# EDGAR Filing Document

**Accession Number:** 0001053425
**File Stem:** 0001752724-23-038276
**Filing Date:** 2023-2
**Character Count:** 173636
**Document Hash:** 91ef439b35b82078bb6a0a70a41b80bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038276.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038276

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD SERIES FUND INC
- **CENTRAL INDEX KEY:** 0001053425
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08629
- **FILM NUMBER:** 23664029

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### HARTFORD ULTRASHORT BOND HLS FUND (Series ID: S000003218)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008622 | IA           | HUBAX           |
| C000008623 | IB           | HUBBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD SERIES FUND INC

- **b. Investment Company Act file number:** 811-08629

- **c. CIK number of Registrant:** 0001053425

- **d. LEI of Registrant:** L2SH4E1KCLEHYZJ8SW12

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** HARTFORD ULTRASHORT BOND HLS FUND

- **b. EDGAR series identifier (if any):** S000003218

- **c. LEI of Series:** 549300MGYSKEXXKZGP29

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

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

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $624013850.22

**Total Liabilities:** $10999813.30

**Net Assets:** $613014036.92

**Cash Not Reported:** $12135467.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4425.59000000 | **1-Year:** -25477.02000000 | **5-Year:** -10421.41000000 | **10-Year:** -4154.67000000 | **30-Year:** -1209.06000000

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

- **3-Month:** -174.13000000 | **1-Year:** -573.13000000 | **5-Year:** -35.19000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008622 | -0.10%               | 0.51%                | 0.40%                |
| Class ID C000008623 | -0.10%               | 0.51%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-103967.38              | $-1380490.80                               |
| Month 2  | $-57994.24               | $1804166.33                                |
| Month 3  | $-14211.47               | $1048217.36                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DNB BANK ASA                                           | DNB Bank ASA                                                        | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1350000 | PA      | $1302578.85   | 0.21%             | 2025-03-28      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515491 | PA      | $478475.23    | 0.08%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWE                                       | Mississippi Power Co                                                | CUSIP: 605417CC6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1489776.02   | 0.24%             | 2024-06-28      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2021-2                     | CUSIP: 03066RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20027 | PA      | $19984.53     | 0.00%             | 2024-11-18      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2019-2 LLC                               | CUSIP: 29374DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26203 | PA      | $26168.19     | 0.00%             | 2025-02-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                | Metropolitan Life Global Funding I                                  | CUSIP: 59217GAX7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4498468.20   | 0.73%             | 2023-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2021-NQM1                           | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    398337 | PA      | $356464.49    | 0.06%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-P3                              | CUSIP: 14687JAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426479 | PA      | $422519.06    | 0.07%             | 2025-01-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2021-1                                 | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1995000 | PA      | $1950227.21   | 0.32%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1554088.15   | 0.25%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Bill                                         | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9762337.60   | 1.59%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                            | Cargill Inc                                                         | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1645103.84   | 0.27%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                               | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279004.89   | 0.21%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2022-5                          | CUSIP: 30167FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2199726.54   | 0.36%             | 2025-01-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2022-2                          | CUSIP: 30166QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611011 | PA      | $609742.32    | 0.10%             | 2025-11-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                           | CUSIP: 165183CJ1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    477243 | PA      | $470600.31    | 0.08%             | 2032-08-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                    | CUSIP: 06406RAT4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744826.46    | 0.12%             | 2024-04-26      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2021-1                                    | CUSIP: 50117TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385772 | PA      | $382955.46    | 0.06%             | 2024-04-15      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2022-5                       | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $800937.00    | 0.13%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                          | UBS AG/London                                                       | CUSIP: 902674YG9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1875000 | PA      | $1872590.03   | 0.31%             | 2023-06-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                               | Martin Marietta Materials Inc                                       | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1003413.74   | 0.16%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2021-3                                   | CUSIP: 33846QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    892658 | PA      | $864429.39    | 0.14%             | 2027-07-15      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                              | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $875837.31    | 0.14%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: —       |
| PPL ELECTRIC UTI                                       | PPL Electric Utilities Corp                                         | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2082821.59   | 0.34%             | 2024-06-24      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                      | Santander Retail Auto Lease Trust 2022-A                            | CUSIP: 80287CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701331 | PA      | $685039.40    | 0.11%             | 2025-03-20      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                           | CUSIP: 165183CT9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    699657 | PA      | $697400.15    | 0.11%             | 2033-04-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CIG Auto Receivables Trust                             | CIG Auto Receivables Trust 2021-1                                   | CUSIP: 12598NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393346 | PA      | $386913.14    | 0.06%             | 2025-04-14      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                 | GE HealthCare Technologies Inc                                      | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1556345.05   | 0.25%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                             | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3675000 | PA      | $3635954.08   | 0.59%             | 2024-07-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                               | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468526.18   | 0.24%             | 2025-06-09      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2022-D                                 | CUSIP: 345295AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1638603.87   | 0.27%             | 2025-08-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2022-3                            | CUSIP: 38014QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1217507.66   | 0.20%             | 2026-05-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | BARCLAYS BANK PLC                                                   | CUSIP: 06742TG75<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | US        |   2100000 | PA      | $2100000.00   | 0.34%             | 2023-02-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                    | Fifth Third Bancorp                                                 | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741705.34    | 0.12%             | 2023-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                 | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1515599.93   | 0.25%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2021-4                                   | CUSIP: 33845AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1576088 | PA      | $1529462.74   | 0.25%             | 2026-07-17      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-2                          | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317314 | PA      | $287490.42    | 0.05%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1526793.89   | 0.25%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust 2021-1                             | CUSIP: 32059FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735230 | PA      | $727229.03    | 0.12%             | 2026-03-16      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                               | ANZ New Zealand Int'l Ltd/London                                    | CUSIP: 00182EBQ1<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   1750000 | PA      | $1734196.57   | 0.28%             | 2025-02-18      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-HX1 Mortgage Loan Trust                                   | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1745913 | PA      | $1395375.33   | 0.23%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                             | MFA 2021-NQM2 Trust                                                 | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582839 | PA      | $473980.02    | 0.08%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                | Bristol-Myers Squibb Co                                             | CUSIP: 110122CZ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1320050.97   | 0.22%             | 2023-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2021-1                                   | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213613 | PA      | $212521.62    | 0.03%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Bill                                         | CUSIP: 912796ZJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7500000 | PA      | $7493998.13   | 1.22%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                             | MMAF Equipment Finance LLC 2019-B                                   | CUSIP: 55316EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    924398 | PA      | $907227.26    | 0.15%             | 2024-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                | United Auto Credit Securitization Trust 2022-1                      | CUSIP: 90944DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253102 | PA      | $252063.55    | 0.04%             | 2024-07-10      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                          | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1894779.19   | 0.31%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2021-3                        | CUSIP: 96043JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053846 | PA      | $1046221.63   | 0.17%             | 2024-09-16      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                                    | CUSIP: 74256LER6<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2471426.55   | 0.40%             | 2024-08-23      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | Hpefs Equipment Trust 2022-2                                        | CUSIP: 40441TAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1437985.54   | 0.23%             | 2029-09-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                        | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $985755.25    | 0.16%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                 | Mondelez International Inc                                          | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1114185.50   | 0.18%             | 2024-03-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                                        | CUSIP: 64952WET6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1312257.59   | 0.21%             | 2024-06-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                         | Home Depot Inc/The                                                  | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177829.35    | 0.03%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                               | Siemens Financieringsmaatschappij NV                                | CUSIP: 82620KAV5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1090000 | PA      | $1081346.01   | 0.18%             | 2023-03-11      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2021-2                                    | CUSIP: 50117XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545640 | PA      | $538837.00    | 0.09%             | 2024-06-17      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                       | Fifth Third Bank NA                                                 | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1899891.25   | 0.31%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                           | HSBC USA Inc                                                        | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1005688.40   | 0.16%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Note/Bond                                    | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13050000 | PA      | $12714064.42  | 2.07%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2022-2                            | CUSIP: 36265NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1718327 | PA      | $1698369.54   | 0.28%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                    | SG Residential Mortgage Trust 2021-1                                | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000533 | PA      | $1683190.61   | 0.27%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2017-4                                    | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553034 | PA      | $524681.11    | 0.09%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2022-B                                 | CUSIP: 34534LAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1383923 | PA      | $1373342.39   | 0.22%             | 2025-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                                        | CUSIP: 64952WDP5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    875000 | PA      | $864362.43    | 0.14%             | 2023-05-05      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                 | Tesla Auto Lease Trust 2021-B                                       | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940036 | PA      | $918496.29    | 0.15%             | 2025-09-22      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                 | ConocoPhillips Co                                                   | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2343806.59   | 0.38%             | 2024-03-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2022-2 LLC                                    | CUSIP: 78397WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2004300.80   | 0.33%             | 2028-07-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Bill                                         | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1977416.66   | 0.32%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2021-NQM7 Trust                                                | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728141 | PA      | $638607.39    | 0.10%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2022-3                                   | CUSIP: 33845PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $800192.54    | 0.13%             | 2025-10-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                | GSK Consumer Healthcare Capital US LLC                              | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2465989.48   | 0.40%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                 | Marlette Funding Trust 2022-3                                       | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739787 | PA      | $733905.40    | 0.12%             | 2032-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XI LLC                           | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $722151.19    | 0.12%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2022-2                     | CUSIP: 03065WAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281048 | PA      | $1272591.52   | 0.21%             | 2025-12-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                 | Marlette Funding Trust 2022-2                                       | CUSIP: 57107LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415852 | PA      | $410309.98    | 0.07%             | 2032-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHF Trust 2021-2                                       | FHF Trust 2021-2                                                    | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606030 | PA      | $576108.39    | 0.09%             | 2026-12-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137AA6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857013 | PA      | $840640.51    | 0.14%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                | Federal Home Loan Bank Discount Notes                               | CUSIP: 313384DL0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $5942228.88   | 0.97%             | 2023-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                         | Starbucks Corp                                                      | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1282643.07   | 0.21%             | 2024-02-14      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                   | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1391650.48   | 0.23%             | 2024-11-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                               | MassMutual Global Funding II                                        | CUSIP: 57629WDC1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1540954.82   | 0.25%             | 2024-04-12      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                   | Lockheed Martin Corp                                                | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1023143.74   | 0.17%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2022-4                          | CUSIP: 30166BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    646665 | PA      | $645852.23    | 0.11%             | 2024-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                             | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1232717.24   | 0.20%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp                                                    | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    825000 | PA      | $822712.42    | 0.13%             | 2023-06-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                  | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1371024.56   | 0.22%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                 | Marlette Funding Trust 2021-2                                       | CUSIP: 57108TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12557 | PA      | $12530.49     | 0.00%             | 2031-09-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                               | Manufacturers & Traders Trust Co                                    | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1861255.96   | 0.30%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2021-NQM3                       | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1556204 | PA      | $1283188.09   | 0.21%             | 2056-11-27      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2022-1                 | CUSIP: 02530WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    764235 | PA      | $758823.82    | 0.12%             | 2025-12-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2022-1 LLC                                                    | CUSIP: 23292GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505000 | PA      | $1492122.92   | 0.24%             | 2024-01-22      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                               | Huntington National Bank/The                                        | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1150686.11   | 0.19%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2022-C                                 | CUSIP: 34535AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $842057.29    | 0.14%             | 2025-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                           | Linde Inc/CT                                                        | CUSIP: 53522KAA1<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1228989.51   | 0.20%             | 2024-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2021-B                                     | CUSIP: 89239CAB5<br>LEI: 5493006AB33TXC4NJ781 | Long             | ABS-O            | CORP              | US        |    477677 | PA      | $475049.44    | 0.08%             | 2024-03-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2022-3                                  | CUSIP: 02008DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055000 | PA      | $1056398.40   | 0.17%             | 2025-06-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp                                                    | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $447964.43    | 0.07%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $849051.41    | 0.14%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1266372.73   | 0.21%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust 2021-4                                          | CUSIP: 26253WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758825 | PA      | $746695.11    | 0.12%             | 2025-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2022-P3                              | CUSIP: 14686MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864369 | PA      | $859550.17    | 0.14%             | 2025-12-10      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2022-1                     | CUSIP: 14043QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2091146 | PA      | $2063737.34   | 0.34%             | 2025-06-16      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2022-2                                      | CUSIP: 14317HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509544 | PA      | $504524.79    | 0.08%             | 2025-05-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                              | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1412126.60   | 0.23%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | Hpefs Equipment Trust 2022-3                                        | CUSIP: 403951AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $760531.39    | 0.12%             | 2029-08-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                          | JDE Peet's NV                                                       | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1599100.41   | 0.26%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                     | Analog Devices Inc                                                  | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1105053.82   | 0.18%             | 2024-10-01      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                  | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2179689.68   | 0.36%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2021-3                        | CUSIP: 96043JAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3575000 | PA      | $3475936.75   | 0.57%             | 2025-06-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136APC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17334 | PA      | $17270.26     | 0.00%             | 2041-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2017-6                          | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496297 | PA      | $464253.56    | 0.08%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2020-A                                   | CUSIP: 12597JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    767118 | PA      | $760809.94    | 0.12%             | 2025-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2022-1 LLC                                    | CUSIP: 784033AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2026651 | PA      | $1962252.10   | 0.32%             | 2028-02-22      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                        | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1034568.23   | 0.17%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                               | Constellation Brands Inc                                            | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1689621.77   | 0.28%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2022-2                                   | CUSIP: 33844XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2903013 | PA      | $2871770.72   | 0.47%             | 2025-08-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| New York City Tax Lien                                 | Nyctl 2021-A Trust                                                  | CUSIP: 62955UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1744224 | PA      | $1666777.17   | 0.27%             | 2034-11-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607GKW3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $901010.48    | 0.15%             | 2023-03-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2022-B                                   | CUSIP: 12663BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1173127 | PA      | $1151695.33   | 0.19%             | 2026-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                 | AmerisourceBergen Corp                                              | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    748000 | PA      | $741698.36    | 0.12%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                     | Pacific Life Global Funding II                                      | CUSIP: 6944PL2C2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    650000 | PA      | $627373.74    | 0.10%             | 2023-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2021-2                                   | CUSIP: 33844WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    726928 | PA      | $716318.78    | 0.12%             | 2026-12-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                                  | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1433064.41   | 0.23%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                    | CUSIP: 06368FAB5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2193841.45   | 0.36%             | 2023-09-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                           | Credit Suisse AG/New York NY                                        | CUSIP: 2254EBPA3<br>LEI: 549300D0YARF5HYP1809 | Long             | STIV             | CORP              | CH        |   1000000 | PA      | $997300.00    | 0.16%             | 2023-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                      | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1108943.00   | 0.18%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                  | Coca-Cola Europacific Partners PLC                                  | CUSIP: 19123MAD5<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   2275000 | PA      | $2237911.54   | 0.37%             | 2023-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                                    | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    645000 | PA      | $640956.40    | 0.10%             | 2024-04-12      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                 | Protective Life Global Funding                                      | CUSIP: 74368CAR5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    420000 | PA      | $412951.32    | 0.07%             | 2023-06-09      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                | CUSIP: 10921U2G2<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1437238.23   | 0.23%             | 2023-12-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2022-6                          | CUSIP: 30168AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $625711.88    | 0.10%             | 2025-11-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2021-2                                        | CUSIP: 40441JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210627 | PA      | $209715.93    | 0.03%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                | Cooperatieve Rabobank UA/NY                                         | CUSIP: 21684LEC2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | NL        |   2500000 | PA      | $2501107.05   | 0.41%             | 2023-06-28      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2021-1 LLC                                                    | CUSIP: 23291YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625504 | PA      | $622095.73    | 0.10%             | 2024-05-17      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2020-2R Mortgage Loan Trust                                    | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469584 | PA      | $419818.16    | 0.07%             | 2065-10-26      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Note/Bond                                    | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29750000 | PA      | $28713398.44  | 4.68%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2020-2                            | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1593178 | PA      | $1577268.24   | 0.26%             | 2029-07-16      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-P4                              | CUSIP: 14687KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605291 | PA      | $599359.56    | 0.10%             | 2025-04-10      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Government Fund | Goldman Sachs Financial Square Funds - Government Fund              | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   1605227 | NS      | $1605226.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1320435.35   | 0.22%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                              | Qorvo Inc                                                           | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $644665.00    | 0.11%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                 | Protective Life Global Funding                                      | CUSIP: 74368CBL7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1311182.84   | 0.21%             | 2025-03-28      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr      | GM Financial Consumer Automobile Receivables Trust 2022-4           | CUSIP: 36265QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2035000 | PA      | $2026020.56   | 0.33%             | 2025-11-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust 2022-1                             | CUSIP: 32057KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2014720 | PA      | $1955015.00   | 0.32%             | 2027-01-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                 | Marlette Funding Trust 2022-1                                       | CUSIP: 57109KAA3<br>LEI: 549300GIOP3T7X23OV63 | Long             | ABS-O            | CORP              | US        |   1318537 | PA      | $1292416.42   | 0.21%             | 2032-04-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2021-1 LLC                                    | CUSIP: 783897AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5030 | PA      | $5018.88      | 0.00%             | 2026-08-20      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                  | Invesco Government & Agency Portfolio                               | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   1605227 | NS      | $1605226.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2022-2                        | CUSIP: 36266FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905048 | PA      | $894585.39    | 0.15%             | 2024-10-21      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2019-INV3                                | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304139 | PA      | $285660.24    | 0.05%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                           | CUSIP: 89114QCL0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $748686.53    | 0.12%             | 2023-09-28      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2020-1 LLC                               | CUSIP: 29373KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430105 | PA      | $428150.29    | 0.07%             | 2025-12-22      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2021-B                               | CUSIP: 58769KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269078 | PA      | $268402.99    | 0.04%             | 2024-01-16      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                | CUSIP: 78016EZY6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1475000 | PA      | $1450175.99   | 0.24%             | 2024-10-07      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust 2020-3                                          | CUSIP: 26253AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348106 | PA      | $347080.23    | 0.06%             | 2024-12-16      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                       | Carlisle Cos Inc                                                    | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    645000 | PA      | $624085.49    | 0.10%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Note/Bond                                    | CUSIP: 9128285K2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4925195.30   | 0.80%             | 2023-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                           | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $970388.69    | 0.16%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| Foursight Capital Automobile Receivables Trust         | Foursight Capital Automobile Receivables Trust 2022-1               | CUSIP: 35105JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310462 | PA      | $304927.38    | 0.05%             | 2025-09-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                           | 7-Eleven Inc                                                        | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1611696.77   | 0.26%             | 2023-02-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                  | PACCAR Financial Corp                                               | CUSIP: 69371RQ82<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    485000 | PA      | $476264.01    | 0.08%             | 2023-06-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | Corebridge Financial Inc                                            | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    705000 | PA      | $676358.11    | 0.11%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd                                      | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2200000 | PA      | $2186049.82   | 0.36%             | 2024-09-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-5 Mortgage Loan Trust                                     | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1255128 | PA      | $1024203.51   | 0.17%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2021-1                     | CUSIP: 03063FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1887960 | PA      | $1855461.37   | 0.30%             | 2025-08-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2021-NQM3                           | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1343249 | PA      | $1204045.28   | 0.20%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                | CUSIP: 78015K7M0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1910298.95   | 0.31%             | 2024-01-19      | Floating      | 4.16%                 | No            |                  2 | On Loan: —       |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2022-B Owner Trust                          | CUSIP: 65480JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $804930.05    | 0.13%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                             | CUSIP: 63307A2Q7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3725000 | PA      | $3682682.03   | 0.60%             | 2024-08-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                            | CUSIP: 89236TJE6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499779.22   | 0.24%             | 2023-04-06      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2020-1                          | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42154 | PA      | $40358.23     | 0.01%             | 2050-02-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2021-2                                 | CUSIP: 24702VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325254 | PA      | $321362.06    | 0.05%             | 2026-12-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1894322.50   | 0.31%             | 2024-03-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GYF5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477977.00   | 0.24%             | 2024-09-10      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                            | Southern Co/The                                                     | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007413.07   | 0.16%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freed ABS Trust                                        | FREED ABS Trust 2022-1FP                                            | CUSIP: 35633KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32679 | PA      | $32582.65     | 0.01%             | 2029-03-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-P2                              | CUSIP: 14687TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1021279 | PA      | $983742.31    | 0.16%             | 2026-03-10      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                             | MMAF Equipment Finance LLC 2021-A                                   | CUSIP: 55317JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177386 | PA      | $177071.90    | 0.03%             | 2024-04-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp                                                    | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1525000 | PA      | $1516366.12   | 0.25%             | 2023-03-03      | Fixed         | 0.37%                 | No            |                  2 | On Loan: —       |
| OKLAHOMA G&E CO                                        | Oklahoma Gas and Electric Co                                        | CUSIP: 678858BW0<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    780000 | PA      | $766099.64    | 0.12%             | 2023-05-26      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                   | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1301945.61   | 0.21%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3414442.64   | 0.56%             | 2024-08-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                  | Tricon American Homes 2017-SFR2 Trust                               | CUSIP: 89613FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716353 | PA      | $694586.55    | 0.11%             | 2036-01-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2022-A                                   | CUSIP: 12659WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560026 | PA      | $551402.01    | 0.09%             | 2029-04-16      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                | Simon Property Group LP                                             | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2100000 | PA      | $2080468.51   | 0.34%             | 2024-01-11      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                            | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995220.33    | 0.16%             | 2024-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                               | Thermo Fisher Scientific Inc                                        | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    680000 | PA      | $673541.14    | 0.11%             | 2024-10-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1309228.88   | 0.21%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2022-Z1                           | CUSIP: 00833PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1217896 | PA      | $1187074.44   | 0.19%             | 2027-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                         | Public Storage                                                      | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1220000 | PA      | $1211378.96   | 0.20%             | 2024-04-23      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                       | Fifth Third Bank NA                                                 | CUSIP: 31677QBS7<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    705000 | PA      | $703485.11    | 0.11%             | 2023-01-30      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2022-3 LLC                               | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $435212.80    | 0.07%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                    | CUSIP: 06368FAA7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2130028.71   | 0.35%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: —       |
| DT Auto Owner Trust                                    | DT Auto Owner Trust 2021-3                                          | CUSIP: 23344QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1074430 | PA      | $1065070.57   | 0.17%             | 2025-04-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2022-3                 | CUSIP: 02528GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353011 | PA      | $351248.96    | 0.06%             | 2026-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                    | Macquarie Group Ltd                                                 | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1207687.81   | 0.20%             | 2024-11-22      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                 | Crossroads Asset Trust 2021-A                                       | CUSIP: 22767CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244803 | PA      | $243001.87    | 0.04%             | 2024-03-20      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                               | Florida Power & Light Co                                            | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2271190.58   | 0.37%             | 2023-05-10      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Note/Bond                                    | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14648437.50  | 2.39%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137BL5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103014 | PA      | $101698.34    | 0.02%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2019-3                                      | CUSIP: 14315PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148278 | PA      | $147687.31    | 0.02%             | 2024-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                           | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2172358.23   | 0.35%             | 2024-09-10      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                       | SoFi Consumer Loan Program 2021-1 Trust                             | CUSIP: 83407CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171233 | PA      | $167174.71    | 0.03%             | 2030-09-25      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1084521.55   | 0.18%             | 2023-03-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                               | Pioneer Natural Resources Co                                        | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1278577.56   | 0.21%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2022-C                                   | CUSIP: 12664DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    847215 | PA      | $835089.21    | 0.14%             | 2030-04-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137B7MZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3175000 | PA      | $3139127.26   | 0.51%             | 2023-10-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                            | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                            | CUSIP: 542691EY2<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1077312.02   | 0.18%             | 2023-03-01      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2021-1                        | CUSIP: 96043FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256088 | PA      | $255377.72    | 0.04%             | 2024-10-15      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc                           | Citigroup Global Markets Inc                                        | CUSIP: 17327BTG0<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |   1360000 | PA      | $1337424.00   | 0.22%             | 2023-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wheels SPV LLC                                         | Wheels SPV 2 LLC                                                    | CUSIP: 96328DBT0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168830 | PA      | $166736.38    | 0.03%             | 2029-08-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-6                                   | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1281671 | PA      | $1036051.94   | 0.17%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                     | Diageo Capital PLC                                                  | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $737649.75    | 0.12%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                   | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1536797.97   | 0.25%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                      | Eversource Energy                                                   | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1334882.85   | 0.22%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BofA Securities Inc                                    | BofA Securities Inc                                                 | CUSIP: 06054Q3K8<br>LEI: 549300HN4UKV1E2R3U73 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.49%             | 2023-06-16      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2017-5                                    | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245270 | PA      | $242724.73    | 0.04%             | 2057-02-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                    | BWAY 2013-1515 Mortgage Trust                                       | CUSIP: 05604FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421325 | PA      | $402812.84    | 0.07%             | 2033-03-10      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                             | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744000.32    | 0.12%             | 2023-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                 | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2009065.76   | 0.33%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                               | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $983154.88    | 0.16%             | 2025-07-13      | Fixed         | 4.52%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                                | Cooperatieve Rabobank UA/NY                                         | CUSIP: 21688AAR3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1550000 | PA      | $1542506.03   | 0.25%             | 2024-01-12      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2022-P2                              | CUSIP: 14686JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2499629 | PA      | $2480132.52   | 0.40%             | 2025-07-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                          | CUSIP: 60687YBC2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1093748.70   | 0.18%             | 2024-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1001728.59   | 0.16%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2022-A                                     | CUSIP: 054977AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1915958 | PA      | $1790112.22   | 0.29%             | 2035-02-20      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| HSBC U.S. Government Money Market Fund                 | HSBC U.S. Government Money Market Fund                              | CUSIP: 40428X107<br>LEI: 213800MK2OTSN7TSAV83 | Long             | STIV             | RF                | US        |   5350756 | NS      | $5350755.50   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                           | CUSIP: 00138CAM0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    785000 | PA      | $767593.69    | 0.13%             | 2023-07-07      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                          | UBS AG/London                                                       | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $2184659.27   | 0.36%             | 2024-08-09      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                 | Credit Suisse AG/New York NY                                        | CUSIP: 22550UAD3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   3675000 | PA      | $3585738.62   | 0.58%             | 2023-08-09      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                | Bank of New York Mellon/The                                         | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002718.92   | 0.16%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust 2022-2                                          | CUSIP: 23345AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250195 | PA      | $1229236.34   | 0.20%             | 2026-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2021-2 LLC                               | CUSIP: 29374YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913020 | PA      | $870177.97    | 0.14%             | 2027-05-20      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2022-A                      | CUSIP: 44891WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1259212 | PA      | $1242241.74   | 0.20%             | 2024-04-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                      | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739575.00    | 0.12%             | 2025-01-24      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                      | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1317791.66   | 0.21%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust 2020-1                                          | CUSIP: 23344EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316650 | PA      | $315384.85    | 0.05%             | 2025-11-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2022-B                            | CUSIP: 98163QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1739168 | PA      | $1716151.79   | 0.28%             | 2025-10-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2021-NQM2                           | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535497 | PA      | $495725.67    | 0.08%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust I LLC 2019-1                               | CUSIP: 03464MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32775 | PA      | $32591.60     | 0.01%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137F66V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880123 | PA      | $806578.02    | 0.13%             | 2041-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Atalaya Equipment Leasing Fund I LP                    | Atalaya Equipment Leasing Trust 21-1                                | CUSIP: 046497AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    643862 | PA      | $625288.52    | 0.10%             | 2026-05-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                        | Residential Mortgage Loan Trust 2020-1                              | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112520 | PA      | $107133.31    | 0.02%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CITIBANK NA DDCA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    535076 | NS      | $535075.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust I LLC 2019-4                               | CUSIP: 03463UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29786 | PA      | $29572.21     | 0.00%             | 2049-07-26      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                            | KeyBank NA/Cleveland OH                                             | CUSIP: 49327M3B8<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989099.34   | 0.32%             | 2024-01-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                          | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    975000 | PA      | $955697.13    | 0.16%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                               | Commonwealth Bank of Australia/New York NY                          | CUSIP: 20271EYB9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |   3000000 | PA      | $3000000.00   | 0.49%             | 2023-01-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380WZN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441502 | PA      | $411715.57    | 0.07%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-N1                              | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502574 | PA      | $468216.68    | 0.08%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                         | Home Depot Inc/The                                                  | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417015.23    | 0.07%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                 | CUSIP: 83369CWF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1927436.84   | 0.31%             | 2023-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                               | National Australia Bank Ltd/New York                                | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1225000 | PA      | $1230544.86   | 0.20%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2021-3                                 | CUSIP: 262081AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190186 | PA      | $1181786.82   | 0.19%             | 2025-10-15      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2021-2                        | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    463591 | PA      | $458724.20    | 0.07%             | 2025-04-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                            | CUSIP: 89236TJS5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998628.60   | 0.33%             | 2023-06-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: —       |
| Tesla Auto Lease Trust                                 | Tesla Auto Lease Trust 2021-A                                       | CUSIP: 88161FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461191 | PA      | $457227.81    | 0.07%             | 2025-03-20      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                           | CUSIP: 037833DV9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    875000 | PA      | $862385.97    | 0.14%             | 2023-05-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| DLLAD LLC                                              | DLLAD 2021-1 LLC                                                    | CUSIP: 233262AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490271 | PA      | $482872.81    | 0.08%             | 2024-09-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2018-6                                    | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1133263 | PA      | $1100091.22   | 0.18%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2021-3                                      | CUSIP: 14317DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246566 | PA      | $245501.62    | 0.04%             | 2024-09-16      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                 | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1274544.23   | 0.21%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                     | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1457949.90   | 0.24%             | 2024-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                            | CUSIP: 89236THV0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987622.48   | 0.32%             | 2024-01-11      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Donlen Fleet Lease Funding                             | Donlen Fleet Lease Funding 2 LLC                                    | CUSIP: 257812AD9<br>LEI: 549300ZWUQETU54FDP26 | Long             | ABS-O            | CORP              | US        |    875703 | PA      | $846223.28    | 0.14%             | 2034-12-11      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                               | Equitable Financial Life Global Funding                             | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1537904.03   | 0.25%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                               | Dext ABS 2021-1 LLC                                                 | CUSIP: 23345CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    638074 | PA      | $610074.32    | 0.10%             | 2028-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust       | World Omni Automobile Lease Securitization Trust 2021-A             | CUSIP: 98163JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320999 | PA      | $320042.74    | 0.05%             | 2024-04-15      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                        | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2089029.35   | 0.34%             | 2024-02-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2022-2                 | CUSIP: 02530BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075471 | PA      | $1067826.42   | 0.17%             | 2026-02-13      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                            | Nutrien Ltd                                                         | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $592204.06    | 0.10%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Note/Bond                                    | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250000 | PA      | $7228150.89   | 1.18%             | 2023-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                               | Huntington National Bank/The                                        | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253140.16   | 0.20%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                     | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1227319.78   | 0.20%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| PPG Industries Inc                                     | PPG Industries Inc                                                  | CUSIP: 693506BN6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1906608.19   | 0.31%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | Dllmt 2021-1 LLC                                                    | CUSIP: 23345FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870608 | PA      | $860808.14    | 0.14%             | 2024-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2020-2                                     | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665531 | PA      | $602360.62    | 0.10%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2019-AFC1 Trust                                                | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436383 | PA      | $1335389.60   | 0.22%             | 2049-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2022-C                                     | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528943 | PA      | $524581.09    | 0.09%             | 2035-10-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                 | Credit Agricole SA/London                                           | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3285432.45   | 0.54%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                             | CUSIP: 63307NFJ1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1500000.00   | 0.24%             | 2023-01-24      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2022-4 LLC                               | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1605000 | PA      | $1613191.44   | 0.26%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2019-4                                   | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167476 | PA      | $158894.59    | 0.03%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510700 | PA      | $489811.04    | 0.08%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2022-3                        | CUSIP: 96043PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3175000 | PA      | $3163249.33   | 0.52%             | 2025-07-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136APW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22810 | PA      | $22722.15     | 0.00%             | 2041-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2021-2                                        | CUSIP: 12511EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899994 | PA      | $859391.10    | 0.14%             | 2029-03-14      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                      | Santander Retail Auto Lease Trust 2021-B                            | CUSIP: 80286DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164007 | PA      | $163367.93    | 0.03%             | 2024-01-22      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2019-3 LLC                               | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150508 | PA      | $150222.35    | 0.02%             | 2025-05-20      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-4 Mortgage Loan Trust                                     | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150462 | PA      | $1794213.98   | 0.29%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                               | Equitable Financial Life Global Funding                             | CUSIP: 29449WAH0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2650028.06   | 0.43%             | 2023-04-06      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1609204.25   | 0.26%             | 2024-04-12      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                            | Cargill Inc                                                         | CUSIP: 141781BL7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    675000 | PA      | $661237.72    | 0.11%             | 2023-07-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                      | Avid Automobile Receivables Trust 2021-1                            | CUSIP: 05369LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78588 | PA      | $78346.61     | 0.01%             | 2025-01-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                            | CUSIP: 86960KPN6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   3265000 | PA      | $3248493.60   | 0.53%             | 2023-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | Hpefs Equipment Trust 2022-3                                        | CUSIP: 403951AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1220000 | PA      | $1216197.14   | 0.20%             | 2029-08-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-N2                              | CUSIP: 14686KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82971 | PA      | $81684.56     | 0.01%             | 2028-03-10      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2022-3                       | CUSIP: 80285UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1898178 | PA      | $1890236.66   | 0.31%             | 2025-03-17      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                 | CUSIP: 83368RBN1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1350000 | PA      | $1319777.75   | 0.22%             | 2025-06-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GJX8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1856887.50   | 0.30%             | 2024-05-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                           | CUSIP: 89114QCF3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $674993.84    | 0.11%             | 2023-01-27      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust 2021-2                             | CUSIP: 32057JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1376207 | PA      | $1330788.86   | 0.22%             | 2027-03-15      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2021-3                            | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $940834.18    | 0.15%             | 2030-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $961335.68    | 0.16%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust 2021-2                                          | CUSIP: 23345EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133362 | PA      | $132974.05    | 0.02%             | 2025-03-17      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| LITTON INDUSTRIES INC                                  | Litton Industries Inc                                               | CUSIP: 538021AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $964758.29    | 0.16%             | 2026-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Bill                                         | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9798412.00   | 1.60%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-N3                              | CUSIP: 14687GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369471 | PA      | $358552.28    | 0.06%             | 2028-06-12      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| MARLIN LEASING RECEIVABLES LLC                         | Marlin Receivables 2022-1 LLC                                       | CUSIP: 57119HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612968 | PA      | $610675.77    | 0.10%             | 2023-07-20      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                  | Jackson Financial Inc                                               | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1371990.21   | 0.22%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets PLC                                                 | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1267828.05   | 0.21%             | 2024-08-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2022-2                        | CUSIP: 96042VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2663454 | PA      | $2636964.30   | 0.43%             | 2025-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-N4                              | CUSIP: 14687HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687223 | PA      | $664426.30    | 0.11%             | 2028-09-11      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                       | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1368484.70   | 0.22%             | 2026-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1505326.46   | 0.25%             | 2025-04-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2020-NQM3 Trust                                                 | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354968 | PA      | $324031.25    | 0.05%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust         | Foursight Capital Automobile Receivables Trust 2021-2               | CUSIP: 35105UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55957 | PA      | $55862.90     | 0.01%             | 2025-04-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                     | Tricolor Auto Securitization Trust 2022-1                           | CUSIP: 89616BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550552 | PA      | $544592.67    | 0.09%             | 2025-02-18      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                 | Skyworks Solutions Inc                                              | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2239771.01   | 0.37%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                                    | Verizon Owner Trust 2020-C                                          | CUSIP: 92348CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2987742 | PA      | $2938457.23   | 0.48%             | 2025-04-21      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2021-B                                          | CUSIP: 12657WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294531 | PA      | $293182.63    | 0.05%             | 2024-08-15      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                | BMW Vehicle Owner Trust 2022-A                                      | CUSIP: 05602RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649001 | PA      | $642322.11    | 0.10%             | 2024-12-26      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                        | Nordea Bank Abp                                                     | CUSIP: 65557CBE2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    875000 | PA      | $860343.72    | 0.14%             | 2023-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137BVXR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104305 | PA      | $101726.88    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp                   | CUSIP: 63743HFB3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1395100.73   | 0.23%             | 2023-08-07      | Floating      | 4.49%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN BANK                                 | Federal Home Loan Banks                                             | CUSIP: 3130ATUQ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4995278.15   | 0.81%             | 2024-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1676821.47   | 0.27%             | 2025-02-04      | Floating      | 4.76%                 | No            |                  2 | On Loan: —       |
| Canadian Pacer Auto Receivables Trust                  | Canadian Pacer Auto Receivables Trust 2019-1                        | CUSIP: 13646BAL2<br>LEI: 549300R5H05NC0BS7G21 | Long             | ABS-O            | CORP              | CA        |   2650000 | PA      | $2646502.53   | 0.43%             | 2024-10-21      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2021-3                            | CUSIP: 36263LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486518 | PA      | $483995.25    | 0.08%             | 2025-01-15      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2021-1                        | CUSIP: 36261RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1147493 | PA      | $1137700.30   | 0.19%             | 2024-02-20      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                        | PerkinElmer Inc                                                     | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2518429.60   | 0.41%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2022-1                          | CUSIP: 30167JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189227 | PA      | $188960.51    | 0.03%             | 2024-06-17      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables IX LLC                           | CUSIP: 03237KAB0<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |    807686 | PA      | $778248.85    | 0.13%             | 2026-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                            | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2946720.62   | 0.48%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                 | Credit Suisse AG/New York NY                                        | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $716432.73    | 0.12%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                            | KeyBank NA/Cleveland OH                                             | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241635.24   | 0.20%             | 2024-06-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2022-EBO1                                 | CUSIP: 89180EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954850 | PA      | $933566.10    | 0.15%             | 2052-01-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                    | CUSIP: 06369MSQ7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1962606.12   | 0.32%             | 2023-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2021-4                 | CUSIP: 02530TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201409 | PA      | $201028.90    | 0.03%             | 2025-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2021-A                                        | CUSIP: 00217FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1989076 | PA      | $1953724.20   | 0.32%             | 2030-03-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                    | Consumers Energy Co                                                 | CUSIP: 210518DM5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436758.50    | 0.07%             | 2023-06-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                 | CUSIP: 14913R2R7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1092680.63   | 0.18%             | 2024-09-13      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust         | Foursight Capital Automobile Receivables Trust 2022-2               | CUSIP: 34660DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3025000 | PA      | $2997686.67   | 0.49%             | 2026-03-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                    | Elevance Health Inc                                                 | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    545000 | PA      | $551505.89    | 0.09%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2021-4                            | CUSIP: 36263DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1156483 | PA      | $1140741.95   | 0.19%             | 2025-07-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1375493.49   | 0.22%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                 | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $997200.31    | 0.16%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Bill                                         | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  22050000 | PA      | $22016498.93  | 3.59%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                            | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1269669.54   | 0.21%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2022-1                                        | CUSIP: 12511JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3312039.38   | 0.54%             | 2029-07-16      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2022-7                       | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $636164.72    | 0.10%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank/New York                       | Standard Chartered Bank/New York                                    | CUSIP: 85324UPT4<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   1500000 | PA      | $1493967.50   | 0.24%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FCI Funding, LLC                                       | FCI Funding 2021-1 LLC                                              | CUSIP: 30260GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310562 | PA      | $300524.84    | 0.05%             | 2033-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2020-3                                   | CUSIP: 33844TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1376 | PA      | $1374.58      | 0.00%             | 2025-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                               | Five Corners Funding Trust                                          | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982667.24   | 0.32%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2020-4                                   | CUSIP: 33845XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29782 | PA      | $29737.21     | 0.00%             | 2025-04-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                    | Macquarie Group Ltd                                                 | CUSIP: 55608JBB3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1464613.77   | 0.24%             | 2025-10-14      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                    | Citizens Bank NA/Providence RI                                      | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758804.51    | 0.12%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2022-C                                          | CUSIP: 12664JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1706524.09   | 0.28%             | 2026-07-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2021-1                                 | CUSIP: 24703QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14482 | PA      | $14445.63     | 0.00%             | 2026-05-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                      | GreatAmerica Leasing Receivables Funding LLC Series 2022-1          | CUSIP: 39154TBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1888299.99   | 0.31%             | 2025-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                 | CenterPoint Energy Resources Corp                                   | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1825069.73   | 0.30%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481950.74   | 0.24%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Morgan Stanley Institutional Liquidity Funds - Government Portfolio | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1605227 | NS      | $1605226.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MMAF Equipment Finance LLC                             | MMAF Equipment Finance LLC 2022-B                                   | CUSIP: 606940AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1697369.61   | 0.28%             | 2025-09-09      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136AKQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2777021 | PA      | $2695847.85   | 0.44%             | 2024-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                           | Stryker Corp                                                        | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1166869.38   | 0.19%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                           | World Omni Select Auto Trust 2021-A                                 | CUSIP: 98163HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3381429.80   | 0.55%             | 2027-03-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2021-NQM5 Trust                                                | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3004426 | PA      | $2388518.50   | 0.39%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                        | AstraZeneca PLC                                                     | CUSIP: 046353AY4<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2946840.15   | 0.48%             | 2023-05-26      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Bill                                         | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7500000 | PA      | $7448780.25   | 1.22%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                         | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1366886.26   | 0.22%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank/New York | Credit Agricole Corporate and Investment Bank/New York              | CUSIP: 22533UQ30<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1984838.00   | 0.32%             | 2023-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                        | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2525000 | PA      | $2508370.80   | 0.41%             | 2023-11-08      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2022-EBO2 LLC                                                  | CUSIP: 12527QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391042 | PA      | $380795.48    | 0.06%             | 2054-07-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                      | Bunker Hill Loan Depositary Trust 2019-3                            | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305971 | PA      | $294526.92    | 0.05%             | 2059-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                             | FIXED INC CLEARING CORP.REPO                                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   8489879 | PA      | $8489879.00   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2022-A                                 | CUSIP: 34528LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504518 | PA      | $499087.97    | 0.08%             | 2024-10-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                              | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $773958.12    | 0.13%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2022-2                                  | CUSIP: 02008MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2435000 | PA      | $2426049.67   | 0.40%             | 2025-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust 2021-2                           | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468547 | PA      | $361098.01    | 0.06%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2018-1 Trust                                                    | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41329 | PA      | $38869.11     | 0.01%             | 2057-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust 2019-2                           | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67402 | PA      | $63181.94     | 0.01%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                      | Santander Retail Auto Lease Trust 2021-A                            | CUSIP: 80286TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128117 | PA      | $127701.99    | 0.02%             | 2024-02-20      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PCG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963052.70   | 0.32%             | 2025-06-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                            | KeyBank NA/Cleveland OH                                             | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1341672.89   | 0.22%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                               | MassMutual Global Funding II                                        | CUSIP: 57629WCU2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    848000 | PA      | $832346.55    | 0.14%             | 2023-06-09      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                           | CUSIP: 165183CD4<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     98007 | PA      | $97947.96     | 0.02%             | 2031-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2020-3 Mortgage Loan Trust                                     | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129982 | PA      | $121496.41    | 0.02%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137A3JT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601378 | PA      | $589888.19    | 0.10%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | United States Treasury Bill                                         | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7500000 | PA      | $7430194.05   | 1.21%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2574320.43   | 0.42%             | 2024-05-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2022-1                       | CUSIP: 80286EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673178 | PA      | $671890.76    | 0.11%             | 2024-12-16      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1199733.75   | 0.20%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                         | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281280.29    | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                    | Citizens Bank NA/Providence RI                                      | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1003354.04   | 0.16%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                          | UBS AG/London                                                       | CUSIP: 902674YT1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $1386252.00   | 0.23%             | 2025-01-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                      | GreatAmerica Leasing Receivables Funding LLC Series 2021-2          | CUSIP: 39154TBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1012460 | PA      | $995108.17    | 0.16%             | 2024-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2021-1                                        | CUSIP: 12510KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448048 | PA      | $433487.62    | 0.07%             | 2027-06-14      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                             | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1354727.25   | 0.22%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2021-D                                   | CUSIP: 12658VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    934769 | PA      | $923470.98    | 0.15%             | 2025-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                                         | CUSIP: 6325C0EA5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1385420.57   | 0.23%             | 2025-01-12      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38379QW43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180129 | PA      | $177893.19    | 0.03%             | 2045-10-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Funding 2021-1 LLC                                 | CUSIP: 29374EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348693 | PA      | $337844.59    | 0.06%             | 2026-12-21      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust                                               | CUSIP: 40441RAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020758 | PA      | $1003775.26   | 0.16%             | 2029-05-21      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** HARTFORD SERIES FUND INC

**Signature:** John Stanziani

**Name of Signer:** John Stanziani

**Title:** Assistant Treasurer