      | $13059388.24   | 0.02%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   54835000 | PA      | $49257959.17   | 0.08%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   29550000 | PA      | $30020730.61   | 0.05%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   18312000 | PA      | $17145314.46   | 0.03%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                           | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   18700000 | PA      | $18357111.56   | 0.03%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   81466000 | PA      | $76676466.41   | 0.13%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B B                     | CUSIP: 88161KAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11660000 | PA      | $10898452.75   | 0.02%             | 2025-09-22      | Fixed         | 0.91%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   38600000 | PA      | $38074265.30   | 0.06%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                       | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   29100000 | PA      | $26877399.33   | 0.04%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   56907000 | PA      | $58009466.71   | 0.10%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41190779.60   | 0.07%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                          | CUSIP: 23291KAA3<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   19435000 | PA      | $19188211.78   | 0.03%             | 2026-03-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   35185000 | PA      | $34828667.78   | 0.06%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    8744000 | PA      | $8228110.88    | 0.01%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   10180000 | PA      | $10171368.68   | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   37600000 | PA      | $36715866.46   | 0.06%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A                                       | SMB 2016-A A2A                     | CUSIP: 78449FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2536610 | PA      | $2465897.71    | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A2                                  | DCENT 2022-A2 A                    | CUSIP: 254683CS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27080000 | PA      | $26371286.61   | 0.04%             | 2027-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                          | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   43772000 | PA      | $39492109.53   | 0.07%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   45782000 | PA      | $43825107.01   | 0.07%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   59888000 | PA      | $56765470.82   | 0.09%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | JPMCC 2017-JP5 A5                  | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5970000 | PA      | $5654352.97    | 0.01%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $23307100.08   | 0.04%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   28626000 | PA      | $27225006.63   | 0.05%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   18527000 | PA      | $18455537.29   | 0.03%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (GE)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $41151.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   87966000 | PA      | $80325457.09   | 0.13%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                      | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $20371054.08   | 0.03%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   25877000 | PA      | $25584522.36   | 0.04%             | 2024-11-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    7300000 | PA      | $7735741.59    | 0.01%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-AR8                                          | CMLTI 2007-AR8 2A1A                | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202759 | PA      | $190265.80     | 0.00%             | 2037-07-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  131109000 | PA      | $119582851.19  | 0.20%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   22853000 | PA      | $21483829.46   | 0.04%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property AB                                                 | AKELIUS RESIDENT                   | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |   26941000 | PA      | $30705175.13   | 0.05%             | 2025-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SYNIT_22-A2                                                                     | SYNIT 2022-A2 A                    | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26580000 | PA      | $26143367.68   | 0.04%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  105000000 | PA      | $103237586.55  | 0.17%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP                   | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   29400000 | PA      | $27641571.30   | 0.05%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   92590000 | PA      | $95864560.16   | 0.16%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP                   | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4672498.65    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                      | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $8735509.03    | 0.01%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                        | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   31103000 | PA      | $28285070.69   | 0.05%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8009309.53    | 0.01%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                  | BANK 2017-BNK7 A4                  | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830000 | PA      | $769117.84     | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                     | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   16050000 | PA      | $15693325.50   | 0.03%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8074000 | PA      | $7977722.31    | 0.01%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                    | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8774294.40    | 0.01%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   20174000 | PA      | $19425414.68   | 0.03%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9867479.39    | 0.02%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.HY.37.V2)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   38471400 | NC      | $-1712900.61   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13507352.52   | 0.02%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                              | RAYBURN CTRY                       | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10158349 | PA      | $9219267.35    | 0.02%             | 2032-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        | 1053283008 | NS      | $1053177679.43 | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   24750000 | PA      | $23778785.50   | 0.04%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   21853000 | PA      | $20620382.63   | 0.03%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6695000 | PA      | $6255276.35    | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    5993000 | PA      | $5777327.69    | 0.01%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   61082000 | PA      | $55989343.22   | 0.09%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   39762000 | PA      | $35905789.79   | 0.06%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                    | CUSIP: N/A<br>LEI: 549300ZT0RVWCG8T4L55       | Long             | DBT              | CORP              | GB        |   29365000 | PA      | $36189651.19   | 0.06%             | 2023-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    4300000 | PA      | $3684114.44    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   21382000 | PA      | $20350194.27   | 0.03%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   45617000 | PA      | $44710741.20   | 0.07%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                      | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   48010000 | PA      | $42428445.74   | 0.07%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   76426000 | PA      | $75140568.18   | 0.13%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    2206000 | PA      | $2045639.88    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                         | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $437679.85     | 0.00%             | 2028-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   38670000 | PA      | $39261183.87   | 0.07%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   85686000 | PA      | $77999289.74   | 0.13%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   49882000 | PA      | $45519411.07   | 0.08%             | 2027-04-30      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  190885000 | PA      | $178846717.22  | 0.30%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  724720000 | PA      | $739327601.26  | 1.24%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | WFCM 2017-RC1 A4                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2479000 | PA      | $2358455.65    | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $181000000.00  | 0.30%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 2015-SFR2 A                   | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6152198 | PA      | $5845697.98    | 0.01%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                      | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   37913000 | PA      | $34983500.78   | 0.06%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -53 | NC      | $-175481.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   54240000 | PA      | $53913595.07   | 0.09%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   53230000 | PA      | $52586269.38   | 0.09%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                    | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |    9700000 | PA      | $9522568.02    | 0.02%             | 2025-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10655000 | PA      | $10903190.32   | 0.02%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   71836000 | PA      | $68604068.91   | 0.11%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B                                       | SMB 2017-B A2A                     | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7296395 | PA      | $6994587.92    | 0.01%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   81230000 | PA      | $74079166.33   | 0.12%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   72515000 | PA      | $69931526.95   | 0.12%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   40700000 | PA      | $36055880.51   | 0.06%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   50813000 | PA      | $48292145.73   | 0.08%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: 04685A3A7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   11320000 | PA      | $10516878.26   | 0.02%             | 2024-08-19      | Fixed         | 0.91%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB                   | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   41903000 | PA      | $41131118.25   | 0.07%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11538462.71   | 0.02%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                   | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   72595000 | PA      | $71428202.34   | 0.12%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HCP Inc                            | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    3942000 | PA      | $3818395.95    | 0.01%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                         | FORDO 2022-B A3                    | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17100000 | PA      | $16722873.18   | 0.03%             | 2026-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                    | DBJPM 2016-C3 A4                   | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9900000 | PA      | $9086577.39    | 0.02%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                            | BALDER                             | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |    9700000 | PA      | $9224429.66    | 0.02%             | 2025-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   87100000 | PA      | $81257491.39   | 0.14%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3                 | GMCAR 2020-3 B                     | CUSIP: 362590AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5700000 | PA      | $5331874.05    | 0.01%             | 2026-01-16      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9714000 | PA      | $9251075.44    | 0.02%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                     | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52825.67      | 0.00%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   28402000 | PA      | $27948193.41   | 0.05%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    2900000 | PA      | $2046241.23    | 0.00%             | 2028-02-16      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   73287000 | PA      | $71862559.42   | 0.12%             | 2024-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1                                | CPART 2019-1A A4                   | CUSIP: 13646BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    2228487 | PA      | $2225303.79    | 0.00%             | 2024-06-19      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                             | ANTARES HOLDINGS                   | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   33939000 | PA      | $28092266.70   | 0.05%             | 2027-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Series 2006-SA3 Trust                                                     | RFMSI 2006-SA3 2A1                 | CUSIP: 749575AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2219169 | PA      | $1152999.38    | 0.00%             | 2036-09-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR BROADC                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    2898000 | PA      | $2609198.68    | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   69850000 | PA      | $63121841.94   | 0.11%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   59200000 | PA      | $52504786.06   | 0.09%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | RECKITT BEN TSY                    | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |  113218000 | PA      | $109935113.89  | 0.18%             | 2024-06-26      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   57660000 | PA      | $58110007.47   | 0.10%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   38002000 | PA      | $33782878.11   | 0.06%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1                                 | TALNT 2020-1A A                    | CUSIP: 89237JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17410000 | PA      | $16124315.03   | 0.03%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   24075000 | PA      | $21540939.89   | 0.04%             | 2027-01-22      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   37687000 | PA      | $36554261.06   | 0.06%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   18990000 | PA      | $19775722.83   | 0.03%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                       | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   21460000 | PA      | $19159760.54   | 0.03%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   41232000 | PA      | $40758984.85   | 0.07%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                   | GMCAR 2022-3 A4                    | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15490000 | PA      | $15090938.88   | 0.03%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-C                                        | HART 2020-C B                      | CUSIP: 44891RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8220000 | PA      | $7552301.73    | 0.01%             | 2026-11-16      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   23973000 | PA      | $23021083.23   | 0.04%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11410000 | PA      | $10586905.99   | 0.02%             | 2025-10-21      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                   | TAOT 2022-C A3                     | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18590000 | PA      | $18279193.79   | 0.03%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    9689000 | PA      | $10024160.13   | 0.02%             | 2026-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NAT                    | CUSIP: AS0267813<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    4790000 | PA      | $4706654.00    | 0.01%             | 2025-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                           | COSTCO COMPANIES                   | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   38761000 | PA      | $34746860.06   | 0.06%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                    | CUSIP: 233851DX9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   37200000 | PA      | $36144563.83   | 0.06%             | 2024-06-14      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23488000 | PA      | $22605114.74   | 0.04%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    5850000 | PA      | $5865743.76    | 0.01%             | 2025-07-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HYB2                                       | CWHL 2007-HYB2 3A1                 | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3502080 | PA      | $3089587.16    | 0.01%             | 2047-02-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   25130000 | PA      | $22230544.58   | 0.04%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   29500000 | PA      | $28847513.10   | 0.05%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                        | NEW YORK TRANSPRTN DE              | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3740000 | PA      | $3658478.47    | 0.01%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                           | GSMS 2017-GS6 A3                   | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2501364 | PA      | $2337147.20    | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   70071000 | PA      | $68599257.45   | 0.11%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   43920000 | PA      | $43353822.45   | 0.07%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   69650000 | PA      | $70060285.86   | 0.12%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   56400000 | PA      | $57288319.74   | 0.10%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                    | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   29080000 | PA      | $28756403.58   | 0.05%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT                   | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   30210000 | PA      | $27407854.53   | 0.05%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (ITRAXX.EUR.38.V1)            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   47500000 | NC      | $-477021.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                     | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   58447000 | PA      | $56301618.70   | 0.09%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $21337335.23   | 0.04%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                                    | WOART 2021-D A4                    | CUSIP: 98163KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13110000 | PA      | $11988212.70   | 0.02%             | 2027-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1080000 | PA      | $1064093.46    | 0.00%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   19360000 | PA      | $18900560.29   | 0.03%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                   | CGCMT 2015-GC33 C                  | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3619522.00    | 0.01%             | 2058-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   24200000 | PA      | $22897686.92   | 0.04%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                     | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   33850000 | PA      | $32352619.19   | 0.05%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_21-1                                                  | VZMT 2021-1 A                      | CUSIP: 92348KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28100000 | PA      | $26535861.27   | 0.04%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   34824000 | PA      | $34017579.59   | 0.06%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4727543.04    | 0.01%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_20-1                             | COPAR 2022-2 A3                    | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14380000 | PA      | $14096988.66   | 0.02%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   17898000 | PA      | $16575233.99   | 0.03%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   24130000 | PA      | $24337907.94   | 0.04%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   22400000 | PA      | $22135403.36   | 0.04%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-D                                         | FORDO 2022-D A4                    | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6810000 | PA      | $6966055.24    | 0.01%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   60103000 | PA      | $58735240.24   | 0.10%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3640294.26    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-217061.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   65050000 | PA      | $64766013.17   | 0.11%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     993000 | PA      | $896590.13     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   60170000 | PA      | $56931139.16   | 0.10%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   50233000 | PA      | $48011849.95   | 0.08%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   70623000 | PA      | $68259059.63   | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                         | OMNICOM GP/OMNI                    | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21539000 | PA      | $20870938.41   | 0.03%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     625000 | PA      | $561920.06     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   16315000 | PA      | $16191697.43   | 0.03%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   48400000 | PA      | $48338547.49   | 0.08%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   38220000 | PA      | $34580366.73   | 0.06%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                           | GSMS 2018-GS9 A4                   | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4990000 | PA      | $4779696.95    | 0.01%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 A3                     | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6099490.56    | 0.01%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                    | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   32450000 | PA      | $31031499.20   | 0.05%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3690000 | PA      | $3394433.95    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   59075000 | PA      | $53535047.52   | 0.09%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |     962588 | PA      | $962887.83     | 0.00%             | 2027-01-15      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    7179000 | PA      | $7136030.02    | 0.01%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2781604.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                      | SHIRE ACQ INV IE                   | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |  137061000 | PA      | $130963685.17  | 0.22%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8585000 | PA      | $8298649.47    | 0.01%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                     | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   79610000 | PA      | $71655257.35   | 0.12%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C6                                  | UBSBB 2013-C6 AS                   | CUSIP: 90349GBH7<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    2304000 | PA      | $2292447.51    | 0.00%             | 2046-04-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                  | GSMS 2018-GS10 A5                  | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    3865000 | PA      | $3733609.33    | 0.01%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   20013000 | PA      | $19991762.60   | 0.03%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   24455000 | PA      | $23369796.41   | 0.04%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   90024000 | PA      | $87581138.44   | 0.15%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                                     | WOART 2022-C A4                    | CUSIP: 98163TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10970000 | PA      | $10663065.98   | 0.02%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   24190000 | PA      | $24283538.38   | 0.04%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2682443.70    | 0.00%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                         | CSAIL 2016-C7 A5                   | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    5173000 | PA      | $4908640.04    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   21400000 | PA      | $15155479.96   | 0.03%             | 2029-08-27      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   35092000 | PA      | $32501927.91   | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS                   | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   19425000 | PA      | $18383893.43   | 0.03%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   59465000 | PA      | $52929616.32   | 0.09%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   34841000 | PA      | $31973271.43   | 0.05%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TMSQ 2014-1500 Mortgage Trust                                                   | TMSQ 2014-1500 A                   | CUSIP: 87264JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21960000 | PA      | $20685779.78   | 0.03%             | 2036-10-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-C                                         | FORDO 2020-C C                     | CUSIP: 34533YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4930000 | PA      | $4521901.50    | 0.01%             | 2028-05-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9702039.20    | 0.02%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   53722000 | PA      | $51889462.00   | 0.09%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-4                                              | CARMX 2023-1 A3                    | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11290000 | PA      | $11266808.08   | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | FREEPORT INDONES                   | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    5860000 | PA      | $5719767.86    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC                   | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   23520000 | PA      | $23051994.34   | 0.04%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 C                    | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $1872395.14    | 0.00%             | 2050-09-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   12295000 | PA      | $11921048.93   | 0.02%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WELLS FARGO BANK                   | CUSIP: N/A<br>LEI: KB1H1DSPRFMYMCUFXT09       | Long             | DBT              | CORP              | US        |   33450000 | PA      | $41332511.10   | 0.07%             | 2023-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corp Financiera de Desarrollo SA                                                | COFIDE                             | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    2117000 | PA      | $1833557.54    | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AJ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   11706000 | PA      | $11742333.20   | 0.02%             | 2023-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   65543000 | PA      | $63719083.16   | 0.11%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CHEVRON PHILLIPS                   | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35216000 | PA      | $33609529.89   | 0.06%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   63660000 | PA      | $64003374.40   | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | MYLAN NV                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   84040000 | PA      | $80091648.69   | 0.13%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISCONSIN PUBLIC                   | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   19850000 | PA      | $20231297.66   | 0.03%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   27918000 | PA      | $26793149.72   | 0.04%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-2                                         | FORDR 2018-2 C                     | CUSIP: 34528HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5365000 | PA      | $5308844.55    | 0.01%             | 2030-01-15      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   15322000 | PA      | $15349641.35   | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $6072624.10    | 0.01%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1                   | GMCAR 2023-1 A4                    | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     860000 | PA      | $864704.20     | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                   | WAMU 2003-AR9 1A7                  | CUSIP: 92922FBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309785 | PA      | $321780.04     | 0.00%             | 2033-09-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  114409000 | PA      | $113806567.97  | 0.19%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                     | MSBAM 2015-C25 A5                  | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5856600 | PA      | $5601175.52    | 0.01%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   89110000 | PA      | $87545106.32   | 0.15%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                                        | HART 2022-B A4                     | CUSIP: 44918MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15460000 | PA      | $15120198.48   | 0.03%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   37155000 | PA      | $37483115.81   | 0.06%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B                                   | LRB 2018-B A2FX                    | CUSIP: 51888RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2049397 | PA      | $2019219.35    | 0.00%             | 2043-05-26      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   52800000 | PA      | $52112187.07   | 0.09%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   32940000 | PA      | $31711584.06   | 0.05%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                 | GMCAR 2021-4 A3                    | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7740000 | PA      | $7323237.38    | 0.01%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   31424000 | PA      | $30897395.67   | 0.05%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CS5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   17120000 | PA      | $16538417.34   | 0.03%             | 2025-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA_11-1                                | BRHEA 2011-1 A2                    | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1735805 | PA      | $1734617.52    | 0.00%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                        | LENNOX INTL INC                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $5952350.69    | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   53032000 | PA      | $50822057.92   | 0.09%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27                             | JPMBB 2015-C27 A4                  | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19089755 | PA      | $18248104.88   | 0.03%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                                             | PEPAU 21A A1U                      | CUSIP: 71336WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     793385 | PA      | $792136.37     | 0.00%             | 2060-01-16      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   14168000 | PA      | $13376922.64   | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   41828000 | PA      | $40904673.67   | 0.07%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   10390000 | PA      | $10207924.81   | 0.02%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    1200000 | PA      | $1231166.40    | 0.00%             | 2028-04-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   20076000 | PA      | $18665556.81   | 0.03%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | CGNU PLC                           | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |    7200000 | PA      | $9036422.57    | 0.02%             | 2036-11-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   13236000 | PA      | $12182417.71   | 0.02%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A                                   | TAOT 2023-A A4                     | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7865000 | PA      | $7854619.77    | 0.01%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                     | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |   20400000 | PA      | $18927946.33   | 0.03%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                      | EVERGY INC                         | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   48500000 | PA      | $46493511.35   | 0.08%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    8717000 | PA      | $8322088.61    | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                    | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     850000 | PA      | $766324.94     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   43560000 | PA      | $39290859.95   | 0.07%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                   | BACCT 2022-A2 A2                   | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13320000 | PA      | $13537375.74   | 0.02%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   35045000 | PA      | $32123007.13   | 0.05%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   60354000 | PA      | $56946255.03   | 0.10%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Luminor Bank AS/Estonia                                                         | LUMINOR BANK                       | CUSIP: N/A<br>LEI: 213800JD2L89GGG7LF07       | Long             | DBT              | CORP              | EE        |    5344000 | PA      | $5513329.27    | 0.01%             | 2024-12-03      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    1266482 | PA      | $1263843.54    | 0.00%             | 2029-03-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   22600000 | PA      | $20131421.66   | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                   | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    5685000 | PA      | $5557765.04    | 0.01%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  168585000 | PA      | $159217785.21  | 0.27%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49750000 | PA      | $49750000.00   | 0.08%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   55460000 | PA      | $53805057.52   | 0.09%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2                   | GMCAR 2021-2 B                     | CUSIP: 380149AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7270000 | PA      | $6640965.43    | 0.01%             | 2026-12-16      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   14895000 | PA      | $14041834.66   | 0.02%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-4                                              | CARMX 2023-1 A4                    | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6400000 | PA      | $6379297.28    | 0.01%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-1                                  | MBART 2023-1 A4                    | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4620000 | PA      | $4609553.72    | 0.01%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                    | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    2115000 | PA      | $1973796.38    | 0.00%             | 2025-10-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   24965000 | PA      | $24465581.17   | 0.04%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   88187000 | PA      | $85960924.66   | 0.14%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS                   | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   20242000 | PA      | $19274468.84   | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                      | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    1875000 | PA      | $1807959.75    | 0.00%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   36420000 | PA      | $36596237.47   | 0.06%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                            | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1406639.54    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK                      | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   14470000 | PA      | $14607590.89   | 0.02%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   42980000 | PA      | $38829173.41   | 0.06%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR                   | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |     300000 | PA      | $312623.15     | 0.00%             | 2027-10-21      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7985000 | PA      | $7830915.29    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19500000 | PA      | $18802750.40   | 0.03%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   79668000 | PA      | $79669113.76   | 0.13%             | 2023-02-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     354000 | PA      | $368568.30     | 0.00%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                       | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33324000 | PA      | $31372702.52   | 0.05%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RHG0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1025106.43    | 0.00%             | 2026-09-05      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                        | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   24185000 | PA      | $23188293.83   | 0.04%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                    | JPMCC 2010-C2 D                    | CUSIP: 46635GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2365767 | PA      | $2275844.18    | 0.00%             | 2043-11-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |   14780000 | PA      | $14403834.22   | 0.02%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   58225000 | PA      | $51623653.87   | 0.09%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                          | AH4R 2014-SFR2 A                   | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11513420 | PA      | $11106071.44   | 0.02%             | 2036-10-17      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-4                                   | DCENT 2022-A4 A                    | CUSIP: 254683CX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14800000 | PA      | $14999341.20   | 0.03%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10163702.62   | 0.02%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2                 | GMCAR 2022-2 B                     | CUSIP: 362585AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6790000 | PA      | $6582056.25    | 0.01%             | 2028-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  115932000 | PA      | $107654750.83  | 0.18%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  222050000 | PA      | $214017241.33  | 0.36%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                      | CD 2017-CD3 A4                     | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5355000 | PA      | $5084933.96    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP                   | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   25055000 | PA      | $23582287.39   | 0.04%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   37610000 | PA      | $36974384.23   | 0.06%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 A                     | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14180000 | PA      | $13408532.85   | 0.02%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   32670000 | PA      | $33928975.04   | 0.06%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    6180000 | PA      | $6063370.85    | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                         | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5861067.42    | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: EJ8148557<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    2797000 | PA      | $3285523.36    | 0.01%             | 2026-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAP5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   11340000 | PA      | $11033048.43   | 0.02%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 654740BQ1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   50400000 | PA      | $47765931.19   | 0.08%             | 2024-03-08      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                          | AH4R 2014-SFR2 B                   | CUSIP: 02665UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3360000 | PA      | $3262118.50    | 0.01%             | 2036-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 2/23                      | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  310500000 | PA      | $306570249.90  | 0.51%             | 2023-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   58482000 | PA      | $55429906.88   | 0.09%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   15235000 | PA      | $14820321.43   | 0.02%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   33403000 | PA      | $32841398.03   | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arab Petroleum Investments Corp                                                 | ARAB PETROLEUM                     | CUSIP: N/A<br>LEI: 213800A54KIUYH5YD185       | Long             | DBT              | CORP              | N/A       |   14518000 | PA      | $14450166.10   | 0.02%             | 2023-09-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2                   | GMCAR 2021-2 A4                    | CUSIP: 380149AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $9681034.65    | 0.02%             | 2026-10-16      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -5021 | NC      | $10389124.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CrownRock LP / CrownRock Finance Inc                                            | CROWNROCK LP/CR                    | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1809576.70    | 0.00%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Exploration Inc                                                         | NEWFIELD EXPLOR                    | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |   32854000 | PA      | $33069834.68   | 0.06%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                            | NATL AUS BANK/NY                   | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   28960000 | PA      | $29619733.13   | 0.05%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                      | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   12740000 | PA      | $12916052.66   | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                                      | CRVNA 2021-P3 A4                   | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9760000 | PA      | $8555152.40    | 0.01%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   30376000 | PA      | $28780297.08   | 0.05%             | 2024-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                     | DBGS 2018-C1 A4                    | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13990000 | PA      | $13668806.39   | 0.02%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY                   | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   61435000 | PA      | $62293950.38   | 0.10%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3                             | COMET 2022-A3 A                    | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17710000 | PA      | $17906331.29   | 0.03%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   18494000 | PA      | $18031979.75   | 0.03%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   19300000 | PA      | $19273882.47   | 0.03%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                      | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   64850000 | PA      | $59222373.42   | 0.10%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                        | MSC 2016-BNK2 A4                   | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11960000 | PA      | $11156231.79   | 0.02%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1974000 | PA      | $1821979.44    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Lennox International Inc                                                        | LENNOX INTL INC                    | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    6770000 | PA      | $6184999.02    | 0.01%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                         | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    6115000 | PA      | $5872873.40    | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5208000 | PA      | $4723395.24    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   29076000 | PA      | $28065326.67   | 0.05%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  275000000 | PA      | $263484375.00  | 0.44%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 AS                  | CUSIP: 46641JBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12950000 | PA      | $12585558.51   | 0.02%             | 2047-02-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-A D                       | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15340000 | PA      | $15246096.19   | 0.03%             | 2024-11-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST MCCT_22-1A                                             | MCCT 2022-1A A                     | CUSIP: 576339CM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   16300000 | PA      | $15331742.51   | 0.03%             | 2026-07-21      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   46070000 | PA      | $43445337.28   | 0.07%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   79980000 | PA      | $80348443.87   | 0.13%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | JPMCC 2017-JP6 A4                  | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6030000 | PA      | $5654139.25    | 0.01%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                       | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    7260000 | PA      | $7069675.83    | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    2742931 | PA      | $2708117.31    | 0.00%             | 2026-08-12      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLD                     | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   36648000 | PA      | $35786093.28   | 0.06%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS                   | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   37307000 | PA      | $36706104.73   | 0.06%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   24180000 | PA      | $24739471.04   | 0.04%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                               | BMARK 2019-B10 ASB                 | CUSIP: 08162VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8042000 | PA      | $7646276.50    | 0.01%             | 2062-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RESIMAC Bastille Trust Series 2018-1NC                                          | RESI 2018-1NCA A1                  | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    1065758 | PA      | $1065166.77    | 0.00%             | 2059-12-05      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-C                                        | HART 2021-C A4                     | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13120000 | PA      | $12011009.70   | 0.02%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | JPMCC 2013-C13 A4                  | CUSIP: 46640JAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2617041 | PA      | $2602790.85    | 0.00%             | 2046-01-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   28005000 | PA      | $27383160.18   | 0.05%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   36800000 | PA      | $33312130.22   | 0.06%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                  | HART 2021-C A3                     | CUSIP: 44935FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8200000 | PA      | $7778366.66    | 0.01%             | 2026-05-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                      | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   33202000 | PA      | $32922128.72   | 0.06%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2572319.51    | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   57467000 | PA      | $52484547.89   | 0.09%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10553000 | PA      | $9929038.36    | 0.02%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  121125000 | PA      | $119355723.49  | 0.20%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                     | CGCMT 2017-C4 A4                   | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4800000 | PA      | $4512726.24    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   12468000 | PA      | $12079956.69   | 0.02%             | 2025-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 3/23                        | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  382000000 | PA      | $383104209.20  | 0.64%             | 2023-03-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                           | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $17041819.08   | 0.03%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   38800000 | PA      | $34574005.27   | 0.06%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                               | SDART 2022-6 A3                    | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15660000 | PA      | $15550502.15   | 0.03%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                     | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     339000 | PA      | $331907.03     | 0.00%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    3605000 | PA      | $3335475.78    | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   96050000 | PA      | $90476855.31   | 0.15%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GAS NETWORKS LTD                                                     | AGIAGN 7/1/2024                    | CUSIP: BVN09Z2C1<br>LEI: 213800FSBEPXHNIOUB98 | Long             | DBT              | CORP              | AU        |    9500000 | PA      | $6631588.51    | 0.01%             | 2024-07-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $9512142.85    | 0.02%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    1427825 | PA      | $1335016.38    | 0.00%             | 2029-03-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                     | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   31690000 | PA      | $28534272.09   | 0.05%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   37165000 | PA      | $36171186.72   | 0.06%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM                   | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2830158.43    | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | PHOENIX GRP                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   23593000 | PA      | $29713697.19   | 0.05%             | 2025-12-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                    | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   38720000 | PA      | $36435773.23   | 0.06%             | 2027-03-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_21-1                                                  | VZMT 2021-1 B                      | CUSIP: 92348KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22770000 | PA      | $21440288.93   | 0.04%             | 2027-05-20      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1                                         | DRIVE 2020-1 D                     | CUSIP: 26208QAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5010000 | PA      | $4909687.78    | 0.01%             | 2027-05-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MMC)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $75430.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                           | GSMS 2016-GS3 A4                   | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11930000 | PA      | $10981782.13   | 0.02%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    9710000 | PA      | $8714699.37    | 0.01%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust 2005-AR6                                              | GMACM 2005-AR6 3A1                 | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     442315 | PA      | $439568.70     | 0.00%             | 2035-11-19      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-226874.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                   | CGCMT 2016-GC36 A4                 | CUSIP: 17324TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5411719 | PA      | $5201511.06    | 0.01%             | 2049-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                     | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $9510595.71    | 0.02%             | 2027-04-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   19400000 | PA      | $19204778.19   | 0.03%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27220000 | PA      | $27514516.59   | 0.05%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                             | JPMBB 2015-C32 A5                  | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15341800 | PA      | $14640745.71   | 0.02%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   39500000 | PA      | $39474226.25   | 0.07%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   25198000 | PA      | $24217692.72   | 0.04%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   13350000 | PA      | $13430696.21   | 0.02%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1151222.54    | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| William Carter Co/The                                                           | WILLIAM CARTER                     | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2875436.88    | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   49430000 | PA      | $46130111.03   | 0.08%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                           | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   56576000 | PA      | $54562168.79   | 0.09%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   60217000 | PA      | $58373901.55   | 0.10%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   33114000 | PA      | $32496075.21   | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   27955000 | PA      | $27829066.08   | 0.05%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |     550000 | PA      | $532921.13     | 0.00%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HLD                   | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  179577450 | PA      | $181517667.63  | 0.30%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $4999166.47    | 0.01%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                   | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   24290000 | PA      | $21779162.62   | 0.04%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                        | AGILENT TECH INC                   | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1893947.38    | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 C                     | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3380000 | PA      | $2939455.19    | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   23960000 | PA      | $22204729.22   | 0.04%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 3/23                      | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  425500000 | PA      | $420048281.25  | 0.70%             | 2023-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW                   | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   19699000 | PA      | $19461838.42   | 0.03%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5886504.98    | 0.01%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN                   | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1046005.27    | 0.00%             | 2026-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   37083000 | PA      | $35392002.59   | 0.06%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9600000 | PA      | $9609071.14    | 0.02%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                    | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   20610000 | PA      | $19893226.24   | 0.03%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O                   | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1355956.87    | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   69240000 | PA      | $70358065.36   | 0.12%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   26034000 | PA      | $24473144.29   | 0.04%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   14155000 | PA      | $13718980.42   | 0.02%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                 | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |   16459000 | PA      | $16288466.88   | 0.03%             | 2025-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   58869000 | PA      | $54925167.89   | 0.09%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   48250000 | PA      | $42699313.25   | 0.07%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                    | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   13045000 | PA      | $11528346.82   | 0.02%             | 2026-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   95383000 | PA      | $94153203.14   | 0.16%             | 2028-10-05      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1                               | SDART 2023-1 C                     | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1990002.60    | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (DOW)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $34493.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   15149000 | PA      | $14748407.57   | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   30055000 | PA      | $28338408.68   | 0.05%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   34900000 | PA      | $35042408.05   | 0.06%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                                                                   | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1825510.72    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |   33810000 | PA      | $23822409.85   | 0.04%             | 2024-08-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   26000000 | PA      | $26519952.94   | 0.04%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                      | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   72805000 | PA      | $69876683.16   | 0.12%             | 2024-09-19      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                                    | CNH 2022-B A4                      | CUSIP: 12663JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4270000 | PA      | $4133558.13    | 0.01%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  140388000 | PA      | $125783255.26  | 0.21%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                               | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   33030000 | PA      | $31146698.76   | 0.05%             | 2025-01-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                  | WFCM 2016-C37 A4                   | CUSIP: 95000PAD6<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    7343146 | PA      | $7034114.11    | 0.01%             | 2049-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                             | MERITAGE HOMES                     | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1572636.83    | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   17260000 | PA      | $17818990.30   | 0.03%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    8228000 | PA      | $7862125.36    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   57148000 | PA      | $56743200.71   | 0.09%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   36217000 | PA      | $34671757.51   | 0.06%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  133090000 | PA      | $120132718.27  | 0.20%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8200000 | PA      | $8982946.14    | 0.02%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                         | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   72540000 | PA      | $64280845.14   | 0.11%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                    | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   14085000 | PA      | $13102923.80   | 0.02%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                     | CGCMT 2018-C5 A4                   | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4260000 | PA      | $4127286.94    | 0.01%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1873406.15    | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   63324000 | PA      | $62468936.66   | 0.10%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   60277000 | PA      | $59698571.06   | 0.10%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                               | SDART 2022-2 C                     | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13030000 | PA      | $12425522.66   | 0.02%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20035540.00   | 0.03%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC                   | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $27812381.85   | 0.05%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24796973.75   | 0.04%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    6559000 | PA      | $6365941.34    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B                                    | WOART 2021-B C                     | CUSIP: 98163LAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4270000 | PA      | $3869969.75    | 0.01%             | 2027-12-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                 | VOLKSBANK NV                       | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |   27200000 | PA      | $26061920.60   | 0.04%             | 2026-06-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 A5                     | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6715000 | PA      | $6234119.38    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-1A                                                  | VZMT 2021-2 A                      | CUSIP: 92348KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18260000 | PA      | $17123787.93   | 0.03%             | 2028-04-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   20080000 | PA      | $19674306.29   | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                    | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |   13760000 | PA      | $13526199.02   | 0.02%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                         | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  144807000 | PA      | $143528611.95  | 0.24%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   44140000 | PA      | $41448274.82   | 0.07%             | 2026-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (COLOM)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1850000 | NC      | $101872.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1298000 | PA      | $1208571.81    | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDE6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   47212000 | PA      | $45612338.47   | 0.08%             | 2025-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC32                                          | GSMS 2015-GC32 A4                  | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    9121000 | PA      | $8755713.07    | 0.01%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    8024000 | PA      | $7615217.72    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    3429000 | PA      | $3438450.94    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  162005000 | PA      | $156984369.47  | 0.26%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS&RES                    | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   12046000 | PA      | $11741123.57   | 0.02%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                              | CK HUTCHISON E F                   | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |   15010000 | PA      | $15389156.56   | 0.03%             | 2025-04-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   19400000 | PA      | $19580268.49   | 0.03%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   26375000 | PA      | $26099619.68   | 0.04%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BD5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    6378000 | PA      | $6261316.53    | 0.01%             | 2024-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     988000 | PA      | $942812.29     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   19566000 | PA      | $19240656.55   | 0.03%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5190000 | PA      | $5081369.67    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Misc Capital Two Labuan Ltd                                                     | MISC CAPITAL TWO                   | CUSIP: 60475DAA9<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   48550000 | PA      | $46830280.35   | 0.08%             | 2025-04-06      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   48515000 | PA      | $43807408.59   | 0.07%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    7269000 | PA      | $6618324.84    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1                             | COPAR 2021-1 A3                    | CUSIP: 14044CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14690000 | PA      | $13902135.64   | 0.02%             | 2026-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $28095677.34   | 0.05%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                             | BACM 2015-UBS7 C                   | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1448215.84    | 0.00%             | 2048-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                        | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    3640000 | PA      | $3848923.77    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                      | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    9370000 | PA      | $9108980.28    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.630000 03-FEB-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  623250000 | NC      | $6.23          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   28877000 | PA      | $27317034.14   | 0.05%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: 77586RAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    6450000 | PA      | $6703324.07    | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   36620000 | PA      | $35647251.59   | 0.06%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                   | COMM 2014-CR14 A3                  | CUSIP: 12630DAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1915000 | PA      | $1886230.00    | 0.00%             | 2047-02-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   57761000 | PA      | $56311615.36   | 0.09%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   52553000 | PA      | $50786282.18   | 0.08%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                     | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |   29400000 | PA      | $35496274.92   | 0.06%             | 2023-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (LOW)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $58359.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   32322000 | PA      | $30808889.20   | 0.05%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B                                    | WOART 2021-B B                     | CUSIP: 98163LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4360000 | PA      | $3958270.91    | 0.01%             | 2027-06-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  110905000 | PA      | $105435785.36  | 0.18%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   17365000 | PA      | $18238552.58   | 0.03%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  127714000 | PA      | $122859778.60  | 0.21%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                             | FONDO MIVIVIE SA                   | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |   11758000 | PA      | $11449796.83   | 0.02%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   34630000 | PA      | $36440862.61   | 0.06%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4                   | GMCAR 2022-4 A4                    | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18660000 | PA      | $18836338.87   | 0.03%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                          | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    9670000 | PA      | $9450975.56    | 0.02%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust                  | WAMU 2002-AR18 A                   | CUSIP: 929227ZC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51391 | PA      | $54541.21      | 0.00%             | 2033-01-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   42199000 | PA      | $41293295.52   | 0.07%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9869.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   51325000 | PA      | $50302814.89   | 0.08%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29155000 | PA      | $28785899.74   | 0.05%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT                   | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   19991000 | PA      | $19082837.66   | 0.03%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -191 | NC      | $-1277669.04   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D                                   | TAOT 2022-D A4                     | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10710000 | PA      | $11042961.05   | 0.02%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                                                         | CREDIT SUISSE LD                   | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | DBT              | CORP              | CH        |   15000000 | PA      | $14421839.33   | 0.02%             | 2026-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV/NXP FUNDI                   | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   17480000 | PA      | $17613985.60   | 0.03%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   38535000 | PA      | $37483944.00   | 0.06%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   12790000 | PA      | $12800983.80   | 0.02%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    9219000 | PA      | $9230658.81    | 0.02%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |   43590000 | PA      | $43428517.65   | 0.07%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | INTUIT INC                         | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1791129.09    | 0.00%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   11655000 | PA      | $11326522.82   | 0.02%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   16345000 | PA      | $16494918.30   | 0.03%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                                   | HAROT 2021-4 A4                    | CUSIP: 43815GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8630000 | PA      | $7955562.91    | 0.01%             | 2028-06-21      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   48255000 | PA      | $48963643.01   | 0.08%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4335276.42    | 0.01%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   21605000 | PA      | $20268268.84   | 0.03%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  170130000 | PA      | $163750125.00  | 0.27%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   63415000 | PA      | $55762405.66   | 0.09%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   25076000 | PA      | $23418033.06   | 0.04%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (PRU)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $46524.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9044543.85    | 0.02%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance Canada Ltd                                                 | SCHLUMBERGER                       | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |   23701000 | PA      | $22022804.24   | 0.04%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     400000 | PA      | $434739.58     | 0.00%             | 2033-02-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    9080000 | PA      | $8980209.35    | 0.02%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR CAPITAL                     | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   17880000 | PA      | $16338688.04   | 0.03%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Louis Dreyfus Co Finance BV                                                     | LDC FINANCE BV                     | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |   10533000 | PA      | $10961169.50   | 0.02%             | 2025-11-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                      | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   36889000 | PA      | $35728524.81   | 0.06%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   55195000 | PA      | $52113504.55   | 0.09%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NJ ECON-SER A                      | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   13409000 | PA      | $14733600.02   | 0.02%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   15679000 | PA      | $15152812.76   | 0.03%             | 2025-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -16510000 | NC      | $690.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class B Pass Through Trust                               | UNTD AIR 20-1 B                    | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7017950 | PA      | $6802760.14    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EX-IM BK OF IN                     | CUSIP: N/A<br>LEI: 335800OFZ8YEIVN1QI11       | Long             | DBT              | NUSS              | IN        |    9516000 | PA      | $9387049.64    | 0.02%             | 2024-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |   62765000 | PA      | $61025041.88   | 0.10%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV/NXP FUNDI                   | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   78750000 | PA      | $78575345.10   | 0.13%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $97239.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas NC Storm Funding LLC                                      | DUKE ENERGY CAR                    | CUSIP: 26443KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8068477 | PA      | $7080185.23    | 0.01%             | 2033-07-01      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   60095000 | PA      | $58669946.83   | 0.10%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                          | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2109000 | PA      | $2026977.45    | 0.00%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A                                     | HDMOT 2020-A A4                    | CUSIP: 41284UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8270000 | PA      | $8151396.62    | 0.01%             | 2027-04-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    4845000 | PA      | $4656841.23    | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-BA                                          | NAVSL 2018-BA A2A                  | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5251549 | PA      | $5080893.94    | 0.01%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   16340000 | PA      | $16211203.54   | 0.03%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                         | FORDO 2022-B A4                    | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6800000 | PA      | $6674506.00    | 0.01%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19100000 | PA      | $17813702.10   | 0.03%             | 2025-11-03      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   43804000 | PA      | $41706831.81   | 0.07%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | WELLPOINT INC                      | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12029000 | PA      | $11772643.00   | 0.02%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   52524000 | PA      | $53937058.42   | 0.09%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   19400000 | PA      | $17501893.14   | 0.03%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    9327000 | PA      | $9051827.29    | 0.02%             | 2024-08-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                              | F&G GLOBAL FUND                    | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   10936000 | PA      | $10137849.93   | 0.02%             | 2024-09-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68120000 | PA      | $68343515.34   | 0.11%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   55698000 | PA      | $56031247.82   | 0.09%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |    6899000 | PA      | $7471477.59    | 0.01%             | 2026-01-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                                     | WOART 2022-C A3                    | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10150000 | PA      | $9918645.98    | 0.02%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B A4                    | CUSIP: 88161KAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7820000 | PA      | $7359823.50    | 0.01%             | 2025-09-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                    | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7927000 | PA      | $7681289.16    | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Kemper Corp                                                                     | KEMPER                             | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    9059000 | PA      | $8903202.87    | 0.01%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $18349639.23   | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   77970000 | PA      | $77315081.63   | 0.13%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 II Ltd                                                  | CK HUTCHISON FIN                   | CUSIP: N/A<br>LEI: 254900X1B76DSAVBLZ88       | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1549273.51    | 0.00%             | 2024-10-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   27362000 | PA      | $28675316.90   | 0.05%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  750000000 | PA      | $676640625.00  | 1.13%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN                   | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   31060000 | PA      | $29622414.30   | 0.05%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   64259000 | PA      | $63840720.18   | 0.11%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                         | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   15019000 | PA      | $14794020.34   | 0.02%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   66140000 | PA      | $66735957.78   | 0.11%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    7057000 | PA      | $6916076.79    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   28110000 | PA      | $26917796.71   | 0.05%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    6790000 | PA      | $6564141.58    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    7300000 | PA      | $5169025.25    | 0.01%             | 2027-05-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -37340000 | NC      | $1561.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   17370000 | PA      | $17382383.94   | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   42475000 | PA      | $42530832.96   | 0.07%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |   64069000 | PA      | $64113348.56   | 0.11%             | 2023-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                      | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    9670000 | PA      | $8696716.24    | 0.01%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   47700000 | PA      | $43073159.15   | 0.07%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   35070000 | PA      | $31925874.20   | 0.05%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                 | CLAR SCI HLD CRP                   | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3825829.60    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $29047281.31   | 0.05%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1                                 | MBART 2022-1 A4                    | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13330000 | PA      | $13659292.32   | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A                      | WOLS 2022-A B                      | CUSIP: 98163NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4970000 | PA      | $4818420.96    | 0.01%             | 2027-06-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   29100000 | PA      | $26020421.50   | 0.04%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-B                                        | HART 2021-B C                      | CUSIP: 44934KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8400000 | PA      | $7439510.40    | 0.01%             | 2028-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                                   | EDP SA                             | CUSIP: LW1558128<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |   10600000 | PA      | $11257653.67   | 0.02%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                        | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   34650000 | PA      | $34457263.88   | 0.06%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   13395000 | PA      | $13530279.99   | 0.02%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   52032000 | PA      | $50031585.01   | 0.08%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  104030000 | PA      | $97916682.25   | 0.16%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   47600000 | PA      | $44575475.53   | 0.07%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C                                   | TAOT 2021-C A4                     | CUSIP: 89239BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19640000 | PA      | $17864557.75   | 0.03%             | 2027-01-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   23300000 | PA      | $22527144.13   | 0.04%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: N/A<br>LEI: 2138005GYEXN7XRHFA84       | Long             | DBT              | CORP              | US        |    9705000 | PA      | $11137151.22   | 0.02%             | 2025-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 23                                      | PEPAU 23A A1U                      | CUSIP: 71338BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     798673 | PA      | $796253.81     | 0.00%             | 2060-08-18      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10995000 | PA      | $10395146.99   | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                                      | SRT 2021-B A4                      | CUSIP: 80286DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8960000 | PA      | $8553421.18    | 0.01%             | 2025-06-20      | Fixed         | 0.54%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32908000 | PA      | $31388581.37   | 0.05%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                  | WFCM 2018-C43 C                    | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    3490000 | PA      | $2984553.77    | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3690000 | PA      | $3180878.30    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |   22304000 | PA      | $21908137.46   | 0.04%             | 2024-10-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS                   | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $11379289.18   | 0.02%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                     | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   21326000 | PA      | $20794338.34   | 0.03%             | 2025-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MDLZ)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $62033.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |   48715000 | PA      | $50616997.91   | 0.08%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA                   | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   37260000 | PA      | $38183849.40   | 0.06%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB FINANCIAL GR                   | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $25664757.85   | 0.04%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                            | JUNIPER NETWORKS                   | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   13730000 | PA      | $12391309.49   | 0.02%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-1A                                                  | VZMT 2023-1 A                      | CUSIP: 92348KBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17220000 | PA      | $17223479.99   | 0.03%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6366690.94    | 0.01%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1701.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4953000 | PA      | $4591178.74    | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                              | F&G GLOBAL FUND                    | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   18649000 | PA      | $16858079.65   | 0.03%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  120485000 | PA      | $116402194.69  | 0.19%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   34943000 | PA      | $32654478.45   | 0.05%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cargo Aircraft Management Inc                                                   | CARGO AIRCRAFT M                   | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    2697000 | PA      | $2440023.50    | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    9700000 | PA      | $9210737.43    | 0.02%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   57630000 | PA      | $58405617.97   | 0.10%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.39.V1 5YR RTP @ 90.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  675800000 | NC      | $402296.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   52900000 | PA      | $51260778.18   | 0.09%             | 2024-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2006-HYB1                                       | CWHL 2006-HYB1 1A1                 | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3002373 | PA      | $2944661.40    | 0.00%             | 2036-03-20      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  106523000 | PA      | $108548007.56  | 0.18%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ12                                         | GSMS 2013-GC12 A4                  | CUSIP: 36197XAK0<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |   11372162 | PA      | $11295396.66   | 0.02%             | 2046-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                    | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   77360000 | PA      | $76045399.09   | 0.13%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   17260000 | PA      | $17788855.20   | 0.03%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   25903000 | PA      | $23256333.78   | 0.04%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | EL PASO PIPELINE                   | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   17184000 | PA      | $17067482.17   | 0.03%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $9435480.21    | 0.02%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    8742000 | PA      | $8255567.15    | 0.01%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                          | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    8564000 | PA      | $8340536.46    | 0.01%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                      | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   33850000 | PA      | $30212277.93   | 0.05%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  380000000 | PA      | $372162500.00  | 0.62%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                     | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   38590000 | PA      | $35997937.87   | 0.06%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   53080000 | PA      | $54218191.26   | 0.09%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA                   | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    6608000 | PA      | $6274795.04    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9700000 | PA      | $9884638.14    | 0.02%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                              | JPMDB 2016-C4 A3                   | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6430000 | PA      | $5949207.04    | 0.01%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   66065000 | PA      | $61216611.21   | 0.10%             | 2025-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2690219.16    | 0.00%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   33565000 | PA      | $30390363.90   | 0.05%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $13370841.37   | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   78885000 | PA      | $71558810.42   | 0.12%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| IIP Operating Partnership LP                                                    | IIP OP PRTNRSHP                    | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8022000 | PA      | $6970321.17    | 0.01%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   18522000 | PA      | $16677914.49   | 0.03%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                         | VICTORIA POWER N                   | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |   29100000 | PA      | $20427251.78   | 0.03%             | 2024-08-23      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -3129 | NC      | $508672.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  163000000 | PA      | $164393943.40  | 0.28%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                    | HIGHMARK INC                       | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   60053000 | PA      | $53836201.74   | 0.09%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   30055000 | PA      | $29837160.46   | 0.05%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                                         | FORDR 2021-1 C                     | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6400000 | PA      | $5669566.72    | 0.01%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-3                                    | MARM 2004-3 5A1                    | CUSIP: 576433KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27941 | PA      | $27084.28      | 0.00%             | 2034-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON                   | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   31743000 | PA      | $31124326.71   | 0.05%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B A3                    | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15250000 | PA      | $14421594.08   | 0.02%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WAK4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    8562000 | PA      | $8708130.65    | 0.01%             | 2024-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR ESCROW                     | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3691645.81    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                       | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4614925.34    | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4800000 | PA      | $4826986.85    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   24580000 | PA      | $24611569.08   | 0.04%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   13471000 | PA      | $13124592.16   | 0.02%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1                                | DLLMT 2021-1A A4                   | CUSIP: 23345FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7940000 | PA      | $7355027.65    | 0.01%             | 2029-06-20      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1379473.87    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   40686000 | PA      | $40352839.03   | 0.07%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV                   | CUSIP: AM9233876<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   22000000 | PA      | $21859015.20   | 0.04%             | 2028-03-27      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   78310000 | PA      | $76528453.76   | 0.13%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1                   | GMCAR 2023-1 A3                    | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13150000 | PA      | $13176719.49   | 0.02%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                     | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   90504000 | PA      | $80783030.52   | 0.14%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1                                           | EDUSA 2015-1 A                     | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7353371 | PA      | $7150727.83    | 0.01%             | 2056-10-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   50700000 | PA      | $48369720.01   | 0.08%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2909.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 B                   | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13200000 | PA      | $12744932.64   | 0.02%             | 2047-02-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   30194000 | PA      | $29723970.61   | 0.05%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN                   | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |    3744000 | PA      | $3972247.26    | 0.01%             | 2024-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  206095000 | PA      | $205130139.47  | 0.34%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL                   | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   19400000 | PA      | $17360137.53   | 0.03%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   41063000 | PA      | $40519422.79   | 0.07%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                    | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   20065000 | PA      | $17854968.67   | 0.03%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE                   | CUSIP: 742718FY0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   33835000 | PA      | $33824913.11   | 0.06%             | 2026-01-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   19305000 | PA      | $18325876.46   | 0.03%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   44900000 | PA      | $44979445.16   | 0.08%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    9885000 | PA      | $9389938.54    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                 | GMCAR 2021-4 A4                    | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11410000 | PA      | $10389277.37   | 0.02%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                  | SYNCHRONY BANK                     | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   24600000 | PA      | $24497498.20   | 0.04%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   35937000 | PA      | $33554977.41   | 0.06%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     840525 | PA      | $838774.54     | 0.00%             | 2029-03-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                  | WFCM 2019-C49 ASB                  | CUSIP: 95001WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7894000 | PA      | $7590409.39    | 0.01%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                    | DBJPM 2017-C6 A5                   | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3540000 | PA      | $3285889.95    | 0.01%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B                                    | WOART 2020-B B                     | CUSIP: 98163WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4350000 | PA      | $4131438.17    | 0.01%             | 2026-03-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $5606728.56    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  111500000 | PA      | $107819284.65  | 0.18%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   20814000 | PA      | $19896327.39   | 0.03%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                               | TESLA 2020-A C                     | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2993227.50    | 0.01%             | 2024-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | AIRCASTLE LTD                      | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    6790000 | PA      | $6647833.97    | 0.01%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                                              | CENTRAL PARENT                     | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1440000 | PA      | $1435908.96    | 0.00%             | 2029-07-06      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                      | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   12600000 | PA      | $13089378.33   | 0.02%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | MSBAM 2014-C16 C                   | CUSIP: 61763MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12300000 | PA      | $11522909.37   | 0.02%             | 2047-06-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   23160000 | PA      | $22566995.61   | 0.04%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7238995.58    | 0.01%             | 2024-10-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1298030.44    | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   48300000 | PA      | $50982134.74   | 0.09%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |   13600000 | PA      | $9605575.25    | 0.02%             | 2024-10-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                         | CSAIL 2015-C3 A3                   | CUSIP: 12635FAS3<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    6750479 | PA      | $6430923.21    | 0.01%             | 2048-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   23285000 | PA      | $22185783.84   | 0.04%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1                   | GMCAR 2023-1 C                     | CUSIP: 38013JAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3540000 | PA      | $3540328.16    | 0.01%             | 2028-10-16      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1583000 | PA      | $1476479.39    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9700000 | PA      | $9195347.80    | 0.02%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4                      | MLMI 2003-A4 2A                    | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148841 | PA      | $148419.94     | 0.00%             | 2033-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  202738000 | PA      | $194614738.42  | 0.33%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   23542000 | PA      | $22389480.67   | 0.04%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS                   | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   52010000 | PA      | $50926268.67   | 0.09%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (T)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -44560000 | NC      | $176635.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                   | HAROT 2022-2 A3                    | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11330000 | PA      | $11116423.84   | 0.02%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                   | CGCMT 2015-GC31 A4                 | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6297467 | PA      | $6068105.07    | 0.01%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6333000 | PA      | $6038827.72    | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   72249000 | PA      | $72045094.54   | 0.12%             | 2025-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLD                     | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   36885000 | PA      | $35331352.53   | 0.06%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    3079000 | PA      | $2979716.44    | 0.00%             | 2023-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  115085000 | PA      | $116989667.11  | 0.20%             | 2025-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   55650000 | PA      | $49833997.91   | 0.08%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL                   | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   22587000 | PA      | $22049130.12   | 0.04%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    2779000 | PA      | $2696324.75    | 0.00%             | 2028-10-21      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-B                                        | HART 2021-B B                      | CUSIP: 44934KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7900000 | PA      | $7076326.25    | 0.01%             | 2027-02-16      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                    | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   61070000 | PA      | $58134644.19   | 0.10%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                    | HILTON WORLDWIDE                   | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |    6255000 | PA      | $6243628.41    | 0.01%             | 2026-06-21      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                                      | CRVNA 2021-P3 A3                   | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20340000 | PA      | $19018388.16   | 0.03%             | 2026-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                     | MSBAM 2014-C17 AS                  | CUSIP: 61763UBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7460000 | PA      | $7152611.45    | 0.01%             | 2047-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (VZ)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $24453.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL                     | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   18750000 | PA      | $18770937.00   | 0.03%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                                    | CNH 2022-B A3                      | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8260000 | PA      | $8061935.94    | 0.01%             | 2027-08-16      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2                             | FORDF 2020-2 A                     | CUSIP: 34528QHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2620000 | PA      | $2391444.04    | 0.00%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120000000 | PA      | $117937500.00  | 0.20%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   26786000 | PA      | $26209560.19   | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  113870000 | PA      | $106941038.97  | 0.18%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   40360000 | PA      | $42565288.16   | 0.07%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                   | CGCMT 2014-GC23 C                  | CUSIP: 17322VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4380000 | PA      | $4119271.30    | 0.01%             | 2047-07-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   21740000 | PA      | $21124028.19   | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A                               | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3320695 | PA      | $3174265.65    | 0.01%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                     | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   13230000 | PA      | $13010796.76   | 0.02%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FIN SVS                   | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $4938574.48    | 0.01%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  181884000 | PA      | $173908201.08  | 0.29%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                     | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   38840000 | PA      | $34911921.26   | 0.06%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                       | WFRBS 2014-LC14 A4                 | CUSIP: 96221TAD9<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |    1786842 | PA      | $1756007.71    | 0.00%             | 2047-03-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   32600000 | PA      | $29239784.01   | 0.05%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 C                   | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    6830000 | PA      | $4794792.50    | 0.01%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   34400000 | PA      | $35389780.54   | 0.06%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                   | HAROT 2022-2 A4                    | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4760000 | PA      | $4651871.36    | 0.01%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3490853.10    | 0.01%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    3600000 | PA      | $1886612.66    | 0.00%             | 2171-12-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   74703000 | PA      | $70764810.98   | 0.12%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C                                    | WOART 2021-C B                     | CUSIP: 98164CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5360000 | PA      | $4797216.08    | 0.01%             | 2027-09-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    7258000 | PA      | $6745264.76    | 0.01%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A1                                   | BACCT 2022-A1 A1                   | CUSIP: 05522RDE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13350000 | PA      | $13064087.06   | 0.02%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |   18489000 | PA      | $18116848.57   | 0.03%             | 2026-12-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4793647.80    | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BCHINA)                     | CUSIP: BVN5K5AW0<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |   19485000 | NC      | $-56676.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   27000000 | PA      | $26961220.17   | 0.05%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12443130.70   | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                  | BANK 2017-BNK6 AS                  | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3080000 | PA      | $2807751.41    | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (ENBCN)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $31983.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5427000 | PA      | $5352663.56    | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   55223000 | PA      | $53771980.33   | 0.09%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   73016000 | PA      | $69140726.91   | 0.12%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   48250000 | PA      | $47148264.81   | 0.08%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A                                      | SOFI 2017-A A2B                    | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      64596 | PA      | $64062.03      | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   23370000 | PA      | $22363185.11   | 0.04%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   41865000 | PA      | $39270621.76   | 0.07%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   33084000 | PA      | $31773565.92   | 0.05%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   42025000 | PA      | $41911850.63   | 0.07%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   99785455 | PA      | $101063865.34  | 0.17%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   18930000 | PA      | $17828666.15   | 0.03%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU                   | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1116839.34    | 0.00%             | 2026-04-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   38540000 | PA      | $37032739.91   | 0.06%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4143330.24    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   55836000 | PA      | $54124222.35   | 0.09%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   43194000 | PA      | $37358274.20   | 0.06%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   56719000 | PA      | $50040332.65   | 0.08%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-4                                              | CARMX 2020-4 C                     | CUSIP: 14316HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6190000 | PA      | $5698864.97    | 0.01%             | 2026-08-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINE                   | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    1452000 | PA      | $1617057.01    | 0.00%             | 2025-07-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   67076000 | PA      | $60212267.87   | 0.10%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  338851000 | PA      | $312876579.91  | 0.52%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   43000000 | PA      | $43329026.11   | 0.07%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                     | MSBAM 2014-C15 C                   | CUSIP: 61763KBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1895000 | PA      | $1813873.16    | 0.00%             | 2047-04-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                      | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   14450000 | PA      | $14020618.83   | 0.02%             | 2028-08-09      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5522.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    9899000 | PA      | $9691736.92    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFLD 2014-MONT Mortgage Trust                                                   | WFLD 2014-MONT A                   | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35485000 | PA      | $33947775.61   | 0.06%             | 2031-08-10      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                            | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   10782000 | PA      | $10563283.25   | 0.02%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  172300000 | PA      | $161323428.63  | 0.27%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                    | CUSIP: 641062AE4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14221426.58   | 0.02%             | 2025-09-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2550.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   15705000 | PA      | $13978677.03   | 0.02%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                            | CARE CAPITAL                       | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   24249000 | PA      | $23420658.04   | 0.04%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    6543000 | PA      | $5786254.81    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                      | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $13070604.94   | 0.02%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                    | 7-ELEVEN INC                       | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   67700000 | PA      | $60477033.52   | 0.10%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                    | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13455000 | PA      | $13438556.38   | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                             | TOYOTA MOTOR FIN                   | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $497232.55     | 0.00%             | 2025-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                | TRGP 6.5 7/15/2027                 | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4121000 | PA      | $4213828.24    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3838625.36    | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                    | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $984306.22     | 0.00%             | 2026-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                   | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    9690000 | PA      | $9175365.36    | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (UNH)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $61128.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $1832678.06    | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   40635000 | PA      | $38200434.43   | 0.06%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | WFCM 2016-BNK1 A3                  | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    8255000 | PA      | $7610918.48    | 0.01%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                     | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   49894000 | PA      | $47839665.44   | 0.08%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   34970000 | PA      | $33539950.11   | 0.06%             | 2024-01-08      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3                         | AMXCA 2022-3 A                     | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   65120000 | PA      | $64053985.60   | 0.11%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK PARTNERS                     | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    9680000 | PA      | $9642298.63    | 0.02%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16629131.06   | 0.03%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   74970000 | PA      | $72533733.65   | 0.12%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                     | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |  103522000 | PA      | $103398630.76  | 0.17%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   18640000 | PA      | $18271478.44   | 0.03%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC                   | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   29030000 | PA      | $27025537.43   | 0.05%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  500000000 | PA      | $451718750.00  | 0.76%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11300000 | PA      | $10509977.90   | 0.02%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust 2016-PLSD                                                | PCT 2016-PLSD A                    | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8240000 | PA      | $5862882.78    | 0.01%             | 2033-04-13      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | QTEL INTL FIN                      | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |   16700000 | PA      | $16694779.58   | 0.03%             | 2023-02-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   87199000 | PA      | $86112142.94   | 0.14%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1356000 | PA      | $1294958.68    | 0.00%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  354910000 | PA      | $344706337.50  | 0.58%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    5600000 | PA      | $5715926.06    | 0.01%             | 2027-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   31438000 | PA      | $30750022.13   | 0.05%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   23350000 | PA      | $23128468.74   | 0.04%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB                   | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   48131000 | PA      | $46017708.81   | 0.08%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                             | JPMBB 2015-C30 AS                  | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3446000 | PA      | $3278909.32    | 0.01%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   89408000 | PA      | $87657782.97   | 0.15%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   18585000 | PA      | $17942697.57   | 0.03%             | 2025-11-01      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 C                   | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17556000 | PA      | $16091036.07   | 0.03%             | 2047-09-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA                   | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   42820000 | PA      | $43220614.93   | 0.07%             | 2026-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CR6 AM                   | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11073104 | PA      | $11017538.25   | 0.02%             | 2046-03-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   28389000 | PA      | $28514066.60   | 0.05%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 2022-1A A                    | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11420000 | PA      | $10616499.08   | 0.02%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $726371.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   16309000 | PA      | $15477743.32   | 0.03%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   24130000 | PA      | $24794223.13   | 0.04%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL ESC                   | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   22789000 | PA      | $22402761.77   | 0.04%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   19300000 | PA      | $13480581.34   | 0.02%             | 2027-01-14      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  208000000 | PA      | $188500000.00  | 0.32%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   18766000 | PA      | $18536173.36   | 0.03%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $12744585.80   | 0.02%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1180417.34    | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   24820000 | PA      | $24471649.31   | 0.04%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   18391000 | PA      | $18113780.32   | 0.03%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    9555000 | PA      | $8410507.07    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd                                                       | SHARJAH SUKUK                      | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | CORP              | KY        |   16074000 | PA      | $15459309.34   | 0.03%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON                   | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   77616000 | PA      | $75518543.25   | 0.13%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   24200000 | PA      | $24255927.41   | 0.04%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3999357.20    | 0.01%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   52837000 | PA      | $49010845.10   | 0.08%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   32354000 | PA      | $32190925.16   | 0.05%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NAT                    | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    2800000 | PA      | $2396541.17    | 0.00%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   18158000 | PA      | $18363791.88   | 0.03%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   52230000 | PA      | $50686513.66   | 0.08%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 B                   | CUSIP: 94988XAZ9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    6550000 | PA      | $5767920.18    | 0.01%             | 2050-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6970000 | PA      | $6851734.43    | 0.01%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   27951000 | PA      | $27188735.14   | 0.05%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC                   | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   31729000 | PA      | $30868787.78   | 0.05%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   23522000 | PA      | $22920114.83   | 0.04%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   37760000 | PA      | $36834719.90   | 0.06%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $141232.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   36880000 | PA      | $34497290.15   | 0.06%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                       | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $987220.44     | 0.00%             | 2026-04-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  118084000 | PA      | $113980850.23  | 0.19%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | DOM GAS HOLD LLC                   | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   17106000 | PA      | $16725462.15   | 0.03%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   37940000 | PA      | $38065666.77   | 0.06%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    6800000 | PA      | $4713350.47    | 0.01%             | 2031-01-29      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |   21547000 | PA      | $22831769.83   | 0.04%             | 2023-09-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                    | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51849000 | PA      | $47003799.61   | 0.08%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN                   | CUSIP: EH6315145<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $751867.58     | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                             | HARLEY-DAVIDSON                    | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $15806999.67   | 0.03%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                       | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   37821000 | PA      | $36120646.89   | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC ROLLED P                   | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $2143511.08    | 0.00%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   79540000 | PA      | $70896653.07   | 0.12%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   58335000 | PA      | $52224120.58   | 0.09%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   46620000 | PA      | $42134912.18   | 0.07%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  337400000 | PA      | $342461000.00  | 0.57%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                     | BAXALTA INC                        | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   12304000 | PA      | $12075599.37   | 0.02%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   21939000 | PA      | $21585421.42   | 0.04%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Oil Co of the Azerbaijan Republic                                         | STATE OIL CO AZE                   | CUSIP: EJ5777036<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    6595000 | PA      | $6574943.95    | 0.01%             | 2023-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   47180000 | PA      | $46707584.77   | 0.08%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1692 | NC      | $-695381.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY RAIL LEASING LP TRL_18-1                                                | TRL 2018-1A A2                     | CUSIP: 89657AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18660000 | PA      | $17441731.52   | 0.03%             | 2048-06-17      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   13890000 | PA      | $13230703.65   | 0.02%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                | PUGET ENERGY                       | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   13272000 | PA      | $12731254.79   | 0.02%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   42075000 | PA      | $40852381.28   | 0.07%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                    | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    9680000 | PA      | $9399257.74    | 0.02%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C                                       | SMB 2018-C A2A                     | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12016293 | PA      | $11587275.42   | 0.02%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   11070000 | PA      | $10671542.32   | 0.02%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2644000 | PA      | $2352425.52    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                    | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   58085000 | PA      | $54337628.80   | 0.09%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   15790000 | PA      | $15171776.02   | 0.03%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    9857000 | PA      | $8621401.10    | 0.01%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19200000 | PA      | $18488642.50   | 0.03%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   29409000 | PA      | $29430505.04   | 0.05%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   39585000 | PA      | $38937368.82   | 0.07%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | AXALTA COAT/BV                     | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2376000 | PA      | $2244658.45    | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 A3                   | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2641000 | PA      | $2436646.29    | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   94267000 | PA      | $84738617.96   | 0.14%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   48550000 | PA      | $46357174.19   | 0.08%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   19529000 | PA      | $18840575.60   | 0.03%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                            | FEMSA                              | CUSIP: 344419AA4<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    6634000 | PA      | $6589984.80    | 0.01%             | 2023-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11401151.16   | 0.02%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                      | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   26630000 | PA      | $25739303.19   | 0.04%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                       | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $84890628.00   | 0.14%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank / Debt not acquired by JPMorgan                          | WASH MUT BANK FA                   | CUSIP: 93933WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21983000 | PA      | $2198.30       | 0.00%             | 2011-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   46542000 | PA      | $43927213.19   | 0.07%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   26960000 | PA      | $26286718.21   | 0.04%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    5810000 | PA      | $4030057.08    | 0.01%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2636 | NC      | $-2078266.78   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   16000000 | PA      | $14720112.48   | 0.02%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   20440000 | PA      | $20611716.03   | 0.03%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                           | INDONESIA ASAHAN                   | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |   24212000 | PA      | $23999718.63   | 0.04%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | MSBAM 2016-C29 A4                  | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9789000 | PA      | $9273030.62    | 0.02%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3                   | GMCAR 2021-3 A4                    | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14240000 | PA      | $12984504.77   | 0.02%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                      | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $18610405.13   | 0.03%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AP1<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    6320000 | PA      | $6244544.45    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP                   | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   84150000 | PA      | $83123106.61   | 0.14%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   70280000 | PA      | $63365978.70   | 0.11%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                                  | GFORT 2020-1 C                     | CUSIP: 361886CK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3210000 | PA      | $3124910.93    | 0.01%             | 2025-08-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                        | MSC 2015-UBS8 C                    | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5740000 | PA      | $5063274.09    | 0.01%             | 2048-12-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   28325000 | PA      | $28115669.19   | 0.05%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAU4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   74693000 | PA      | $76928637.68   | 0.13%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                                  | GFORT 2020-1 B                     | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3940000 | PA      | $3844954.59    | 0.01%             | 2025-08-15      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35090000 | PA      | $32951703.13   | 0.06%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B                                     | HDMOT 2021-B A3                    | CUSIP: 41285AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |          0 | PA      | $0.02          | 0.00%             | 2026-11-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                       | QORVO INC                          | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   14560000 | PA      | $13609945.00   | 0.02%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   63180000 | PA      | $60561021.57   | 0.10%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                          | WFMBS 2006-AR14 2A1                | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2368416 | PA      | $2472608.10    | 0.00%             | 2036-10-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    9600000 | PA      | $6835962.43    | 0.01%             | 2027-11-11      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                            | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   42490000 | PA      | $41714568.55   | 0.07%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    3005430 | PA      | $3002926.98    | 0.01%             | 2025-05-30      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN                   | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   10810000 | PA      | $10428813.56   | 0.02%             | 2027-01-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                    | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   48510000 | PA      | $45107525.09   | 0.08%             | 2027-03-10      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BA)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3270000 | NC      | $19761.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  136305000 | PA      | $136293063.77  | 0.23%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA                   | CUSIP: 63307A2T1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   16205000 | PA      | $16310849.28   | 0.03%             | 2025-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   59284000 | PA      | $55058577.96   | 0.09%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   11000000 | PA      | $10384286.55   | 0.02%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   69717000 | PA      | $66125686.31   | 0.11%             | 2024-05-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    5635000 | PA      | $5286466.57    | 0.01%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC                   | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |   23876000 | PA      | $24219719.96   | 0.04%             | 2025-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   75025000 | PA      | $71317326.02   | 0.12%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  170854000 | PA      | $175735809.63  | 0.29%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   49840000 | PA      | $51561627.11   | 0.09%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  239286000 | PA      | $232402928.64  | 0.39%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   49384000 | PA      | $44199331.87   | 0.07%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    7959000 | PA      | $7925307.17    | 0.01%             | 2025-05-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD FIXED INCOME SECURITIES FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer