# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0001752724-23-044520
**Filing Date:** 2023-2
**Character Count:** 254437
**Document Hash:** e3bdb61e03e7045d176f666276570a34
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044520.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044520

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000790166
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 23679559

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LB SERIES FUND INC
- **DATE OF NAME CHANGE:** 19950428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19940824

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Limited Maturity Bond Portfolio (Series ID: S000001437)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003844 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Series Fund, Inc.

- **b. Investment Company Act file number:** 811-04603

- **c. CIK number of Registrant:** 0000790166

- **d. LEI of Registrant:** 549300VNHRP1O3O9AF57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT LIMITED MATURITY BOND PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001437

- **c. LEI of Series:** 6VYVH6PNTVA8ZH23ET87

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $816470462.45

**Total Liabilities:** $14417151.15

**Net Assets:** $802053311.30

**Delayed Delivery Securities:** $12271154.30

**Cash Not Reported:** $28195.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1349.35000000 | **1-Year:** -52428.67000000 | **5-Year:** -68641.95000000 | **10-Year:** -24267.63000000 | **30-Year:** -39746.02000000

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

- **3-Month:** -127.17000000 | **1-Year:** -3429.33000000 | **5-Year:** -1799.28000000 | **10-Year:** -1206.53000000 | **30-Year:** -6526.46000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003844 | -0.35%               | 1.45%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-522540.18              | $-3753784.53                               |
| Month 2  | $-431551.07              | $9234556.33                                |
| Month 3  | $72288.75                | $941874.74                                 |

**Designated Index Information**

- **Index Name:** 50% Bloomberg US Credit 1-3 Yr Bond Index, 30% Bloomberg US Mortgage Backed Securities Index, 20% Bloomberg US Government 1-3 Yr Bond Index

- **Index Identifier:** LD24TRUU, LUMSTRUU, LD01TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cwalt Inc                                                                               | Countrywide Alternative Loan Trust                                     | CUSIP: 12668AMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160825 | PA      | $111386.22    | 0.01%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                                   | GSAA Home Equity Trust                                                 | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844141 | PA      | $749784.88    | 0.09%             | 2034-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp                                                        | Owl Rock Technology Finance Corporation                                | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    750000 | PA      | $655913.78    | 0.08%             | 2026-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                             | CHNGE Mortgage Trust                                                   | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1811018 | PA      | $1605386.10   | 0.20%             | 2067-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Synchrony Finl                                                                          | Synchrony Financial                                                    | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1840432.74   | 0.23%             | 2025-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                          | Cascade Funding Mortgage Trust                                         | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2546815 | PA      | $2409426.75   | 0.30%             | 2036-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                                | Owl Rock Core Income Corporation                                       | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    650000 | PA      | $586110.57    | 0.07%             | 2027-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S A London Branch Senior Non-Pfd Medical Terminal Nts Book Entry 144a   | Credit Agricole SA                                                     | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    935000 | PA      | $852276.42    | 0.11%             | 2026-06-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                    | Howmet Aerospace, Inc.                                                 | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1282712.50   | 0.16%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                             | Lennar Corporation                                                     | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552370.68    | 0.07%             | 2024-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                     | Anthem, Inc.                                                           | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $972993.74    | 0.12%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                | Sumitomo Mitsui Financial Group, Inc.                                  | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $660509.78    | 0.08%             | 2026-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                   | Truist Financial Corporation                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    675000 | PA      | $645367.50    | 0.08%             | 2025-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housin                                                          | Pagaya AI Technology in Housing Trust                                  | CUSIP: 69547NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1848034.20   | 0.23%             | 2025-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Bnp Paribas Medium Terminal Nts Book Entry 3a2                                          | BNP Paribas SA                                                         | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    960000 | PA      | $909387.24    | 0.11%             | 2025-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| J P Morgan AlternatIVe Loan Tr                                                          | J.P. Morgan Alternative Loan Trust                                     | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    611452 | PA      | $573006.41    | 0.07%             | 2036-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                                          | Deephaven Residential Mortgage Trust                                   | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2698484 | PA      | $2328698.61   | 0.29%             | 2067-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L P                                                                       | Kilroy Realty, LP                                                      | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1744855.58   | 0.22%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Boeing Company Iam Commercial Paper 42                                                  | Boeing Company                                                         | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2332006.12   | 0.29%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                                  | Bunge, Ltd. Finance Corporation                                        | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2048918.27   | 0.26%             | 2025-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Barclays Plc                                                                            | Barclays plc                                                           | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1465206.00   | 0.18%             | 2024-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Invs Inc                                                               | Omega Healthcare Investors, Inc.                                       | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374417.38    | 0.05%             | 2024-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                                   | GSAA Home Equity Trust                                                 | CUSIP: 36228F4K9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543064 | PA      | $560677.82    | 0.07%             | 2034-05-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                                | OZLM VIII, Ltd.                                                        | CUSIP: 67107FBN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1922614.00   | 0.24%             | 2029-10-17      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                  | Standard Chartered plc                                                 | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $470643.18    | 0.06%             | 2025-03-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                 | Hyundai Capital America                                                | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $856179.30    | 0.11%             | 2024-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                           | Aircastle, Ltd.                                                        | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1485056.90   | 0.19%             | 2023-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                            | UBS Group AG                                                           | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $786260.96    | 0.10%             | 2025-08-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                            | Comcast Corporation                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013102.34   | 0.13%             | 2025-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                             | Oracle Corporation                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022385.19   | 0.13%             | 2025-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust                                                                  | Towd Point Asset Trust 2021-SL1                                        | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2147676 | PA      | $1947790.92   | 0.24%             | 2061-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                                  | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                  | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1342000 | PA      | $1263132.78   | 0.16%             | 2025-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | Morgan Stanley                                                         | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021335.11   | 0.13%             | 2026-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                              | VMware, Inc.                                                           | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973874.35    | 0.12%             | 2023-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank Senior Medium Terminal Bank Nts Book Entry                        | Toronto-Dominion Bank                                                  | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $781031.41    | 0.10%             | 2025-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                                | Energy Transfer, LP                                                    | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751886.24    | 0.09%             | 2024-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Bank New Zealand Global Medical Terminal Nts Book Entry Registered S                    | Bank of New Zealand                                                    | CUSIP: 06407EAB1<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    875000 | PA      | $817464.59    | 0.10%             | 2025-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                | Delta Air Lines, Inc.                                                  | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2097500.87   | 0.26%             | 2025-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                 | Hyundai Capital America                                                | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1025336.54   | 0.13%             | 2025-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                                          | Preston Ridge Partners Mortgage Trust, LLC                             | CUSIP: 693587AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1906012 | PA      | $1758766.13   | 0.22%             | 2025-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Global Pmts Inc                                                                         | Global Payments, Inc.                                                  | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    875000 | PA      | $823238.49    | 0.10%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                                    | Daimler Finance North America, LLC                                     | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949496.30    | 0.12%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                                | Angel Oak Mortgage Trust                                               | CUSIP: 03464BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2618213 | PA      | $2213764.52   | 0.28%             | 2066-12-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                                       | Park Blue CLO 2022-II, Ltd.                                            | CUSIP: 70018CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1989826.00   | 0.25%             | 2035-01-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                      | Ally Financial, Inc.                                                   | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2906243.49   | 0.36%             | 2025-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $660155.62    | 0.08%             | 2025-02-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856250.00    | 0.11%             | 2026-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II Global Medium Terminal Nts Book Entry Registered S     | Principal Life Global Funding II                                       | CUSIP: 74256LET2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925268.62    | 0.12%             | 2025-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                  | Aviation Capital Group, LLC                                            | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1178681.30   | 0.15%             | 2024-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                            | NiSource, Inc.                                                         | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    920000 | PA      | $829374.63    | 0.10%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                           | Colony American Finance, Ltd.                                          | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2728035.60   | 0.34%             | 2029-03-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                               | Federal Home Loan Bank Discount Notes                                  | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    800000 | PA      | $795786.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mtrs Financial Company Inc                                                      | General Motors Financial Company, Inc.                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1862559.68   | 0.23%             | 2024-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                  | Mitsubishi UFJ Financial Group, Inc.                                   | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $794295.75    | 0.10%             | 2025-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC NEW                                                              | Cox Communications, Inc.                                               | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    517000 | PA      | $497542.73    | 0.06%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                                   | Owl Rock Capital Corporation                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873156.95    | 0.11%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                     | Bank of Nova Scotia                                                    | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001845.13   | 0.12%             | 2024-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                            | Credit Suisse Mortgage Trust                                           | CUSIP: 12656HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2714000 | PA      | $2565150.65   | 0.32%             | 2059-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                | Santander UK Group Holdings plc                                        | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $814818.22    | 0.10%             | 2026-08-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Bnp Paribas Medium Terminal Nts Book Entry 3a2                                          | BNP Paribas SA                                                         | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1136233.61   | 0.14%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                                  | CNH Industrial Capital, LLC                                            | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1002603.31   | 0.13%             | 2023-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                        | Duke Energy Corporation                                                | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1347074.59   | 0.17%             | 2025-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | Morgan Stanley                                                         | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986584.82   | 0.25%             | 2024-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                          | Pretium Mortgage Credit Partners, LLC                                  | CUSIP: 693971AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1514461 | PA      | $1457159.63   | 0.18%             | 2052-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1398253.58   | 0.17%             | 2025-06-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic Svcs Inc                                                                       | Republic Services, Inc.                                                | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1119535.05   | 0.14%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                            | Upstart Securitization Trust                                           | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1694138 | PA      | $1659124.69   | 0.21%             | 2031-07-20      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                                                                 | New York Mortgage Trust                                                | CUSIP: 62955KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2781983.10   | 0.35%             | 2026-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                                | Pioneer Natural Resources Company                                      | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1515221.75   | 0.19%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                | Microchip Technology, Inc.                                             | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925960.21    | 0.12%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                               | Federal Home Loan Bank Discount Notes                                  | CUSIP: 313384BZ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99448.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Life Global Fdg                                                                | New York Life Global Funding                                           | CUSIP: 64952WDL4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423241.96    | 0.05%             | 2025-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company Llc                                              | Transcontinental Gas Pipe Line Company, LLC                            | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $640358.99    | 0.08%             | 2026-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                  | UBS AG                                                                 | CUSIP: H72108HG3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   2756000 | PA      | $2717928.62   | 0.34%             | 2024-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                     | Charles Schwab Corporation                                             | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1084375.00   | 0.14%             | 2026-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                                             | Edison International                                                   | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1414413.89   | 0.18%             | 2023-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                            | Centene Corporation                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1096602.98   | 0.14%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                | U.S. Treasury Notes                                                    | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12612539.03  | 1.57%             | 2024-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                              | U.S. Bancorp                                                           | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488304.98    | 0.06%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2021-23 Ltd                                                                     | OSD CLO 2021-23, Ltd.                                                  | CUSIP: 671026AC6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1900048.00   | 0.24%             | 2031-04-17      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Barclays Plc                                                                            | Barclays plc                                                           | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1523051.20   | 0.19%             | 2024-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                | U.S. Treasury Notes                                                    | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9970000 | PA      | $9734380.88   | 1.21%             | 2024-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners Lp  Targa Resources Partners Finance Corp                      | Targa Resources Partners, LP                                           | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1763926.38   | 0.22%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc New                                                          | Marriott International, Inc.                                           | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008621.31   | 0.13%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                                  | Bank of New York Mellon Corporation                                    | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672091.00    | 0.08%             | 2025-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Discover Bank Greenwood Del                                                             | Discover Bank                                                          | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1182362.90   | 0.15%             | 2024-09-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Newfield Exploration Co                                                                 | Ovintiv Exploration, Inc.                                              | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1188017.24   | 0.15%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                 | Dell International, LLC                                                | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474162.43   | 0.18%             | 2024-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Abbvie Inc                                                                              | AbbVie, Inc.                                                           | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984564.79    | 0.12%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Santander Holdings Usa Inc                                                              | Santander Holdings USA, Inc.                                           | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333511.59    | 0.04%             | 2025-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | Wells Fargo & Company                                                  | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489979.65    | 0.06%             | 2026-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                                          | VCAT Asset Securitization, LLC                                         | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275524 | PA      | $1204040.75   | 0.15%             | 2050-12-26      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                                 | New York Mortgage Trust                                                | CUSIP: 62955DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1676405 | PA      | $1617811.49   | 0.20%             | 2060-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                             | Bell Canada                                                            | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2132618.22   | 0.27%             | 2024-03-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fs Kkr Capital Corporation II                                                           | FS KKR Capital Corporation                                             | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1031043.15   | 0.13%             | 2025-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                                                          | Avant Credit Card Master Trust                                         | CUSIP: 05351KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4116934.80   | 0.51%             | 2027-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                     | Macquarie Group, Ltd.                                                  | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1147113.91   | 0.14%             | 2025-10-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                           | GS Mortgage-Backed Securities Trust                                    | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425700 | PA      | $372164.37    | 0.05%             | 2060-09-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                                    | National Fuel Gas Company                                              | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1362946.60   | 0.17%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                      | Banco Santander SA                                                     | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1582290.13   | 0.20%             | 2025-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                     | Ultra 10-Yr. U.S. Treasury Note                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        39 | NC      | $-6809.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                   | Federal National Mortgage Association Conventional 30-Yr. Pass Through | CUSIP: 3138EKPQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193886 | PA      | $189928.70    | 0.02%             | 2043-01-01      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                                  | Citigroup Capital XIII, 10.785%                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     66000 | NS      | $1874400.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME Mortgage Trust                                                                    | LHOME Mortgage Trust                                                   | CUSIP: 501895AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2632590.24   | 0.33%             | 2026-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                          | Galaxy XXIII CLO, Ltd.                                                 | CUSIP: 36319TAQ9<br>LEI: 5493001X8XC4DMSYH466 | Long             | ABS-O            | CORP              | KY        |   3800000 | PA      | $3673486.60   | 0.46%             | 2029-04-24      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Glencore Funding Llc                                                                    | Glencore Funding, LLC                                                  | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986878.01    | 0.12%             | 2024-04-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                          | Amazon.com, Inc.                                                       | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296799.61   | 0.16%             | 2025-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                               | ONEOK, Inc.                                                            | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957334.15    | 0.12%             | 2024-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                             | Lennar Corporation                                                     | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1092973.15   | 0.14%             | 2025-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Ag                                                                        | Credit Suisse Group AG                                                 | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1450500.00   | 0.18%             | 2023-08-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1795228.47   | 0.22%             | 2025-10-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp Medical Terminal Nts Book Entry 144a                                    | Nordea Bank ABP                                                        | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1700000 | PA      | $1467948.06   | 0.18%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Lyb International Finance III Llc                                                       | LYB International Finance III, LLC                                     | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1079000 | PA      | $962582.55    | 0.12%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                     | Elevance Health, Inc.                                                  | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758301.46    | 0.09%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                                     | Otis Worldwide Corporation                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1146137.31   | 0.14%             | 2025-04-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                          | Cascade Funding Mortgage Trust                                         | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1363632 | PA      | $1255255.76   | 0.16%             | 2041-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                      | Realty Income Corporation                                              | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2916387.58   | 0.36%             | 2025-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1314174.59   | 0.16%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                            | ING Groep NV                                                           | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1103098.49   | 0.14%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                      | Bank of America Corporation                                            | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973455.94    | 0.12%             | 2025-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                            | Centene Corporation                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1875726.42   | 0.23%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779826.70    | 0.10%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                     | Nomura Holdings, Inc.                                                  | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1890000 | PA      | $1784501.26   | 0.22%             | 2025-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                        | Altria Group, Inc.                                                     | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978954.93    | 0.12%             | 2026-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                          | OneMain Financial Issuance Trust                                       | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3057496.40   | 0.38%             | 2035-09-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company Medium Terminal Senior Nts Book Entry                             | Wells Fargo & Company                                                  | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3026163.46   | 0.38%             | 2025-10-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $835466.63    | 0.10%             | 2026-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                          | Air Lease Corporation                                                  | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1381228.67   | 0.17%             | 2024-08-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                         | Danske Bank AS                                                         | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $912993.07    | 0.11%             | 2025-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                                | Huntington National Bank                                               | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001985.87   | 0.12%             | 2025-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Simon Property Group L P                                                                | Simon Property Group, LP                                               | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1186137.59   | 0.15%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company Llc                                                           | Ford Motor Credit Company, LLC                                         | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1215659.83   | 0.15%             | 2024-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| General Mtrs Financial Company Inc                                                      | General Motors Financial Company, Inc.                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1344960.00   | 0.17%             | 2025-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                               | Countrywide Alternative Loan Trust                                     | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180381 | PA      | $141871.69    | 0.02%             | 2036-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                       | Ares Capital Corporation                                               | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    924000 | PA      | $875777.36    | 0.11%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                     | Sherwin-Williams Company                                               | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1179058.62   | 0.15%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Rabobank Nederland Global Medium Terminal Nts Book Entry Registered S                   | Cooperatieve Rabobank UA                                               | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1625000 | PA      | $1461085.97   | 0.18%             | 2026-06-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                 | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1054255.96   | 0.13%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corporation New                                              | Crown Castle International Corporation                                 | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965626.25    | 0.12%             | 2024-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Cayman 3 Ltd                                                     | Mizuho Financial Group Cayman 3, Ltd.                                  | CUSIP: 60688UAB2<br>LEI: 549300AM6U7J7ZZI1G88 | Long             | DBT              | CORP              | JP        |    825000 | PA      | $810175.87    | 0.10%             | 2024-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                               | Federal Home Loan Bank Discount Notes                                  | CUSIP: 313384BQ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |  15100000 | PA      | $15033392.84  | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Usb Realty Corp                                                                         | USB Realty Corporation                                                 | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $72556.25     | 0.01%             | 2027-01-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                        | COLT Mortgage Loan Trust                                               | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2623962 | PA      | $2209759.56   | 0.28%             | 2066-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                              | Mattel, Inc.                                                           | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1838809.64   | 0.23%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Bkggroup Ltd                                                    | Australia and New Zealand Banking Group, Ltd.                          | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1890000 | PA      | $1708631.69   | 0.21%             | 2030-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                   | Vericrest Opportunity Loan Transferee                                  | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3176167 | PA      | $2740496.36   | 0.34%             | 2051-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc                                                               | Continental Resources, Inc.                                            | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1895402.00   | 0.24%             | 2023-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                                      | First Horizon National Corporation                                     | CUSIP: 320517AC9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1316544.95   | 0.16%             | 2023-05-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                              | U.S. Bancorp                                                           | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763881.47    | 0.10%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                            | Upstart Securitization Trust                                           | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89727 | PA      | $89449.21     | 0.01%             | 2031-03-20      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500008.79    | 0.06%             | 2025-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Arkansas St Student Loan Authority Rev                                                  | Arkansas Student Loan Auth.                                            | CUSIP: 041150DJ9<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |   2060405 | PA      | $2028783.15   | 0.25%             | 2043-11-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                     | CBOT 2-Yr. U.S. Treasury Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -405 | NC      | $-99330.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                  | Philip Morris International, Inc.                                      | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255616.06   | 0.16%             | 2025-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ms&Ad Insurance Group Hldgs                                                             | Sumitomo Mitsui Financial Group, Inc.                                  | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1140660.98   | 0.14%             | 2024-09-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                     | Sound Point CLO XV, Ltd.                                               | CUSIP: 83609RAN1<br>LEI: 549300YVZ0M0XDDYS744 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5821398.00   | 0.73%             | 2029-01-23      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                   | Vericrest Opportunity Loan Transferee                                  | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2655255 | PA      | $2291163.20   | 0.29%             | 2051-02-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Mplx Lp                                                                                 | MPLX, LP                                                               | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477007.91   | 0.18%             | 2025-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc Discount Commercial Paper 42 Yrs 3&4                                         | Fiserv, Inc.                                                           | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1932048.74   | 0.24%             | 2024-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                                                       | Freedom ABS Trust                                                      | CUSIP: 35634JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2761621 | PA      | $2761077.89   | 0.34%             | 2029-12-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                | Sumitomo Mitsui Financial Group, Inc.                                  | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1063731.19   | 0.13%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | Federal National Mortgage Association Conventional 15-Yr. Pass Through | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8400000 | PA      | $8436686.83   | 1.05%             | 2038-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                                   | Toorak Mortgage Corporation, Ltd.                                      | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2837080.80   | 0.35%             | 2024-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TVC Mortgage Trust 2020-RTL1                                                            | TVC Mortgage Trust                                                     | CUSIP: 90114YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1332164 | PA      | $1327656.97   | 0.17%             | 2024-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                                 | GSK Consumer Healthcare Capital UK plc                                 | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $713245.94    | 0.09%             | 2025-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                                                           | PPM CLO 6, Ltd.                                                        | CUSIP: 69377WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3494599.50   | 0.44%             | 2031-01-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                | Lloyds Banking Group plc                                               | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $978433.70    | 0.12%             | 2026-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                              | Affirm Asset Securitization Trust                                      | CUSIP: 00834WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1900463.80   | 0.24%             | 2027-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                           | McKesson Corporation                                                   | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1331925.54   | 0.17%             | 2025-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group America Inc                                                           | Reinsurance Group of America, Inc.                                     | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990447.20   | 0.25%             | 2023-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                    | M&T Bank Corporation                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    750000 | PA      | $581257.50    | 0.07%             | 2026-09-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Republic Svcs Inc                                                                       | Republic Services, Inc.                                                | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1197859.20   | 0.15%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                          | Air Lease Corporation                                                  | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474156.62   | 0.18%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital Plc                                                              | Anglo American Capital plc                                             | CUSIP: 034863AP5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1226766.05   | 0.15%             | 2025-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                        | Deutsche Bank AG                                                       | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $970428.82    | 0.12%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Longfellow Place CLO Ltd                                                                | Longfellow Place CLO, Ltd.                                             | CUSIP: 54303PBA2<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |   6700000 | PA      | $6563072.10   | 0.82%             | 2029-04-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | HSBC Holdings plc                                                      | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $862211.46    | 0.11%             | 2027-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-Mobile Usa Inc                                                                        | T-Mobile USA, Inc.                                                     | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1827239.96   | 0.23%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                     | Fifth Third Bancorp                                                    | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1801551.80   | 0.22%             | 2025-01-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                  | Blackstone Private Credit Fund                                         | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1616805.70   | 0.20%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                | Lloyds Banking Group plc                                               | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $338904.09    | 0.04%             | 2025-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                              | AMSR Trust                                                             | CUSIP: 66982FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1712310.20   | 0.21%             | 2038-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464486.54   | 0.18%             | 2025-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                             | Textron, Inc.                                                          | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945263.46   | 0.24%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                                                           | Starwood Mortgage Residential Trust                                    | CUSIP: 85573RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1709000 | PA      | $1177583.37   | 0.15%             | 2066-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group Plc Retail Medium Terminal Senior Bank Nts Book Entry              | Lloyds Banking Group plc                                               | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $896510.00    | 0.11%             | 2024-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                               | Amgen, Inc.                                                            | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1238390.12   | 0.15%             | 2025-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                                                                    | ROC Securities Trust Series                                            | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900000 | PA      | $2716478.43   | 0.34%             | 2026-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                  | Marvell Technology, Inc.                                               | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994203.71    | 0.12%             | 2023-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                               | Federal Home Loan Bank Discount Notes                                  | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1000000 | PA      | $1000000.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S A                                                                     | Credit Agricole SA                                                     | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $957800.00    | 0.12%             | 2024-09-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                            | Stryker Corporation                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2399486.03   | 0.30%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                       | Ares Capital Corporation                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $677337.65    | 0.08%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                  | Credit Suisse Group AG                                                 | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1277893.49   | 0.16%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | Federal National Mortgage Association Conventional 30-Yr. Pass Through | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1775823.11   | 0.22%             | 2042-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                                          | Deephaven Residential Mortgage Trust                                   | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2497704 | PA      | $2059336.57   | 0.26%             | 2066-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Dte Energy Co                                                                           | DTE Energy Company                                                     | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $716901.59    | 0.09%             | 2024-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Kohls Corp                                                                              | Kohl's Corporation                                                     | CUSIP: 500255AW4<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2410015.50   | 0.30%             | 2025-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Peachtree Corners Funding Tr                                                            | Peachtree Corners Funding Trust                                        | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1327259.41   | 0.17%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Eqt Corp                                                                                | EQT Corporation                                                        | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501175.00    | 0.06%             | 2025-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                | Fox Corporation                                                        | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    440000 | PA      | $420625.19    | 0.05%             | 2025-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                | Capital One Financial Corporation                                      | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1469113.98   | 0.18%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                                 | Fidelity National Information Services, Inc.                           | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1135464.58   | 0.14%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| National Rural Utils CooperatIVe Finance Corp                                           | National Rural Utilities Cooperative Finance Corporation               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1066536.01   | 0.13%             | 2043-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                       | State Street Corporation                                               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023620.78   | 0.13%             | 2026-11-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                | U.S. Treasury Notes                                                    | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19033066.46  | 2.37%             | 2024-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Southwest Airls Co                                                                      | Southwest Airlines Company                                             | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351301.22    | 0.04%             | 2025-05-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                   | Truist Financial Corporation                                           | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638661.56    | 0.08%             | 2026-07-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital Designated ActIVity Company  Aercap Global Aviation Tr           | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1375000 | PA      | $1329153.83   | 0.17%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                     | Public Service Enterprise Group, Inc.                                  | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965730.55    | 0.12%             | 2024-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                              | VMware, Inc.                                                           | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305118.29    | 0.04%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                                | Caterpillar Financial Services Corporation                             | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975561.96    | 0.12%             | 2025-08-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Life Insurance Company N H                                                              | American International Group, Inc.                                     | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658980.00    | 0.08%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                           | Welltower, Inc.                                                        | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957165.10   | 0.24%             | 2024-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                    | LHOME Mortgage Trust                                                   | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2840010.30   | 0.35%             | 2026-02-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                           | Aircastle, Ltd.                                                        | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2100000 | PA      | $2019649.25   | 0.25%             | 2025-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                            | Entergy Corporation                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    870000 | PA      | $774746.01    | 0.10%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                                | National Australia Bank, Ltd./New York                                 | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1004024.82   | 0.13%             | 2024-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                                      | Wind River CLO, Ltd.                                                   | CUSIP: 97316FAC5<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2914680.00   | 0.36%             | 2030-07-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                 | GA Global Funding Trust                                                | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1065385.10   | 0.13%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                                          | Preston Ridge Partners Mortgage Trust, LLC                             | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1961821 | PA      | $1834318.04   | 0.23%             | 2026-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                              | Nucor Corporation                                                      | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $744509.59    | 0.09%             | 2025-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                             | Nutrien, Ltd.                                                          | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $759425.60    | 0.09%             | 2024-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                | Morgan Stanley                                                         | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598239.16    | 0.07%             | 2023-11-10      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                                   | TRK Trust                                                              | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1747161 | PA      | $1437116.71   | 0.18%             | 2056-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | Morgan Stanley                                                         | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492828.72    | 0.06%             | 2024-04-05      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                | Avolon Holdings Funding, Ltd.                                          | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $407948.07    | 0.05%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                              | NBN Company, Ltd.                                                      | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $882973.21    | 0.11%             | 2026-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Keycorp New                                                                             | KeyCorp                                                                | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538155.00    | 0.07%             | 2025-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                                   | Toorak Mortgage Corporation, Ltd.                                      | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2719764 | PA      | $2383713.22   | 0.30%             | 2057-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                                                   | Coca-Cola European Partners plc                                        | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1173998.95   | 0.15%             | 2024-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                               | Qorvo, Inc.                                                            | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2033752.00   | 0.25%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | Wells Fargo & Company                                                  | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    850000 | PA      | $787100.83    | 0.10%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                                          | BHG Securitization Trust                                               | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2584079 | PA      | $2432391.10   | 0.30%             | 2034-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                              | MFRA Trust                                                             | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2363118 | PA      | $2211119.28   | 0.28%             | 2056-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Columbia Gas System Inc                                                                 | NiSource, Inc.                                                         | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1165625.00   | 0.15%             | 2023-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Synchrony Finl                                                                          | Synchrony Financial                                                    | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1450898.22   | 0.18%             | 2024-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                              | Verus Securitization Trust                                             | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1460231 | PA      | $1215492.96   | 0.15%             | 2066-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                  | Santander Holdings USA, Inc.                                           | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $643486.94    | 0.08%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                                   | Toorak Mortgage Corporation, Ltd.                                      | CUSIP: 89052WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3069211 | PA      | $2964413.66   | 0.37%             | 2023-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                      | Conagra Brands, Inc.                                                   | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1725901.94   | 0.22%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1035422.65   | 0.13%             | 2025-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740444.66    | 0.09%             | 2026-03-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                       | Expedia Group, Inc.                                                    | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3176702.17   | 0.40%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                 | HCA, Inc.                                                              | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257887.79   | 0.16%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S A London Branch Senior Non-Pfd Medical Terminal Nts Book Entry 144a   | Credit Agricole SA                                                     | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $655905.52    | 0.08%             | 2027-01-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                      | Tricon Residential Trust                                               | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $862179.10    | 0.11%             | 2038-07-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                                                                 | 510 Asset Backed Trust                                                 | CUSIP: 33835CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2566728 | PA      | $2345433.41   | 0.29%             | 2069-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                    | CHNGE Mortgage Trust                                                   | CUSIP: 12546GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1946614.40   | 0.24%             | 2058-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                                | Svenska Handelsbanken AB                                               | CUSIP: 86959LAG8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1500000 | PA      | $1406478.45   | 0.18%             | 2024-06-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                   | Toronto-Dominion Bank                                                  | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $970077.33    | 0.12%             | 2024-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                                 | GSK Consumer Healthcare Capital US, LLC                                | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1024051.38   | 0.13%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico S A Institucion De Banca Multiple Grupo Financiero Santander Mex | Banco Santander Mexico SA                                              | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    320000 | PA      | $316640.00    | 0.04%             | 2025-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| National Bank Of Cda                                                                    | National Bank of Canada                                                | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1394982.02   | 0.17%             | 2024-08-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                  | Marriott International, Inc.                                           | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1126967.78   | 0.14%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Company Ltd                                                                | Nissan Motor Company, Ltd.                                             | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2075000 | PA      | $2033025.36   | 0.25%             | 2023-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                                  | CenterPoint Energy Resources Corporation                               | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992786.37    | 0.12%             | 2023-03-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Capital Holdings Inc                                                     | NextEra Energy Capital Holdings, Inc.                                  | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739820.63    | 0.09%             | 2024-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card                                                           | Mercury Financial Credit Card Master Trust                             | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1711293.12   | 0.21%             | 2026-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Mortgage Equity Conversion Asset Trust 2007-Ff1                                         | Mortgage Equity Conversion Asset Trust                                 | CUSIP: 61910AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1663777 | PA      | $1644680.16   | 0.21%             | 2042-01-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                | U.S. Treasury Notes                                                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4501406.25   | 0.56%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                             | Sprint Corporation                                                     | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032334.00   | 0.13%             | 2025-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2205090.75   | 0.27%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                                    | Mercedes-Benz Finance North America, LLC                               | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502826.11    | 0.06%             | 2024-11-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Regency Ctrs L P                                                                        | Regency Centers, LP                                                    | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1454725.82   | 0.18%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                                                 | Alexander Funding Trust                                                | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2394879.50   | 0.30%             | 2023-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | Wells Fargo & Company                                                  | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971907.23    | 0.12%             | 2026-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                            | UBS Group AG                                                           | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1375000 | PA      | $1336976.05   | 0.17%             | 2024-07-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                        | Societe Generale SA                                                    | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1216828.58   | 0.15%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                   | Thrivent Cash Management Trust                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   2811588 | PA      | $2811588.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                      | Steel Dynamics, Inc.                                                   | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    775000 | PA      | $726702.13    | 0.09%             | 2025-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                  | Philip Morris International, Inc.                                      | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450594.82    | 0.06%             | 2024-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                        | Flatiron CLO, Ltd.                                                     | CUSIP: 33882GAG3<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3401982.50   | 0.42%             | 2030-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH SKY BROADCASTING GROUP PLC                                                      | British Sky Broadcasting Group plc                                     | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    503000 | PA      | $490989.41    | 0.06%             | 2024-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | Federal National Mortgage Association - REMIC                          | CUSIP: 3136BPCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2370862 | PA      | $2329374.05   | 0.29%             | 2046-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    850000 | PA      | $811782.92    | 0.10%             | 2026-04-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                  | Blackstone Private Credit Fund                                         | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $814801.36    | 0.10%             | 2025-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CHNGE Mortgage Trust 2022-2                                                             | CHNGE Mortgage Trust                                                   | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2675000 | PA      | $2485460.97   | 0.31%             | 2067-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                    | Royal Bank of Canada                                                   | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $739090.79    | 0.09%             | 2024-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation Iam Commercial Paper 42                                        | Devon Energy Corporation                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1170756.82   | 0.15%             | 2025-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation New                                                       | Regions Financial Corporation                                          | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    925000 | PA      | $864422.55    | 0.11%             | 2025-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                     | American Tower Corporation                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436271.78    | 0.05%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                  | Credit Suisse Group AG                                                 | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1050000 | PA      | $896796.29    | 0.11%             | 2026-06-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                                | Banco Bilbao Vizcaya Argentaria SA                                     | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1355773.40   | 0.17%             | 2023-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                              | Toll Brothers Finance Corporation                                      | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1692544.38   | 0.21%             | 2023-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master T                                                          | Genesis Sales Finance Master Trust                                     | CUSIP: 37186XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4682245.00   | 0.58%             | 2026-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                 | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1164326.99   | 0.15%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                     | American Tower Corporation                                             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974430.61    | 0.12%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II Global Medium Terminal Nts Book Entry Registered S     | Principal Life Global Funding II                                       | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $792607.24    | 0.10%             | 2026-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                  | PNC Financial Services Group, Inc.                                     | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757977.29    | 0.09%             | 2025-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                    | Freeport-McMoRan, Inc.                                                 | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1862163.93   | 0.23%             | 2024-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                                                          | Oak Street Investment                                                  | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120071 | PA      | $1881629.99   | 0.23%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Bpce Senior Non Preferred Medical Terminal Nts Book Entry Registered S                  | BPCE SA                                                                | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $886041.24    | 0.11%             | 2025-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                                  | Marlette Funding Trust                                                 | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1252461 | PA      | $1242503.49   | 0.15%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                                                | Hyundai Capital Services, Inc.                                         | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    750000 | PA      | $651359.62    | 0.08%             | 2026-02-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                      | Royalty Pharma plc                                                     | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2675000 | PA      | $2393968.30   | 0.30%             | 2025-09-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital Designated ActIVity Company  Aercap Global Aviation Tr           | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1317261.34   | 0.16%             | 2025-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                         | AstraZeneca plc                                                        | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1362639.72   | 0.17%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                           | Citigroup, Inc.                                                        | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1767754.17   | 0.22%             | 2024-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                                                 | Daimler Trucks Finance North America, LLC                              | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1856077.56   | 0.23%             | 2024-12-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                 | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011901.86   | 0.13%             | 2024-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                  | Philip Morris International, Inc.                                      | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1185995.51   | 0.15%             | 2026-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1725936.23   | 0.22%             | 2024-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                                        | Bellemeade Re, Ltd.                                                    | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1356483 | PA      | $1348747.48   | 0.17%             | 2031-03-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                     | Gilead Sciences, Inc.                                                  | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $998836.07    | 0.12%             | 2023-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                 | Canadian Natural Resources, Ltd.                                       | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1302470.44   | 0.16%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                  | Mitsubishi UFJ Financial Group, Inc.                                   | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1858333.34   | 0.23%             | 2025-07-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                     | Sound Point CLO XIV, Ltd.                                              | CUSIP: 83609NAQ3<br>LEI: 549300TT7IR66ASPWY89 | Long             | ABS-O            | CORP              | KY        |   4500000 | PA      | $4398741.00   | 0.55%             | 2029-01-23      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Tr                                                              | Citigroup Mortgage Loan Trust, Inc.                                    | CUSIP: 17307G3F3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    609189 | PA      | $561014.22    | 0.07%             | 2036-03-25      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                            | ING Groep NV                                                           | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $935080.14    | 0.12%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                     | American Express Company                                               | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1557388.88   | 0.19%             | 2025-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                                    | National Fuel Gas Company                                              | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746076.05    | 0.09%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                        | Duke Energy Corporation                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $365202.05    | 0.05%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| B A T International Finance Plc Discount Commercial Paper 42 Yrs 3&4                    | BAT International Finance plc                                          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2215136.15   | 0.28%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                 | Dell International, LLC                                                | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1768602.96   | 0.22%             | 2025-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust                                                           | Palisades Mortgage Loan Trust                                          | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1394876.85   | 0.17%             | 2026-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                                 | American Electric Power Company, Inc.                                  | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $960075.77    | 0.12%             | 2025-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                        | NTT Finance Corporation                                                | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $688888.02    | 0.09%             | 2024-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group America Finance Llc                                                    | Volkswagen Group of America Finance, LLC                               | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980434.34   | 0.25%             | 2023-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Societe Generale Medium Terminal Nts Book Entry 144a                                    | Societe Generale SA                                                    | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1703200.54   | 0.21%             | 2024-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | Morgan Stanley                                                         | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876215.70    | 0.11%             | 2026-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                      | Bank of America Corporation                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1747539.17   | 0.22%             | 2024-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                | Onslow Bay Financial, LLC                                              | CUSIP: 67116KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2146749.00   | 0.27%             | 2062-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Ag                                                                        | Credit Suisse Group AG                                                 | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    990000 | PA      | $861300.00    | 0.11%             | 2023-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                       | HSBC Holdings plc                                                      | CUSIP: 404280BN8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1463768.19   | 0.18%             | 2023-03-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                                 | MPLX, LP                                                               | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $980507.14    | 0.12%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Inds Inc                                                             | Huntington Ingalls Industries, Inc.                                    | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    700000 | PA      | $676345.78    | 0.08%             | 2025-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                   | Vericrest Opportunity Loan Transferee                                  | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1969162 | PA      | $1785150.50   | 0.22%             | 2051-03-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Tr                                                                     | Bear Stearns Adjustable Rate Mortgage Trust                            | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108771 | PA      | $100592.67    | 0.01%             | 2035-10-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L P  Paa Finance Corp                                      | Plains All American Pipeline, LP                                       | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $733892.63    | 0.09%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pultegroup Inc                                                                          | PulteGroup, Inc.                                                       | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1756221.57   | 0.22%             | 2026-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                              | NBN Company, Ltd.                                                      | CUSIP: 62878U2C5<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $922008.21    | 0.11%             | 2024-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | Paramount Global                                                       | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393790.84    | 0.05%             | 2025-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                           | CoreVest American Finance Trust                                        | CUSIP: 21872BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5782 | PA      | $5767.22      | 0.00%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                | Corebridge Financial, Inc.                                             | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932190.69    | 0.12%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Daimler Finance North America Llc                                                       | Daimler Finance North America, LLC                                     | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    875000 | PA      | $869775.74    | 0.11%             | 2023-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                    | LHOME Mortgage Trust                                                   | CUSIP: 50203RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1862980.20   | 0.23%             | 2026-09-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                                                                 | 510 Asset Backed Trust                                                 | CUSIP: 33835JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2843124 | PA      | $2548767.81   | 0.32%             | 2061-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                | Magallanes, Inc.                                                       | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1806828.48   | 0.23%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                  | Credit Suisse Group AG                                                 | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $469424.58    | 0.06%             | 2026-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                           | Universal Health Services, Inc.                                        | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1413983.82   | 0.18%             | 2026-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                  | UnitedHealth Group, Inc.                                               | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809124.16    | 0.10%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                          | Pretium Mortgage Credit Partners, LLC                                  | CUSIP: 74143EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2595205 | PA      | $2290119.75   | 0.29%             | 2051-07-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                        | Deutsche Bank AG                                                       | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1166104.14   | 0.15%             | 2024-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                      | Energy Transfer, LP                                                    | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $894657.59    | 0.11%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $922400.29    | 0.12%             | 2024-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                                    | JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.              | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1749440.00   | 0.22%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                        | Deutsche Bank AG                                                       | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    910000 | PA      | $878899.72    | 0.11%             | 2024-09-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1B PTT                                                                  | Air Canada Pass Through Trust                                          | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    700922 | PA      | $695973.08    | 0.09%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                           | Citigroup, Inc.                                                        | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950551.48    | 0.12%             | 2026-03-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                | Toyota Motor Credit Corporation                                        | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990566.33    | 0.12%             | 2024-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Fdg                                                     | Equitable Financial Life Global Funding                                | CUSIP: 29449WAJ6<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1391342.75   | 0.17%             | 2024-08-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                         | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    272000 | PA      | $265457.48    | 0.03%             | 2025-10-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| National Collegiate Trust 2007-A                                                        | National Collegiate Trust                                              | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    741303 | PA      | $715936.62    | 0.09%             | 2031-05-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                 | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1537178.39   | 0.19%             | 2026-02-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Education Funding Trust                                                                 | Education Funding Trust                                                | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1429211 | PA      | $1318333.54   | 0.16%             | 2041-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust Llc Series 2006-A For Future Issues Use 92977t             | Wachovia Mortgage Loan Trust, LLC                                      | CUSIP: 92977TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36485 | PA      | $34269.48     | 0.00%             | 2036-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                           | Citigroup, Inc.                                                        | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    925000 | PA      | $875588.96    | 0.11%             | 2026-04-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $694369.85    | 0.09%             | 2025-12-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust                                                           | GCT Commercial Mortgage Trust                                          | CUSIP: 36167RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1796498.20   | 0.22%             | 2038-02-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                      | Banco Santander SA                                                     | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $882639.17    | 0.11%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| F New Brunswick Corp                                                                    | FNB Corporation                                                        | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1308382.93   | 0.16%             | 2023-02-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                | U.S. Treasury Notes                                                    | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5434871.45   | 0.68%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                | EQT Corporation                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398055.79    | 0.05%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                    | Kraft Heinz Foods Company                                              | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2339548.50   | 0.29%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L P                                                            | Cheniere Energy Partners, LP                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2248053.60   | 0.28%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Invs Inc                                                               | Omega Healthcare Investors, Inc.                                       | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $777329.06    | 0.10%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                       | Kinross Gold Corporation                                               | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003711.24   | 0.13%             | 2024-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                     | Sound Point CLO XIV, Ltd.                                              | CUSIP: 83609NAU4<br>LEI: 549300TT7IR66ASPWY89 | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4800690.00   | 0.60%             | 2029-01-23      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L P  Paa Finance Corp                                      | Plains All American Pipeline, LP                                       | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971878.26   | 0.25%             | 2023-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                 | American Tower Corporation                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729823.70    | 0.09%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                             | Ameren Corporation                                                     | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239116.24    | 0.03%             | 2024-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                              | Zoetis, Inc.                                                           | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1172974.36   | 0.15%             | 2025-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Banc America Funding Corp                                                               | Banc of America Funding Trust                                          | CUSIP: 05946XND1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305708 | PA      | $297612.80    | 0.04%             | 2035-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                | Canadian Pacific Railway Company                                       | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $932101.14    | 0.12%             | 2024-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                           | Citigroup, Inc.                                                        | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1002207.90   | 0.12%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | HSBC Holdings plc                                                      | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $469937.72    | 0.06%             | 2026-03-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $218610.42    | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                     | Delta Air Lines, Inc.                                                  | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021940.73   | 0.13%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                  | Standard Chartered plc                                                 | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $849283.88    | 0.11%             | 2025-01-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                       | Newell Brands, Inc.                                                    | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945000.00   | 0.24%             | 2025-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                   | Vericrest Opportunity Loan Transferee                                  | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1052709 | PA      | $930412.52    | 0.12%             | 2051-04-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Abbvie Inc                                                                              | AbbVie, Inc.                                                           | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1860762.24   | 0.23%             | 2025-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Equinor Asa                                                                             | Equinor ASA                                                            | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    925000 | PA      | $886350.76    | 0.11%             | 2025-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                | Morgan Stanley                                                         | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1192716.86   | 0.15%             | 2025-10-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                | U.S. Treasury Notes                                                    | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12473398.47  | 1.56%             | 2024-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                          | Cascade Funding Mortgage Trust                                         | CUSIP: 14727QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1217958 | PA      | $1172221.91   | 0.15%             | 2068-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Syngenta Finance N V                                                                    | Syngenta Finance NV                                                    | CUSIP: 87164KAG9<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | NUSS              | NL        |   2235000 | PA      | $2164674.90   | 0.27%             | 2025-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Tr                                                                      | Terwin Mortgage Trust                                                  | CUSIP: 881561PB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1209921 | PA      | $1179876.70   | 0.15%             | 2034-12-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                             | Avolon Holdings Funding, Ltd.                                          | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1644000 | PA      | $1562955.34   | 0.19%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                           | Commonbond Student Loan Trust                                          | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    694090 | PA      | $671902.12    | 0.08%             | 2044-02-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                          | Pretium Mortgage Credit Partners, LLC                                  | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205911 | PA      | $1098326.03   | 0.14%             | 2060-09-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                             | Sprint Corporation                                                     | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2497873.00   | 0.31%             | 2024-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                     | Dominion Energy, Inc.                                                  | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1468934.25   | 0.18%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                  | Roper Technologies, Inc.                                               | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    675000 | PA      | $604774.90    | 0.08%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                | Magallanes, Inc.                                                       | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679537.79    | 0.08%             | 2024-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| British Awys Pass Through Trust 2013-1a                                                 | British Airways plc                                                    | CUSIP: 11042AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    557148 | PA      | $540903.46    | 0.07%             | 2024-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                      | Banco Santander SA                                                     | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $972369.66    | 0.12%             | 2024-06-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                    | GCAT Trust                                                             | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2084257 | PA      | $1740993.47   | 0.22%             | 2066-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Seagate Hdd Cayman                                                                      | Seagate HDD Cayman                                                     | CUSIP: 81180WAL5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1232000 | PA      | $1198120.00   | 0.15%             | 2025-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ing Groep N V                                                                           | ING Groep NV                                                           | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $488274.68    | 0.06%             | 2026-01-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                    | Westpac Banking Corporation                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    940000 | PA      | $861774.50    | 0.11%             | 2030-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Banc America Funding 2006-3 Tr                                                          | Banc of America Funding Trust                                          | CUSIP: 058931AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464957 | PA      | $434954.58    | 0.05%             | 2036-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                        | Bank of Montreal                                                       | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $986678.67    | 0.12%             | 2024-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1076756.43   | 0.13%             | 2024-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group Inc                                                      | Mitsubishi UFJ Financial Group, Inc.                                   | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    875000 | PA      | $818907.47    | 0.10%             | 2025-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                               | CIM Trust                                                              | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1469749 | PA      | $1352324.70   | 0.17%             | 2059-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Sk Hynix Inc                                                                            | SK Hynix, Inc.                                                         | CUSIP: 78392BAA5<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $474990.35    | 0.06%             | 2024-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| D R Horton Inc                                                                          | D.R. Horton, Inc.                                                      | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    800000 | PA      | $744819.27    | 0.09%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                | Lloyds Banking Group plc                                               | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $923109.44    | 0.12%             | 2028-03-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Mortgage Equity Conversion Asset Trust 2007-Ff2                                         | Mortgage Equity Conversion Asset Trust                                 | CUSIP: 61911CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1696193 | PA      | $1649676.52   | 0.21%             | 2042-02-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                | Morgan Stanley                                                         | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1744725.03   | 0.22%             | 2025-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                | Morgan Stanley                                                         | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $717014.53    | 0.09%             | 2025-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| First Republic Bank Sanitary Francisco California New                                   | First Republic Bank                                                    | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    940000 | PA      | $936178.98    | 0.12%             | 2024-02-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                          | Lowe's Companies, Inc.                                                 | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985068.73    | 0.12%             | 2025-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1055737.96   | 0.13%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                                                                | FWD Securitization Trust                                               | CUSIP: 302980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    926682 | PA      | $851268.27    | 0.11%             | 2049-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                     | FS KKR Capital Corporation                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1773506.40   | 0.22%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Dte Energy Co                                                                           | DTE Energy Company                                                     | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737211.33    | 0.09%             | 2024-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                | Berkshire Hathaway Energy Company                                      | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566149.28    | 0.07%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                                | Foundation Finance Trust                                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   1505187 | PA      | $1346184.43   | 0.17%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                  | General Motors Financial Company, Inc.                                 | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1187003.94   | 0.15%             | 2024-03-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                             | Oracle Corporation                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1660326.20   | 0.21%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                 | Marathon Petroleum Corporation                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1674006.35   | 0.21%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                              | Affirm Asset Securitization Trust                                      | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5690466.00   | 0.71%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                   | Athene Global Funding                                                  | CUSIP: 04685A2Q3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1062971.70   | 0.13%             | 2023-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                 | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    940000 | PA      | $903943.86    | 0.11%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                     | CBOT U.S. Long Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        46 | NC      | $3466.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                                              | Navient Student Loan Trust                                             | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1401702 | PA      | $1309442.16   | 0.16%             | 2070-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Daimler Finance North America Llc                                                       | Daimler Finance North America, LLC                                     | CUSIP: 233851DM3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000099.37   | 0.12%             | 2023-05-04      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Total System Svcs Inc                                                                   | Global Payments, Inc.                                                  | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    925000 | PA      | $919105.89    | 0.11%             | 2023-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating Llc  Charter Communications Operating Capital Corp     | Charter Communications Operating, LLC                                  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2058212.06   | 0.26%             | 2025-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                | Avolon Holdings Funding, Ltd.                                          | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $860675.73    | 0.11%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                     | Meritage Homes Corporation                                             | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990376.34   | 0.25%             | 2025-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                | Capital One Financial Corporation                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702484.85    | 0.09%             | 2026-03-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                     | CBOT 10-Yr. U.S. Treasury Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       101 | NC      | $-27152.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                   | Vericrest Opportunity Loan Transferee                                  | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3416405 | PA      | $3073441.02   | 0.38%             | 2051-02-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                               | Jabil, Inc.                                                            | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945575.57    | 0.12%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                          | Lowe's Companies, Inc.                                                 | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1961049.04   | 0.24%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                       | HSBC Holdings plc                                                      | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $491124.66    | 0.06%             | 2024-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                           | Sempra Energy                                                          | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1678161.75   | 0.21%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                  | Standard Chartered plc                                                 | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $867345.99    | 0.11%             | 2028-01-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                  | Canadian Imperial Bank of Commerce                                     | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1220845.05   | 0.15%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LN TR 2017-A-GS                                                      | Commonbond Student Loan Trust                                          | CUSIP: 20267VAA5<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    291735 | PA      | $271205.85    | 0.03%             | 2041-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                            | Credit Suisse Mortgage Trust                                           | CUSIP: 12660BAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2485649.10   | 0.31%             | 2067-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO SR MEDIUM TERM NTS BOOK ENTRY                                       | J.P. Morgan Chase & Company                                            | CUSIP: 48129AAA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1496427.09   | 0.19%             | 2025-01-10      | Floating      | 0.05%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Banks Office of Finance                                               | Federal Home Loan Bank Discount Notes                                  | CUSIP: 313384BK4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99612.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisign Inc                                                                            | VeriSign, Inc.                                                         | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1541961.42   | 0.19%             | 2025-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                              | Affirm Asset Securitization Trust                                      | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1098280 | PA      | $1067717.25   | 0.13%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings Llc                                                    | Cheniere Corpus Christi Holdings, LLC                                  | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1399448.85   | 0.17%             | 2025-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                             | Oracle Corporation                                                     | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $994734.84    | 0.12%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                               | Federal Home Loan Bank Discount Notes                                  | CUSIP: 313384BS7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99525.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988314.86    | 0.12%             | 2026-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                                                           | Homeward Opportunities Fund Trust                                      | CUSIP: 43789YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2132053 | PA      | $2125763.29   | 0.27%             | 2025-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                                   | Owl Rock Capital Corporation                                           | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $688513.85    | 0.09%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                 | Hyundai Capital America                                                | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659158.87    | 0.08%             | 2026-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Plc                                                                  | Standard Chartered plc                                                 | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1174486.72   | 0.15%             | 2023-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank A G                                                                       | Deutsche Bank AG                                                       | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1696143.20   | 0.21%             | 2025-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Du Pont E I De Nemours & Co                                                             | EI du Pont de Nemours & Company                                        | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $646521.11    | 0.08%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                               | Federal Home Loan Bank Discount Notes                                  | CUSIP: 313384AD1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   8740000 | PA      | $8738961.69   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                     | American Express Company                                               | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1469457.11   | 0.18%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank A G                                                                       | Deutsche Bank AG                                                       | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2700000 | PA      | $2565483.44   | 0.32%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Company L P  Ptl Finance Corp                                      | Penske Truck Leasing Company, LP                                       | CUSIP: 709599BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942625.23    | 0.12%             | 2024-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | Morgan Stanley                                                         | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491427.71    | 0.06%             | 2026-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                                         | OGE Energy Corporation                                                 | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982275.44    | 0.12%             | 2023-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING                                                             | Western Midstream Operating, LP                                        | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1419330.00   | 0.18%             | 2025-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                             | Netflix, Inc.                                                          | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012600.00   | 0.13%             | 2025-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Natwest Group Plc                                                                       | NatWest Group plc                                                      | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1466818.23   | 0.18%             | 2025-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                    | Enel Finance International NV                                          | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1026828.67   | 0.13%             | 2025-10-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc                                                               | Continental Resources, Inc.                                            | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972427.29    | 0.12%             | 2024-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Barclays Plc                                                                            | Barclays plc                                                           | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1999667.84   | 0.25%             | 2024-05-16      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                    | CUSIP: 71654QBT8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    546250 | PA      | $527876.67    | 0.07%             | 2025-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Schwab Charles Corporation New                                                          | Charles Schwab Corporation                                             | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391200.00    | 0.05%             | 2025-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                             | Imperial Brands Finance plc                                            | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1672971.55   | 0.21%             | 2024-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                | Ford Motor Credit Company, LLC                                         | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1794526.98   | 0.22%             | 2023-11-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                     | Southern California Edison Company                                     | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949763.42    | 0.12%             | 2024-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                            | Ares XL CLO, Ltd.                                                      | CUSIP: 04016GBF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | XX        |   3000000 | PA      | $2908254.00   | 0.36%             | 2029-01-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                  | PNC Financial Services Group, Inc.                                     | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1188750.00   | 0.15%             | 2026-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                            | Upstart Securitization Trust                                           | CUSIP: 91680FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750595 | PA      | $737818.86    | 0.09%             | 2031-06-20      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Mfrs & Traders Trust Company Bank Note Program                                          | Manufacturers & Traders Trust Company                                  | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005244.00   | 0.13%             | 2025-11-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp                                                        | Owl Rock Technology Finance Corporation                                | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    750000 | PA      | $679109.89    | 0.08%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                  | VICI Properties, LP/VICI Note Company, Inc.                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2636562.50   | 0.33%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                        | Bank of Montreal                                                       | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $932750.36    | 0.12%             | 2025-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                | Vistra Operations Company, LLC                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1955440.00   | 0.24%             | 2025-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                            | Comerica, Inc.                                                         | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    585000 | PA      | $564466.50    | 0.07%             | 2025-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Ttx Co                                                                                  | TTX Company                                                            | CUSIP: 87305QCE9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788990.82    | 0.10%             | 2023-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                           | Citigroup, Inc.                                                        | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2395397.15   | 0.30%             | 2024-10-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                          | John Deere Capital Corporation                                         | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984189.14    | 0.12%             | 2025-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| General Mtrs Co                                                                         | General Motors Company                                                 | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017709.93   | 0.13%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                     | Bank of Nova Scotia                                                    | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $896431.25    | 0.11%             | 2025-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                            | Credit Suisse Mortgage Capital Certificates                            | CUSIP: 12659FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3177572 | PA      | $2618645.44   | 0.33%             | 2066-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| United Airls Holdings Inc                                                               | Continental Airlines, Inc.                                             | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730372 | PA      | $1675809.96   | 0.21%             | 2024-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Corporate Office Pptys L P                                                              | Corporate Office Properties, LP                                        | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394525.18    | 0.05%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                                | Energy Transfer, LP                                                    | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2258732.58   | 0.28%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Gmacm Home Equity Loan Tr                                                               | GMAC Mortgage Corporation Loan Trust                                   | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37689 | PA      | $19423.45     | 0.00%             | 2035-08-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                                          | Bankers Healthcare Group Securitization Trust                          | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1367956 | PA      | $1356675.23   | 0.17%             | 2035-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating Llc  Charter Communications Operating Capital Corp     | Charter Communications Operating, LLC                                  | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $642324.24    | 0.08%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                             | Southern Company                                                       | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $819000.00    | 0.10%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                      | Diageo Capital plc                                                     | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $759542.14    | 0.09%             | 2025-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                    | Tencent Holdings, Ltd.                                                 | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    875000 | PA      | $788873.65    | 0.10%             | 2026-01-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                             | Cargill, Inc.                                                          | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1451405.60   | 0.18%             | 2025-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                  | Roper Technologies, Inc.                                               | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    750000 | PA      | $716085.56    | 0.09%             | 2024-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Bnp Paribas Medium Terminal Nts Book Entry 3a2                                          | BNP Paribas SA                                                         | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1835373.04   | 0.23%             | 2024-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                             | Southern Company                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $605588.57    | 0.08%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                          | Cascade Funding Mortgage Trust, LLC                                    | CUSIP: 12526PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1130890 | PA      | $1090336.14   | 0.14%             | 2031-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                              | Progress Residential Trust                                             | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1997532 | PA      | $1835195.92   | 0.23%             | 2037-06-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                             | Avolon Holdings Funding, Ltd.                                          | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1914601.66   | 0.24%             | 2024-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Invs Inc                                                               | Omega Healthcare Investors, Inc.                                       | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979206.96    | 0.12%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                  | General Motors Financial Company, Inc.                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    925000 | PA      | $865891.50    | 0.11%             | 2025-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                         | Jersey Central Power & Light Company                                   | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1448785.13   | 0.18%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                          | Cascade Funding Mortgage Trust, LLC                                    | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1334741 | PA      | $1294038.86   | 0.16%             | 2030-12-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                    | Westpac Banking Corporation                                            | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $756557.72    | 0.09%             | 2024-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $630654.66    | 0.08%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                                          | BRAVO Residential Funding Trust                                        | CUSIP: 10569CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3313616 | PA      | $3279970.47   | 0.41%             | 2023-01-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                      | Realty Income Corporation                                              | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198659.52    | 0.02%             | 2024-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                               | Hess Corporation                                                       | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2172824.87   | 0.27%             | 2024-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                 | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483838.57   | 0.19%             | 2024-03-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                                    | Western Digital Corporation                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1883440.00   | 0.23%             | 2026-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                | Occidental Petroleum Corporation                                       | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494568.11   | 0.19%             | 2025-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                | U.S. Treasury Notes                                                    | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12200703.06  | 1.52%             | 2024-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank Aktiengesellschaft Subordinated Medium Terminal Nts Book Entry 144a         | Commerzbank AG                                                         | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $2317914.13   | 0.29%             | 2023-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                | Devon Energy Corporation                                               | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1801588.64   | 0.22%             | 2024-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1148131.18   | 0.14%             | 2026-06-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                     | J.P. Morgan Chase & Company                                            | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    925000 | PA      | $909922.96    | 0.11%             | 2024-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society Senior Non-Pfd Medium Terminal Nts Book Entry Registered S  | Nationwide Building Society                                            | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $994515.82    | 0.12%             | 2024-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Aes Corp                                                                                | AES Corporation                                                        | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1602931.07   | 0.20%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                            | Business Jet Securities, LLC                                           | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1154607 | PA      | $1051660.62   | 0.13%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Danske Bank As Medium Terminal Nts Book Entry 144a                                      | Danske Bank AS                                                         | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1500000 | PA      | $1487575.16   | 0.19%             | 2024-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                    | Bank of America Corporation                                            | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1171942.38   | 0.15%             | 2025-04-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Company L P  Ptl Finance Corp                                      | Penske Truck Leasing Company, LP                                       | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $703908.42    | 0.09%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                         | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1845348.23   | 0.23%             | 2025-09-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                                  | Bank of New York Mellon Corporation                                    | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984754.70    | 0.12%             | 2026-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                               | Boeing Company                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1589984.60   | 0.20%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                                | Mileage Plus Holdings, LLC                                             | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900058 | PA      | $894839.33    | 0.11%             | 2027-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                            | GS Mortgage Securities Trust                                           | CUSIP: 36264YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2708865.30   | 0.34%             | 2026-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Oneok Partners L P                                                                      | ONEOK Partners, LP                                                     | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    721000 | PA      | $710552.88    | 0.09%             | 2025-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Company L P  Ptl Finance Corp                                      | Penske Truck Leasing Company, LP                                       | CUSIP: 709599AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963249.44    | 0.12%             | 2025-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | HSBC Holdings plc                                                      | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1195961.84   | 0.15%             | 2026-04-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                 | Flagstar Mortgage Trust                                                | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1719502 | PA      | $1493530.51   | 0.19%             | 2041-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Panasonic Corp                                                                          | Panasonic Corporation                                                  | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $957407.38    | 0.12%             | 2024-07-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                                          | Oaktown Re, Ltd.                                                       | CUSIP: 67401FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1222212 | PA      | $1219483.28   | 0.15%             | 2033-10-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group Corp                                                             | Aviation Capital Group, LLC                                            | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1413485.99   | 0.18%             | 2025-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company Llc                                                           | Ford Motor Credit Company, LLC                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $994414.12    | 0.12%             | 2025-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                                | Sumitomo Mitsui Trust Bank, Ltd.                                       | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $945805.00    | 0.12%             | 2024-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                | Toyota Motor Credit Corporation                                        | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    875000 | PA      | $783342.29    | 0.10%             | 2025-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                       | Ares Capital Corporation                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1237208.73   | 0.15%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                     | CBOT 5-Yr. U.S. Treasury Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       339 | NC      | $-16946.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                        | Duke Energy Corporation                                                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    915000 | PA      | $817560.36    | 0.10%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bayview Financing SBC Trust                                                             | Silver Hill Trust                                                      | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1408441 | PA      | $1326359.43   | 0.17%             | 2049-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Broadcom Corporation  Broadcom Cayman Finance Ltd                                       | Broadcom Corporation/Broadcom Cayman Finance, Ltd.                     | CUSIP: 11134LAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1921943.02   | 0.24%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** Thrivent Series Fund, Inc.

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer