# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0001752724-23-075073
**Filing Date:** 2023-3
**Character Count:** 291707
**Document Hash:** f4e4f13ba9ff86436be31a70db0931fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075073.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075073

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230131

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 23784162

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

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

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

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

## Series and Classes Contracts Data

### Vanguard Ultra-Short-Term Bond Fund (Series ID: S000048081)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000151975 | Admiral Shares  | VUSFX           |
| C000151976 | Investor Shares | VUBFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD ULTRA-SHORT-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000048081

- **c. LEI of Series:** 549300W8Q3A1OLMSCN32

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14123702272.65

**Total Liabilities:** $167047589.26

**Net Assets:** $13956654683.39

**Cash Not Reported:** $57962283.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -185391.73689367 | **1-Year:** -673157.51520571 | **5-Year:** -71509.54786459 | **10-Year:** -7.68266949 | **30-Year:** 0.00000000

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

- **3-Month:** -2334.44856914 | **1-Year:** -823.80836756 | **5-Year:** -5.59248639 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151975 | 0.51%                | 0.40%                | 0.61%                |
| Class ID C000151976 | 0.50%                | 0.34%                | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-28106492.48            | $105047229.81                              |
| Month 2  | $-16395179.07            | $50560897.70                               |
| Month 3  | $-4732206.97             | $61925825.63                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sumitomo Mitsui Trust Bank Ltd                                     | SUMITOMO TR&BK                 | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     31878000 | PA      | $30362407.67  | 0.22%             | 2024-03-25      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-2                               | FCAT 2021-2 A                  | CUSIP: 33844WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6474856 | PA      | $6366263.44   | 0.05%             | 2026-12-15      | Fixed         | 0.37%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | ENERGY TRANSFER                | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8314000 | PA      | $8282966.08   | 0.06%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                            | ASTRAZENECA FIN                | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     22765000 | PA      | $21616635.51  | 0.15%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2      | GMCAR 2020-2 A4                | CUSIP: 36258VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9000000 | PA      | $8739980.10   | 0.06%             | 2025-08-18      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                               | PNC FINANCIAL                  | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      6978000 | PA      | $6912144.36   | 0.05%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST ARIFL_22-A                                   | ARIFL 2022-A A2                | CUSIP: 00217QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3530000 | PA      | $3470608.10   | 0.02%             | 2031-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                  | SDART 2021-3 B                 | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10247374 | PA      | $10159552.15  | 0.07%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                           | CELANESE US HLDS               | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      7735000 | PA      | $7780087.16   | 0.06%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B                         | SRT 2022-B B                   | CUSIP: 80287UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4790000 | PA      | $4619386.91   | 0.03%             | 2027-03-22      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                 | MITSUB UFJ FIN                 | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     12392000 | PA      | $12060719.83  | 0.09%             | 2024-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                     | DTAOT 2021-2A A                | CUSIP: 23345EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       520351 | PA      | $519465.18    | 0.00%             | 2025-03-17      | Fixed         | 0.41%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | DAIMLER FINANCE                | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      6960000 | PA      | $6653900.87   | 0.05%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                            | STACR 2021-DNA6 M1             | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18708539 | PA      | $18471688.81  | 0.13%             | 2041-10-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                      | PENSKE TRUCK LE                | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8986000 | PA      | $8962239.94   | 0.06%             | 2023-03-14      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                | AMCAR 2021-2 A3                | CUSIP: 03066RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7916906 | PA      | $7705904.28   | 0.06%             | 2026-12-18      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                | TOTAL SYSTEM SVC               | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      8895000 | PA      | $8841580.37   | 0.06%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-1                  | SDART 2021-4 A3                | CUSIP: 80285VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5415667 | PA      | $5397909.55   | 0.04%             | 2025-08-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-3                                 | CARMX 2021-3 A2A               | CUSIP: 14317DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1477999 | PA      | $1473386.61   | 0.01%             | 2024-09-16      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                | AMERICAN TOWER                 | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6660000 | PA      | $6388329.41   | 0.05%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                       | THERMO FISHER                  | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     40432000 | PA      | $39269992.00  | 0.28%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                              | HUNGARY                        | CUSIP: 445545AL0<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |       712000 | PA      | $714379.48    | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                   | GMALT 2022-2 A4                | CUSIP: 36266FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7470000 | PA      | $7320821.86   | 0.05%             | 2026-05-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                 | DIAGEO CAP PLC                 | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      7700000 | PA      | $7368774.26   | 0.05%             | 2024-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_21-A                                  | NALT 2021-A A2                 | CUSIP: 65480DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4310436 | PA      | $4300289.78   | 0.03%             | 2023-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                           | FOX CORP                       | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     10452000 | PA      | $10346447.34  | 0.07%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                         | HERTZ 2022-3A A                | CUSIP: 42806MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14780000 | PA      | $14466359.53  | 0.10%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-4                               | FCAT 2021-4 A                  | CUSIP: 33845AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9509795 | PA      | $9194149.77   | 0.07%             | 2026-07-17      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_19-C                                      | VZOT 2019-C C                  | CUSIP: 92348AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11000000 | PA      | $10982650.80  | 0.08%             | 2024-04-22      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                  | STATE STREET COR               | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     12950000 | PA      | $12883336.64  | 0.09%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-B                                      | VZOT 2020-B B                  | CUSIP: 92290BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13620000 | PA      | $13185054.83  | 0.09%             | 2025-02-20      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                      | BOEING CO                      | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     37881000 | PA      | $37813330.14  | 0.27%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                | AMERICAN EXPRESS               | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      9165000 | PA      | $9024317.07   | 0.06%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | BANCO SANTANDER                | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     50600000 | PA      | $49030926.89  | 0.35%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ12                            | GSMS 2013-GC12 B               | CUSIP: 36197XAQ7<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |      4719000 | PA      | $4673366.80   | 0.03%             | 2046-06-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                         | HERTZ 2022-3A C                | CUSIP: 42806MAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2760000 | PA      | $2681052.41   | 0.02%             | 2025-03-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                            | JOHN DEERE CAP                 | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     11250000 | PA      | $10581387.19  | 0.08%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                  | TESLA 2021-B A2                | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15451783 | PA      | $15147560.77  | 0.11%             | 2025-09-22      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                    | PHILIP MORRIS IN               | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     73619000 | PA      | $74153239.10  | 0.53%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                          | TORONTO DOM BANK               | CUSIP: 89114QCJ5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2400000 | PA      | $2335697.83   | 0.02%             | 2023-09-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                           | LIBERTY MUTUAL                 | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6967585.10   | 0.05%             | 2023-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                    | DTE ELECTRIC CO                | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     20720000 | PA      | $20459526.39  | 0.15%             | 2024-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-3                               | GCAR 2021-3A A                 | CUSIP: 36263LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2271765 | PA      | $2261208.91   | 0.02%             | 2025-01-15      | Fixed         | 0.42%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                              | NOVARTIS CAPITAL               | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      9898000 | PA      | $9759569.15   | 0.07%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         4564 | NC      | $669825.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | GBP/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $0.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                              | ENTERGY LA LLC                 | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     32370000 | PA      | $31266107.90  | 0.22%             | 2023-11-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST TLOT_21-B                                 | TLOT 2021-B A3                 | CUSIP: 89239CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19800000 | PA      | $19310644.98  | 0.14%             | 2024-10-21      | Fixed         | 0.42%                 | Yes           |                  2 | On Loan: No      |
| Cummins Inc                                                        | CUMMINS INC                    | CUSIP: 231021AR7<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       422000 | PA      | $418910.06    | 0.00%             | 2023-10-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                               | BOSTON PROP LP                 | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     78350000 | PA      | $77380956.23  | 0.55%             | 2023-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                               | WEC ENERGY GROUP               | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     59410000 | PA      | $57785036.10  | 0.41%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                     | GFORT 2020-1 A                 | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10940000 | PA      | $10680376.30  | 0.08%             | 2025-08-15      | Fixed         | 0.68%                 | Yes           |                  2 | On Loan: No      |
| Diageo Capital PLC                                                 | DIAGEO CAP PLC                 | CUSIP: 25243YAY5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      4135000 | PA      | $4099004.91   | 0.03%             | 2023-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                        | AMERICAN HONDA F               | CUSIP: 02665WCJ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      1355000 | PA      | $1346163.08   | 0.01%             | 2023-07-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                  | SDART 2022-3 A3                | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       940000 | PA      | $925259.30    | 0.01%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                   | ALTRIA GROUP INC               | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     67408000 | PA      | $66720728.93  | 0.48%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-1                  | SDART 2021-1 C                 | CUSIP: 80286NAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5500224 | PA      | $5421318.09   | 0.04%             | 2026-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                               | WILLIAMS COS INC               | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     24974000 | PA      | $24764782.06  | 0.18%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                   | DUKE ENERGY CORP               | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     22900000 | PA      | $22599652.07  | 0.16%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                 | MITSUB UFJ FIN                 | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      1131000 | PA      | $1113441.41   | 0.01%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      8880000 | PA      | $6211977.23   | 0.04%             | 2023-11-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                | AMERICAN TOWER                 | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     62448000 | PA      | $61944119.58  | 0.44%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                         | SHIRE ACQ INV IE               | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |       861000 | PA      | $847522.08    | 0.01%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | AIG GLOBAL FUNDI               | CUSIP: 00138CAT5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     82858000 | PA      | $80481699.67  | 0.58%             | 2023-09-13      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                             | SKYWORKS SOLUT                 | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     80121000 | PA      | $78875643.24  | 0.57%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                         | MIZUHO FINANCIAL               | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     47611000 | PA      | $46691675.39  | 0.33%             | 2024-07-10      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-A                                      | VZOT 2020-A C                  | CUSIP: 92348TAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14500000 | PA      | $14359094.80  | 0.10%             | 2024-07-22      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Shopping Centres Australasia Property Retail Trust                 | SHOP CTR AU PRPT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      8560000 | PA      | $5988037.00   | 0.04%             | 2024-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                     | LOWE'S COS INC                 | CUSIP: 548661CZ8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       370000 | PA      | $366957.87    | 0.00%             | 2023-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                      | MCKESSON CORP                  | CUSIP: 58155QAG8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     16990000 | PA      | $16955724.54  | 0.12%             | 2023-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                      | TAOT 2022-C A2A                | CUSIP: 89231CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14320000 | PA      | $14199263.78  | 0.10%             | 2025-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | AIG GLOBAL FUNDI               | CUSIP: 00138CAQ1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14434375.50  | 0.10%             | 2023-12-08      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                               | PNC FINANCIAL                  | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      6614000 | PA      | $6526884.49   | 0.05%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                   | BANK OF NY MELLO               | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       912000 | PA      | $899086.23    | 0.01%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                       | ECOPETROL SA                   | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     21170000 | PA      | $21183769.81  | 0.15%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                           | HART 2022-B A2A                | CUSIP: 44918MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12500000 | PA      | $12394845.00  | 0.09%             | 2025-05-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                | GILEAD SCIENCES                | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1747068.62   | 0.01%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | CAN IMPERIAL BK                | CUSIP: 13607HVC3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     31610000 | PA      | $31061539.32  | 0.22%             | 2023-06-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EUR/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-41.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                 | MET LIFE GLOB                  | CUSIP: 59217GEH8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     29346000 | PA      | $28945853.79  | 0.21%             | 2023-06-08      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_22-A                             | VWALT 2022-A A2                | CUSIP: 92868AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16619372 | PA      | $16410991.43  | 0.12%             | 2024-10-21      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                            | BAYER US FIN II                | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     75823000 | PA      | $74892081.60  | 0.54%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                        | BRDCOM CRP / FIN               | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     17246000 | PA      | $17008334.94  | 0.12%             | 2024-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                       | TAKEDA PHARMACEU               | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     58925000 | PA      | $58645062.06  | 0.42%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                  | CONOCOPHIL CO                  | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     89370000 | PA      | $86870824.25  | 0.62%             | 2024-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A                      | TAOT 2023-A A2                 | CUSIP: 891940AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12000000 | PA      | $11988464.40  | 0.09%             | 2026-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_20-A                               | MMAF 2020-A A2                 | CUSIP: 60700MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2053494 | PA      | $2036203.72   | 0.01%             | 2024-04-09      | Fixed         | 0.74%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                         | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     37630000 | PA      | $26553459.81  | 0.19%             | 2023-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-B                 | HALST 2020-B A4                | CUSIP: 44891PAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3174232 | PA      | $3167270.00   | 0.02%             | 2024-06-17      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                               | TALNT 2019-1A A                | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       860000 | PA      | $832553.96    | 0.01%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                        | STATOIL ASA                    | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     11544000 | PA      | $11313620.89  | 0.08%             | 2024-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_22-A                                  | CHAOT 2022-AA A2               | CUSIP: 16144JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14500000 | PA      | $14391432.70  | 0.10%             | 2025-10-27      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp                                                       | CHEVRON CORP                   | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7992000 | PA      | $7850955.03   | 0.06%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                   | VENTAS REALTY LP               | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4914680.25   | 0.04%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                               | PT PERTAMINA                   | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | CORP              | ID        |      4000000 | PA      | $3989032.00   | 0.03%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                      | MOSAIC CO                      | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     79586000 | PA      | $79048706.16  | 0.57%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-A                 | HALST 2021-A A3                | CUSIP: 44891TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4828796 | PA      | $4806015.18   | 0.03%             | 2024-01-16      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Inc                                         | MONDELEZ INT INC               | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      8475000 | PA      | $8231451.55   | 0.06%             | 2024-03-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                             | SRT 2020-B A4                  | CUSIP: 80286RAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9950000 | PA      | $9627650.85   | 0.07%             | 2024-12-20      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-4                               | GCAR 2021-4A A                 | CUSIP: 36263DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7843837 | PA      | $7736112.45   | 0.06%             | 2025-07-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                        | AMERICAN HONDA F               | CUSIP: 02665WDK4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     51135000 | PA      | $50258531.27  | 0.36%             | 2023-07-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                  | TESLA 2020-A A4                | CUSIP: 88167HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        26347 | PA      | $26291.71     | 0.00%             | 2023-12-20      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                  | EVERSOURCE ENERG               | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     32600000 | PA      | $32478219.44  | 0.23%             | 2023-08-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | ROYAL BK CANADA                | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     15542000 | PA      | $14900361.27  | 0.11%             | 2024-01-19      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                       | MASSMUTUAL GLBL                | CUSIP: 57629WCU2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     44362000 | PA      | $43717652.15  | 0.31%             | 2023-06-09      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                      | COMM 2014-CR14 A2              | CUSIP: 12630DAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        25683 | PA      | $25592.61     | 0.00%             | 2047-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                          | DELMARVA PR & LT               | CUSIP: 247109BS9<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |      1616000 | PA      | $1598809.56   | 0.01%             | 2023-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | BANK OF AMER CRP               | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     56718000 | PA      | $56628329.98  | 0.41%             | 2024-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | GOLDMAN SACHS GP               | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10819000 | PA      | $10670480.01  | 0.08%             | 2024-02-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3                | AMCAR 2021-3 A2                | CUSIP: 03066JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5423730 | PA      | $5387802.53   | 0.04%             | 2025-02-18      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                           | TOYOTA MTR CRED                | CUSIP: 89236THF5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      9352000 | PA      | $9134108.50   | 0.07%             | 2023-08-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                        | ORACLE CORP                    | CUSIP: 68389XAS4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4101000 | PA      | $4076162.95   | 0.03%             | 2023-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMORGAN CHASE                 | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     19462000 | PA      | $19138868.72  | 0.14%             | 2025-06-14      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                      | SOUTHERN CAL ED                | CUSIP: 842400HH9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2102900.21   | 0.02%             | 2023-08-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                             | GSK CONSUMER                   | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     22450000 | PA      | $21921464.81  | 0.16%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                       | ILLUMINA INC                   | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     28917000 | PA      | $28724270.80  | 0.21%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                               | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     41700000 | PA      | $29419569.99  | 0.21%             | 2028-06-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AUD/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1409750.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_19-B                           | HART 2019-B A4                 | CUSIP: 44891JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3648193 | PA      | $3614714.71   | 0.03%             | 2025-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                       | DISCOVERY COMMUN               | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7864779.44   | 0.06%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                       | PIONEER NATURAL                | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     32382000 | PA      | $31966707.97  | 0.23%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                            | BANK NOVA SCOTIA               | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $2093705.70   | 0.02%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                | AMCAR 2020-2 A3                | CUSIP: 03066EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       443533 | PA      | $442251.16    | 0.00%             | 2024-12-18      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                          | ORIX CORP                      | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      2596000 | PA      | $2572989.29   | 0.02%             | 2024-01-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                              | ATHENE GLOBAL FU               | CUSIP: 04685A2M2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     51891000 | PA      | $51502135.07  | 0.37%             | 2023-05-26      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Resimac Bastille Trust Series 2021-2NC                             | RESI 2021-2NCA A1B             | CUSIP: 76120BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     10955494 | PA      | $10880331.82  | 0.08%             | 2053-02-03      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                       | THERMO FISHER                  | CUSIP: 883556CN0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     60000000 | PA      | $60006931.80  | 0.43%             | 2023-04-18      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                               | JACKSON NAT LIFE               | CUSIP: 46849LSS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       982000 | PA      | $964544.26    | 0.01%             | 2024-01-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                   | BANK OF MONTREAL               | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     22200000 | PA      | $22363820.90  | 0.16%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                | GEORGIA-PACIFIC                | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     14119000 | PA      | $14516948.11  | 0.10%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AUST 3YR BOND FUT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -200 | NC      | $37662.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Financial Services Corp                                | CATERPILLAR FINL               | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      6947000 | PA      | $6527294.15   | 0.05%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                            | FORDL 2022-A C                 | CUSIP: 34528LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8350000 | PA      | $8194692.51   | 0.06%             | 2025-10-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                            | OMNICOM GP/OMNI                | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7200000 | PA      | $7060477.39   | 0.05%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_21-3                            | EFF 2021-3 A2                  | CUSIP: 29373MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9577267 | PA      | $9167697.32   | 0.07%             | 2027-08-20      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                | AUD/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11562.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-A                        | HDMOT 2021-A A3                | CUSIP: 41284NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6151257 | PA      | $5964610.51   | 0.04%             | 2026-04-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                              | CAMDEN PROP TRST               | CUSIP: 133131AS1<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      2831000 | PA      | $2825368.43   | 0.02%             | 2023-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-5                                     | VZMT 2022-5 A1A                | CUSIP: 92348KAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4010000 | PA      | $3955852.57   | 0.03%             | 2027-07-20      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | DAIMLER FINANCE                | CUSIP: 233851DS0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     23810000 | PA      | $23489155.25  | 0.17%             | 2024-02-22      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                   | RYDER SYSTEM INC               | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      3740000 | PA      | $3589239.18   | 0.03%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4      | GMCAR 2022-4 A2A               | CUSIP: 36265QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35500000 | PA      | $35333465.95  | 0.25%             | 2025-11-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                             | AMERISOURCEBERGE               | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     31363000 | PA      | $31209245.72  | 0.22%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | GEN MOTORS FIN                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     35920000 | PA      | $34895678.34  | 0.25%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                 | ALLY FINANCIAL                 | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     15227000 | PA      | $15106795.02  | 0.11%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                            | KEY BANK NA                    | CUSIP: 49327M3A0<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      8330000 | PA      | $8316961.22   | 0.06%             | 2024-01-03      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_20-A                                       | CNH 2020-A A4                  | CUSIP: 12597PAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2250000 | PA      | $2154803.85   | 0.02%             | 2027-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                               | WILLIAMS COS INC               | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     45972000 | PA      | $45792847.58  | 0.33%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                         | CNH INDUSTRIAL                 | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      1981000 | PA      | $1963538.73   | 0.01%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT_22-1                       | DTRT 2022-1 A2                 | CUSIP: 233869AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12110000 | PA      | $12079813.40  | 0.09%             | 2024-09-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                            | GA GLOBAL FNDING               | CUSIP: 36143L2F1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       912000 | PA      | $880453.89    | 0.01%             | 2023-12-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | AERCAP IRELAND                 | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     37100000 | PA      | $36826579.68  | 0.26%             | 2023-09-29      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                      | HP ENTERPRISE                  | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     34897000 | PA      | $34719637.74  | 0.25%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                  | SDART 2022-2 A3                | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8800000 | PA      | $8677616.64   | 0.06%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                     | AON PLC                        | CUSIP: 00185AAD6<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     52277000 | PA      | $51868400.88  | 0.37%             | 2023-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $1977627.33   | 0.01%             | 2023-05-16      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                   | BAT CAPITAL CORP               | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $7590261.43   | 0.05%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2226201.33  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                   | BERRY GLOBAL INC               | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5257754.81   | 0.04%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VOLKSWAGEN GRP                 | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      8429000 | PA      | $8362148.08   | 0.06%             | 2023-11-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_19-B                           | HART 2020-A A4                 | CUSIP: 44891LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9260000 | PA      | $8957037.80   | 0.06%             | 2026-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3276926.67  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | GEN MOTORS FIN                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1526000 | PA      | $1524291.84   | 0.01%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                        | AMERICAN HONDA F               | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      2697000 | PA      | $2642237.66   | 0.02%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                          | L3HARRIS TECH IN               | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     22215000 | PA      | $22090114.38  | 0.16%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-B                                      | VZOT 2020-B C                  | CUSIP: 92290BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21010000 | PA      | $20284575.12  | 0.15%             | 2025-02-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                | GILEAD SCIENCES                | CUSIP: 375558BL6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2364994.68   | 0.02%             | 2023-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                | FORDF 2020-1 D                 | CUSIP: 34528QHP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6730000 | PA      | $6560916.83   | 0.05%             | 2025-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                        | AMERICAN HONDA F               | CUSIP: 02665WDM0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     49057000 | PA      | $47802600.25  | 0.34%             | 2023-09-08      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | ENERGY TRANSFER                | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     31556000 | PA      | $31694676.00  | 0.23%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                            | RECKITT BEN TSY                | CUSIP: 75625QAB5<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       434000 | PA      | $429772.18    | 0.00%             | 2023-09-21      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTECTIVE LIFE                | CUSIP: 74368CBA1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     11902000 | PA      | $11416393.76  | 0.08%             | 2024-01-12      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| DLL FINANCE LLC DLLAD_21-1                                         | DLLAD 2021-1A A2               | CUSIP: 233262AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6530539 | PA      | $6445725.98   | 0.05%             | 2024-09-20      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                               | CHENIERE CORP CH               | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      8120000 | PA      | $8202984.05   | 0.06%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA CACLN_21-2                                  | CACLN 2021-2 B                 | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5235518 | PA      | $5037006.13   | 0.04%             | 2028-12-26      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| Legg Mason Inc                                                     | LEGG MASON INC                 | CUSIP: 524901AT2<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9830506.30   | 0.07%             | 2024-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                       | OKLAHOMA GAS & E               | CUSIP: 678858BW0<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       352000 | PA      | $347061.51    | 0.00%             | 2023-05-26      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                           | WARNERMEDIA HLDG               | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     37540000 | PA      | $36754776.20  | 0.26%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                            | DRIVE 2021-3 A3                | CUSIP: 262081AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18251079 | PA      | $18156582.25  | 0.13%             | 2025-10-15      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                           | TOYOTA MTR CRED                | CUSIP: 89236TKN4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     12115000 | PA      | $12157948.40  | 0.09%             | 2025-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | BANCO SANTANDER                | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     20000000 | PA      | $19599677.80  | 0.14%             | 2024-06-30      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                    | CATERPILLAR INC                | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     15763000 | PA      | $15538792.92  | 0.11%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                 | MITSUB UFJ FIN                 | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     57929000 | PA      | $57577465.39  | 0.41%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| QPH Finance Co Pty Ltd                                             | QPH FINANCE CO P               | CUSIP: N/A<br>LEI: 549300DAS54SITV58008       | Long             | DBT              | CORP              | AU        |      9520000 | PA      | $6708858.63   | 0.05%             | 2023-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                 | ROYALTY PHARMA                 | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     75299000 | PA      | $73385233.75  | 0.53%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                      | AFFIL MANAGERS                 | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |      9420000 | PA      | $9325090.67   | 0.07%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                          | AMGEN INC                      | CUSIP: 031162CH1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $16755073.18  | 0.12%             | 2023-08-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3                | AMCAR 2020-3 A3                | CUSIP: 03066PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4722697 | PA      | $4664173.34   | 0.03%             | 2025-06-18      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                          | TORONTO DOM BANK               | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     54323000 | PA      | $53903104.94  | 0.39%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A                        | HDMOT 2022-A A3                | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5660000 | PA      | $5516131.29   | 0.04%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                 | UNION PAC CORP                 | CUSIP: 907818EU8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      8264000 | PA      | $8223401.45   | 0.06%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                   | VENTAS REALTY LP               | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10040000 | PA      | $9822786.41   | 0.07%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                    | SOUTHERN CO                    | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1296000 | PA      | $1237544.65   | 0.01%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                        | ANZ 4.829 2/3/2025             | CUSIP: 05252ADF5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     35000000 | PA      | $35048668.20  | 0.25%             | 2025-02-03      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                          | TORONTO DOM BANK               | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     18965000 | PA      | $18132854.30  | 0.13%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-1                            | DRIVE 2019-1 D                 | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       580560 | PA      | $578887.47    | 0.00%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                  | STATE STREET CRP               | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      7610000 | PA      | $7636807.90   | 0.05%             | 2026-01-26      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | GOLDMAN SACHS GP               | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     54900000 | PA      | $53097258.58  | 0.38%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                | CATERPILLAR FINL               | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     19364000 | PA      | $19564258.03  | 0.14%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC HOLDINGS                  | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     38760000 | PA      | $37735352.66  | 0.27%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                        | GLAXOSMITHKLINE                | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     10672000 | PA      | $10447337.86  | 0.07%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                            | DRIVE 2020-2 C                 | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       790793 | PA      | $784307.51    | 0.01%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                  | WLAKE 2022-1A A3               | CUSIP: 96042WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28100000 | PA      | $27369669.76  | 0.20%             | 2025-07-15      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B                     | NAROT 2022-B A2                | CUSIP: 65480JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18470000 | PA      | $18378370.33  | 0.13%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2                     | GFORT 2020-2 A                 | CUSIP: 361886CM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29460000 | PA      | $28528477.75  | 0.20%             | 2025-10-15      | Fixed         | 0.69%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1                  | SDART 2023-1 A3                | CUSIP: 80287GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15610000 | PA      | $15575653.32  | 0.11%             | 2027-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                        | PEPSICO INC                    | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     11230000 | PA      | $11136269.03  | 0.08%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                   | ANZ NZ INTL/LDN                | CUSIP: 00182EBK4<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     17345000 | PA      | $17051276.30  | 0.12%             | 2024-03-19      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                      | MCKESSON CORP                  | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000000 | PA      | $49326805.50  | 0.35%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A         | WOLS 2022-A A4                 | CUSIP: 98163NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1200000 | PA      | $1173469.20   | 0.01%             | 2027-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-4                                 | CARMX 2023-1 A2A               | CUSIP: 14318DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11420000 | PA      | $11410218.77  | 0.08%             | 2026-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-1                     | MBART 2023-1 A2                | CUSIP: 58770AAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13340000 | PA      | $13345710.85  | 0.10%             | 2026-01-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 22                         | PEPAU 22A A1U                  | CUSIP: 71338AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1316993 | PA      | $1313721.92   | 0.01%             | 2060-06-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-B                            | FORDL 2021-B A2                | CUSIP: 345329AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       920821 | PA      | $919279.40    | 0.01%             | 2024-04-15      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| US Airways 2001-1C Pass Through Trust                              | US AIRWAYS 2001                | CUSIP: 90332UAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15816 | PA      | $15815.63     | 0.00%             | 2023-09-20      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| Loews Corp                                                         | LOEWS CORP                     | CUSIP: 540424AQ1<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2978658.66   | 0.02%             | 2023-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                        | HONEYWELL INTL                 | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     24000000 | PA      | $23202317.76  | 0.17%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | GEN MOTORS FIN                 | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2105000 | PA      | $2097168.56   | 0.02%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Property Trust                                             | GENERAL PROPERTY               | CUSIP: N/A<br>LEI: 549300SW9ZVCAW2QHF98       | Long             | DBT              | CORP              | AU        |     20520000 | PA      | $14419395.65  | 0.10%             | 2023-11-07      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                  | SDART 2022-4 A3                | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19480000 | PA      | $19263943.42  | 0.14%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                        | EQUIFAX INC                    | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      2175000 | PA      | $2164630.97   | 0.02%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST USAOT_22-A                                   | USAOT 2022-A A2                | CUSIP: 90291UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27920000 | PA      | $27834436.37  | 0.20%             | 2025-02-18      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                               | KEURIG DR PEPPER               | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     59858000 | PA      | $57184694.43  | 0.41%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3    | GMCAR 2020-3 C                 | CUSIP: 362590AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       900000 | PA      | $844042.14    | 0.01%             | 2026-01-16      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_22-1                                 | BMWLT 2022-1 A2                | CUSIP: 05601XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6487948 | PA      | $6444811.00   | 0.05%             | 2024-05-28      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust                                         | FIVE COR FND TRS               | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34381000 | PA      | $34105311.14  | 0.24%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                           | COOPERATIEVE RAB               | CUSIP: 74977RDF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     24990000 | PA      | $24198936.05  | 0.17%             | 2024-07-22      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                              | ATHENE GLOBAL FU               | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2171037.80   | 0.02%             | 2024-03-08      | Fixed         | 2.51%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-1                               | FCAT 2021-1 A                  | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       807271 | PA      | $803758.06    | 0.01%             | 2025-06-16      | Fixed         | 0.31%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                  | EVERSOURCE ENERG               | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       278000 | PA      | $275199.52    | 0.00%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-A                            | FORDO 2020-A A3                | CUSIP: 34528GAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1525019 | PA      | $1512055.00   | 0.01%             | 2024-08-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                  | DIAMOND 1 FIN/DI               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6619000 | PA      | $6623692.28   | 0.05%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_20-2                                | KCOT 2020-2A A4                | CUSIP: 50116YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4810000 | PA      | $4563685.19   | 0.03%             | 2026-06-15      | Fixed         | 0.73%                 | Yes           |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FUNDING DFLF2_21-2                              | DFLF2 2021-2 A2                | CUSIP: 257812AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6002990 | PA      | $5825384.81   | 0.04%             | 2034-12-11      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                          | AUST & NZ BANK                 | CUSIP: AZ7115639<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      2568000 | PA      | $1821863.22   | 0.01%             | 2029-07-26      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                      | PENSKE TRUCK LE                | CUSIP: 709599BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       747000 | PA      | $734555.15    | 0.01%             | 2024-02-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-A                                      | VZOT 2020-A B                  | CUSIP: 92348TAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16280000 | PA      | $16160535.73  | 0.12%             | 2024-07-22      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                         | SRT 2021-B A3                  | CUSIP: 80286DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22600000 | PA      | $21983431.32  | 0.16%             | 2024-08-20      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | LLOYDS BK GR PLC               | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     84479000 | PA      | $84044606.45  | 0.60%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                              | AIRSERVICES AUST               | CUSIP: N/A<br>LEI: 984500E3D9SF5M749X15       | Long             | DBT              | NUSS              | AU        |      6290000 | PA      | $4426898.98   | 0.03%             | 2023-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST MSTCCT_20-1                               | MCCT 2020-1A A                 | CUSIP: 576339CF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      5320000 | PA      | $5299869.65   | 0.04%             | 2024-09-21      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                               | SIEMENS FINAN                  | CUSIP: 82620KAS2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     20097000 | PA      | $19731463.50  | 0.14%             | 2024-03-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                           | AMERIPRISE FINL                | CUSIP: 03076CAF3<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     11775000 | PA      | $11699991.60  | 0.08%             | 2023-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A                     | NAROT 2020-A A3                | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6278470 | PA      | $6203506.74   | 0.04%             | 2024-12-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3                      | HAROT 2020-3 A4                | CUSIP: 43813KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10740000 | PA      | $10256570.05  | 0.07%             | 2027-04-19      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                | FIFTH THIRD BANK               | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       919000 | PA      | $913864.33    | 0.01%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-4             | ACAR 2021-4 B                  | CUSIP: 02530TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9200000 | PA      | $9120178.96   | 0.07%             | 2026-02-13      | Fixed         | 0.86%                 | Yes           |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-B                                      | VZOT 2020-B A                  | CUSIP: 92290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20625750 | PA      | $20316506.52  | 0.15%             | 2025-02-20      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                       | HSBC USA INC                   | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |      2460000 | PA      | $2430231.20   | 0.02%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                     | SUMITOMO TR&BK                 | CUSIP: 86563VAQ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     22300000 | PA      | $21701346.47  | 0.16%             | 2023-09-12      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3294128.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-4                            | DRIVE 2019-4 D                 | CUSIP: 26209AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1734599 | PA      | $1694793.29   | 0.01%             | 2027-02-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | BANK OF AMER CRP               | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     24624000 | PA      | $24151713.90  | 0.17%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                   | BURLINGTON NORTH               | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8130000 | PA      | $7982163.35   | 0.06%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                        | COOP RAB UA/NY                 | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     14065000 | PA      | $13896361.63  | 0.10%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                        | CANADIAN PACIFIC               | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     33100000 | PA      | $31882551.22  | 0.23%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                   | WELLS FARGO CO                 | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    101159000 | PA      | $99964709.76  | 0.72%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                | SUMITOMO MITSUI                | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      1598000 | PA      | $1533089.56   | 0.01%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | ROYAL BK CANADA                | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    109663000 | PA      | $108458279.57 | 0.78%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                          | ORIX CORP                      | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      1163000 | PA      | $1130361.60   | 0.01%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                   | CROWN CASTLE INT               | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     47048000 | PA      | $46561215.52  | 0.33%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                             | CORP ANDINA FOM                | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $9920266.90   | 0.07%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                            | DAIMLER TRUCK                  | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     12235000 | PA      | $11824915.71  | 0.08%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                | AUD/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19794.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                       | SOUTHERN CO GAS                | CUSIP: 8426EPAA6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     16325000 | PA      | $16028517.27  | 0.11%             | 2023-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-C                      | TAOT 2020-C A4                 | CUSIP: 89237VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7530000 | PA      | $7160116.61   | 0.05%             | 2025-10-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                   | COCA-COLA CO/THE               | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     17370000 | PA      | $16725984.50  | 0.12%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                      | DISCOVER BANK                  | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     33861000 | PA      | $33849454.75  | 0.24%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                     | OMEGA HEALTHCARE               | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      6246000 | PA      | $6211228.02   | 0.04%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                         | SRT 2021-B A2                  | CUSIP: 80286DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       867275 | PA      | $865066.32    | 0.01%             | 2024-01-22      | Fixed         | 0.31%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2                          | AESOP 2017-2A A                | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3116667 | PA      | $3110341.89   | 0.02%             | 2024-03-20      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                   | ALTRIA GROUP INC               | CUSIP: 02209SBB8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      1623000 | PA      | $1601918.25   | 0.01%             | 2024-02-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                             | COX COMMUN INC                 | CUSIP: 224044CA3<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     43811000 | PA      | $43309220.79  | 0.31%             | 2023-06-30      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NEXTERA ENERGY                 | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     29862000 | PA      | $29617695.39  | 0.21%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                        | BK OF NY MELLON                | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $4078249.56   | 0.03%             | 2025-11-21      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_21-2                             | DEFT 2021-2 A2                 | CUSIP: 24702VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5299782 | PA      | $5256696.22   | 0.04%             | 2026-12-22      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_20-1                          | CACLN 2020-1 B                 | CUSIP: 46591HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3365894 | PA      | $3316147.64   | 0.02%             | 2028-01-25      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| Rockwell Automation Inc                                            | ROCKWELL AUTOMAT               | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     32238000 | PA      | $31433464.28  | 0.23%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                        | ORACLE CORP                    | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1622000 | PA      | $1589057.67   | 0.01%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-2                             | ALLYA 2022-2 A2                | CUSIP: 02008MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35500000 | PA      | $35369644.00  | 0.25%             | 2025-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                     | MICROSOFT CORP                 | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     28124000 | PA      | $27629906.32  | 0.20%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                         | VERIZON COMM INC               | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3521000 | PA      | $3361831.29   | 0.02%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                            | BRISTOL-MYERS                  | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     35175000 | PA      | $34016554.29  | 0.24%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                    | XCEL ENERGY INC                | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     21883000 | PA      | $21212279.05  | 0.15%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      8436000 | PA      | $5953453.29   | 0.04%             | 2024-02-16      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                      | DISCOVER BANK                  | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     41311000 | PA      | $41096198.09  | 0.29%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                         | CRVNA 2021-P3 A2               | CUSIP: 14687JAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4166675 | PA      | $4133952.48   | 0.03%             | 2025-01-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-B                           | HART 2020-B A4                 | CUSIP: 44933FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8020000 | PA      | $7697449.23   | 0.06%             | 2025-12-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                       | SUMITOMO MITSUI                | CUSIP: 865622BJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      1910000 | PA      | $1892218.26   | 0.01%             | 2024-01-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3             | ACAR 2021-3 B                  | CUSIP: 025286AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3192666 | PA      | $3184093.21   | 0.02%             | 2026-02-13      | Fixed         | 0.66%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-B                          | MBALT 2020-B A4                | CUSIP: 58769EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4775000 | PA      | $4751045.74   | 0.03%             | 2026-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                   | WELLS FARGO CO                 | CUSIP: 94974BFN5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7961878.24   | 0.06%             | 2023-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                 | ESSEX PORTFOLIO                | CUSIP: 29717PAE7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      8470000 | PA      | $8421177.31   | 0.06%             | 2023-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                      | PENSKE TRUCK LE                | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4472000 | PA      | $4443621.18   | 0.03%             | 2023-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                          | APPLE INC                      | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     11976000 | PA      | $11479187.62  | 0.08%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                       | WALGREENS BOOTS                | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     19789000 | PA      | $19181930.87  | 0.14%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1                     | VALET 2020-1 A4                | CUSIP: 92868JAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3590000 | PA      | $3467934.26   | 0.02%             | 2026-08-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                | PUBLIC SERVICE                 | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     24439000 | PA      | $23650741.81  | 0.17%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                            | BANK NOVA SCOTIA               | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      5366000 | PA      | $5224390.67   | 0.04%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                               | SIEMENS FINAN                  | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     24000000 | PA      | $22954731.84  | 0.16%             | 2024-03-11      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                    | NORDEA BANK AB                 | CUSIP: 65557CAY9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     29322000 | PA      | $29097658.55  | 0.21%             | 2023-08-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                                       | MASSMUTUAL GLBL                | CUSIP: 57629WCV0<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     65560000 | PA      | $63900847.51  | 0.46%             | 2023-08-28      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                  | SDART 2020-2 C                 | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       952884 | PA      | $949608.26    | 0.01%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                          | MYLAN INC                      | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8926574.40   | 0.06%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5                            | DRIVE 2018-5 D                 | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2358784 | PA      | $2357238.81   | 0.02%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                             | TOTAL CAP INTL                 | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      2144000 | PA      | $2121525.73   | 0.02%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| State Bank of India/London                                         | ST BK INDIA/LON                | CUSIP: AU5885655<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |      6550000 | PA      | $6524410.46   | 0.05%             | 2023-09-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                            | FORDO 2022-B A2A               | CUSIP: 34534LAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20611159 | PA      | $20457873.32  | 0.15%             | 2025-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A                     | NAROT 2020-A A4                | CUSIP: 65479MAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6830000 | PA      | $6556918.84   | 0.05%             | 2027-05-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-3                                 | CARMX 2020-3 A4                | CUSIP: 14315FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4660000 | PA      | $4445148.84   | 0.03%             | 2026-03-16      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                | AMCAR 2020-2 C                 | CUSIP: 03066EAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2520000 | PA      | $2395085.11   | 0.02%             | 2026-02-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                     | DTAOT 2022-2A A                | CUSIP: 23345AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5177468 | PA      | $5097041.57   | 0.04%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_20-A                                       | CNH 2020-A A3                  | CUSIP: 12597PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2406146 | PA      | $2375034.79   | 0.02%             | 2025-06-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3                   | GMALT 2020-3 D                 | CUSIP: 362569AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4760000 | PA      | $4697752.05   | 0.03%             | 2025-02-20      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 24                         | PEPAU 24A A1U                  | CUSIP: 71338CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1285200 | PA      | $1282326.17   | 0.01%             | 2060-11-18      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc            | BAKER HUGHES                   | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10227000 | PA      | $9905834.16   | 0.07%             | 2023-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                            | BANK NOVA SCOTIA               | CUSIP: 0641598J8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     91465000 | PA      | $88940719.66  | 0.64%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                         | RAYTHEON TECH                  | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5776000 | PA      | $5678677.87   | 0.04%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                          | DLLST 2022-1A A3               | CUSIP: 23292GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11000000 | PA      | $10781723.70  | 0.08%             | 2025-01-21      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2                   | GMALT 2021-2 A3                | CUSIP: 380144AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23446341 | PA      | $23180722.32  | 0.17%             | 2024-05-20      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE16 Mortgage Trust                                    | COMM 2014-CR16 ASB             | CUSIP: 12591VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1293359 | PA      | $1281498.53   | 0.01%             | 2047-04-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                | SUMITOMO MITSUI                | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      2705000 | PA      | $2618245.89   | 0.02%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                           | BAXTER INTL                    | CUSIP: 071813CY3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     42000000 | PA      | $41747272.98  | 0.30%             | 2023-12-01      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                       | LYB INTL FIN                   | CUSIP: 50247VAA7<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     30972000 | PA      | $30788409.75  | 0.22%             | 2023-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | MORGAN STANLEY                 | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9964474.70   | 0.07%             | 2024-04-24      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B                          | MBALT 2021-B A3                | CUSIP: 58769KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20110000 | PA      | $19609548.57  | 0.14%             | 2024-11-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                              | NORTHROP GRUMMAN               | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      7654000 | PA      | $7598604.94   | 0.05%             | 2023-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | BANK OF AMER CRP               | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     19000000 | PA      | $18794185.73  | 0.13%             | 2024-05-19      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                  | ENTERPRISE PRODU               | CUSIP: 29379VAZ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     31336000 | PA      | $31274916.11  | 0.22%             | 2023-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                   | GMALT 2022-2 B                 | CUSIP: 36266FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5250000 | PA      | $5114111.10   | 0.04%             | 2026-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_22-1                               | GCAR 2022-1A A                 | CUSIP: 36263XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7360062 | PA      | $7259231.55   | 0.05%             | 2025-08-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_21-C                                       | CNH 2021-C A2                  | CUSIP: 12598LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6844717 | PA      | $6752617.69   | 0.05%             | 2025-01-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     11840000 | PA      | $8339551.77   | 0.06%             | 2023-05-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RESIMAC Premier Series 2020-1                                      | RESI 2020-1A A1B               | CUSIP: 76120GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1725203 | PA      | $1665843.29   | 0.01%             | 2052-02-07      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                           | BAXTER INTL                    | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      1567000 | PA      | $1514158.30   | 0.01%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3294128.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                            | AURIZON NETWORK                | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |     16120000 | PA      | $11277813.62  | 0.08%             | 2024-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                            | FORDR 2019-1 A                 | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30270000 | PA      | $29807362.40  | 0.21%             | 2030-07-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE                                     | WLAKE 2021-3A A3               | CUSIP: 96043JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32220000 | PA      | $31428902.34  | 0.23%             | 2025-06-16      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                      | SOUTHERN CAL ED                | CUSIP: 842400FY4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     38368000 | PA      | $37947962.10  | 0.27%             | 2023-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                | INVESCO FIN PLC                | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     23613000 | PA      | $23389948.06  | 0.17%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2                | AMCAR 2022-2 A2A               | CUSIP: 03065WAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36971515 | PA      | $36751091.27  | 0.26%             | 2025-12-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                           | REL STAN LIFE II               | CUSIP: 75951AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44405000 | PA      | $43934715.53  | 0.31%             | 2023-09-19      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-A                            | FORDO 2020-A A4                | CUSIP: 34528GAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2340000 | PA      | $2267408.75   | 0.02%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                          | DLLST 2022-1A A4               | CUSIP: 23292GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2810000 | PA      | $2707749.44   | 0.02%             | 2028-09-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-3                                 | CARMX 2020-3 A3                | CUSIP: 14315FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14240734 | PA      | $14004384.32  | 0.10%             | 2025-03-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                  | STATE STREET CRP               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     16931000 | PA      | $16266302.32  | 0.12%             | 2025-11-01      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                   | RYDER SYSTEM INC               | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     19951000 | PA      | $19724480.93  | 0.14%             | 2023-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | ROYAL BK CANADA                | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     56642000 | PA      | $56162658.01  | 0.40%             | 2023-10-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                               | DR PEPPER SNAPPL               | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     11200000 | PA      | $11036387.49  | 0.08%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC HOLDINGS                  | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     26200000 | PA      | $25267270.83  | 0.18%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                       | 7-ELEVEN INC                   | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     73354000 | PA      | $70154539.85  | 0.50%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Global Funding                                       | GUARDIAN LIFE                  | CUSIP: 40139LAE3<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     18931000 | PA      | $18862630.13  | 0.14%             | 2023-04-25      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMORGAN CHASE                 | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3576000 | PA      | $3543699.10   | 0.03%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                   | KINDER MORGAN EN               | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     11031000 | PA      | $10935004.38  | 0.08%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                   | KINDER MORGAN EN               | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      1482000 | PA      | $1468419.68   | 0.01%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                   | KILROY REALTY LP               | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     19433000 | PA      | $18796580.33  | 0.13%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                  | GENERAL MOTORS                 | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       500000 | PA      | $500000.00    | 0.00%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                   | ALTRIA GROUP INC               | CUSIP: 02209SAP8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1988678.54   | 0.01%             | 2023-05-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                | AMERICAN TOWER                 | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2870000 | PA      | $2869831.73   | 0.02%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                              | MIDAMERICAN ENER               | CUSIP: 595620AK1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     11121000 | PA      | $11030089.94  | 0.08%             | 2023-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                            | BANK NOVA SCOTIA               | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      3338000 | PA      | $3312044.35   | 0.02%             | 2023-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | GBP/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $0.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                   | CARLISLE COS INC               | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     25470000 | PA      | $24788719.53  | 0.18%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                    | FED RLTY INVS TR               | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     45198000 | PA      | $44701167.31  | 0.32%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | GBP/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2040.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                       | ENBRIDGE INC                   | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40528000 | PA      | $39303521.86  | 0.28%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A                      | TAOT 2020-A A3                 | CUSIP: 89232HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       828970 | PA      | $824703.65    | 0.01%             | 2024-05-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D                        | WOART 2022-D A2A               | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34175000 | PA      | $34179063.41  | 0.24%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | MORGAN STANLEY                 | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     22323000 | PA      | $22308611.49  | 0.16%             | 2023-11-10      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                  | KINDER MORGAN                  | CUSIP: 49456BAB7<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     18337000 | PA      | $18363186.15  | 0.13%             | 2023-11-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                          | TRANSCANADA PL                 | CUSIP: 89352HAK5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     33311000 | PA      | $33000733.35  | 0.24%             | 2023-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                 | WALT DISNEY CO                 | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      8130000 | PA      | $7994569.97   | 0.06%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                              | JACKSON FIN INC                | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     15474000 | PA      | $14983165.49  | 0.11%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                   | BANK OF MONTREAL               | CUSIP: 06368FAA7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     77590000 | PA      | $75439889.54  | 0.54%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                            | SIMON PROP GP LP               | CUSIP: 828807DD6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     17465000 | PA      | $17328735.62  | 0.12%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                           | TOYOTA MTR CRED                | CUSIP: 89236THA6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      4901000 | PA      | $4805097.33   | 0.03%             | 2023-08-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                 | REALTY INCOME                  | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     40935000 | PA      | $40777104.70  | 0.29%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                   | BURLINGTON NORTH               | CUSIP: 12189LAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3908000 | PA      | $3881937.39   | 0.03%             | 2023-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE                           | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     12210000 | PA      | $12183651.92  | 0.09%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_20-B                                   | JDOT 2020-B A4                 | CUSIP: 47787NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3820000 | PA      | $3645275.11   | 0.03%             | 2027-06-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                            | PRICOA GLOB FUND               | CUSIP: 741531FA0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     23536000 | PA      | $23325142.39  | 0.17%             | 2023-09-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                | NISSAN MOTOR CO                | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     34851000 | PA      | $34266029.80  | 0.25%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3272911.11  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_22-2                             | DEFT 2022-2 A2                 | CUSIP: 24702CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14410000 | PA      | $14263384.01  | 0.10%             | 2027-07-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                               | BANK OF AMER CRP               | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19640416.00  | 0.14%             | 2024-06-14      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                         | CIGNA CORP                     | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10215000 | PA      | $9739892.48   | 0.07%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                | CARDINAL HEALTH                | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     16250000 | PA      | $15842476.00  | 0.11%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                       | AUTOZONE INC                   | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     14980000 | PA      | $14839305.89  | 0.11%             | 2023-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                  | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     49965931 | NS      | $49960934.25  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                     | MICROSOFT CORP                 | CUSIP: 594918AW4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      5981000 | PA      | $5927789.44   | 0.04%             | 2023-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_22-B                                   | JDOT 2022-B A2                 | CUSIP: 47800AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13330000 | PA      | $13206085.65  | 0.09%             | 2025-06-16      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_22-1                                   | HPEFS 2022-1A A2               | CUSIP: 40441RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9718371 | PA      | $9567109.34   | 0.07%             | 2029-05-21      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                 | MET LIFE GLOB                  | CUSIP: 59217GCT4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     18956000 | PA      | $18728836.98  | 0.13%             | 2024-01-11      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                   | BANK OF MONTREAL               | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     20509000 | PA      | $20303464.13  | 0.15%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_22-1A                          | WFLF 2022-1A A                 | CUSIP: 96328GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3378006 | PA      | $3293146.90   | 0.02%             | 2036-10-18      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                            | EQUITABLE FINANC               | CUSIP: 29449WAC1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     16302000 | PA      | $15744988.70  | 0.11%             | 2023-11-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B                     | NAROT 2020-B A4                | CUSIP: 65479CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7030000 | PA      | $6799487.00   | 0.05%             | 2027-02-16      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                   | SKANDINAV ENSKIL               | CUSIP: 83051GAN8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     84452000 | PA      | $82295093.39  | 0.59%             | 2023-09-01      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-C                            | FORDO 2022-C A2A               | CUSIP: 34535AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16970000 | PA      | $16914562.40  | 0.12%             | 2025-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                   | RYDER SYSTEM INC               | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      8616000 | PA      | $8477517.62   | 0.06%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-B                            | FORDO 2020-B A3                | CUSIP: 34533GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13961863 | PA      | $13809558.20  | 0.10%             | 2024-10-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                              | REYNOLDS AMERICA               | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      2837000 | PA      | $2835122.62   | 0.02%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3    | GMCAR 2020-3 B                 | CUSIP: 362590AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $1964374.65   | 0.01%             | 2026-01-16      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                      | WELLTOWER INC                  | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1471112.92   | 0.01%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                    | DANSKE BANK A/S                | CUSIP: 23636BAW9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      4760000 | PA      | $4528411.62   | 0.03%             | 2024-06-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| DLLAA_21-1                                                         | DLLAA 2021-1A A2               | CUSIP: 23291YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1445720 | PA      | $1438862.25   | 0.01%             | 2024-05-17      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial NV                                                  | CNH INDUSTRIAL N               | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |      1414000 | PA      | $1407228.37   | 0.01%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | AERCAP IRELAND                 | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2400000 | PA      | $2386600.01   | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2255209.70  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                        | WALMART INC                    | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     24791000 | PA      | $24263146.06  | 0.17%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                | SUMITOMO MITSUI                | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     27382000 | PA      | $27220576.26  | 0.20%             | 2023-07-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                   | EXXON MOBIL CORP               | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      7983000 | PA      | $7699055.39   | 0.06%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                           | CAS 2021-R02 2M1               | CUSIP: 20754KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16392283 | PA      | $16230818.73  | 0.12%             | 2041-11-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1                   | DLLMT 2021-1A A2               | CUSIP: 23345FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8848977 | PA      | $8756597.14   | 0.06%             | 2024-03-20      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| State Grid Overseas Investment 2013 Ltd                            | STATE GRID OSEAS               | CUSIP: N/A<br>LEI: 529900GBH9XYPD4XZZ70       | Long             | DBT              | CORP              | VG        |     17729000 | PA      | $17641154.58  | 0.13%             | 2023-05-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                        | SWEDBANK AB                    | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     17950000 | PA      | $17733119.66  | 0.13%             | 2023-06-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications PLC                                     | BRITISH TELECOMM               | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      8059000 | PA      | $8014597.33   | 0.06%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | CITIGROUP INC                  | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     91975000 | PA      | $91620191.72  | 0.66%             | 2024-06-01      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2                      | EART 2022-2A A3                | CUSIP: 30166QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18000000 | PA      | $17744958.00  | 0.13%             | 2025-11-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                   | WELLS FARGO CO                 | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     74919000 | PA      | $74109151.83  | 0.53%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_19-A                            | FORDO 2019-A A4                | CUSIP: 34533FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3416002 | PA      | $3413305.14   | 0.02%             | 2024-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                         | CNH INDUSTRIAL                 | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     24675000 | PA      | $24330829.40  | 0.17%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                          | MID-AMER APT LP                | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     35900000 | PA      | $35665741.37  | 0.26%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_20-A                                 | BMWOT 2020-A A4                | CUSIP: 09661RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4230000 | PA      | $4052020.21   | 0.03%             | 2027-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AUD/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $795.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis North America Inc                                           | WILLIS NORTH AME               | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     10566000 | PA      | $10344076.07  | 0.07%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | GOLDMAN SACHS GP               | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     12177000 | PA      | $12368792.01  | 0.09%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                    | PERKINELMER INC                | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     67895000 | PA      | $65943570.06  | 0.47%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                   | REINSURANCE GRP                | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      1454000 | PA      | $1449588.62   | 0.01%             | 2023-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                   | WLAKE 2021-2A A2A              | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5960217 | PA      | $5897845.15   | 0.04%             | 2025-04-15      | Fixed         | 0.32%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMORGAN CHASE                 | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4058958.80   | 0.03%             | 2024-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                     | NISSAN MOTOR ACC               | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     10885000 | PA      | $10855427.52  | 0.08%             | 2023-03-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co Inc                                     | AMER ELEC PWR                  | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     13760000 | PA      | $13341507.76  | 0.10%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                           | TOYOTA MTR CRED                | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     21518000 | PA      | $21424059.51  | 0.15%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1                | COPAR 2021-1 A2                | CUSIP: 14044CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6971171 | PA      | $6900872.77   | 0.05%             | 2025-02-18      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                           | TOYOTA MTR CRED                | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     22750000 | PA      | $22434087.36  | 0.16%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | CAN IMPERIAL BK                | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      4521000 | PA      | $4432458.43   | 0.03%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                | CARDINAL HEALTH                | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      5299000 | PA      | $5287040.21   | 0.04%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                 | ESSEX PORTFOLIO                | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1031951.78   | 0.01%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                              | BANQ FED CRD MUT               | CUSIP: 06675FAR8<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    122576000 | PA      | $121844732.42 | 0.87%             | 2023-07-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                               | EDISON INTL                    | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2023000 | PA      | $2015179.55   | 0.01%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                       | LYONDELLBASELL                 | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     14198000 | PA      | $14270094.75  | 0.10%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                | FORDF 2020-1 A1                | CUSIP: 34528QHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52100000 | PA      | $50691841.20  | 0.36%             | 2025-09-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                        | LENNAR CORP                    | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      8327000 | PA      | $8305095.24   | 0.06%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | ENERGY TRANSFER                | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2262000 | PA      | $2259599.61   | 0.02%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-4                                 | CARMX 2021-4 A2A               | CUSIP: 14317JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5193278 | PA      | $5155705.83   | 0.04%             | 2024-11-15      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NEXTERA ENERGY                 | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     37700000 | PA      | $37658111.53  | 0.27%             | 2023-11-03      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                            | HCA INC                        | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $16061869.12  | 0.12%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                             | AMERISOURCEBERGE               | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     22674000 | PA      | $22234721.86  | 0.16%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                              | ATHENE GLOBAL FU               | CUSIP: 04685A2Q3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     26054000 | PA      | $25306472.96  | 0.18%             | 2023-10-13      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                       | MIDAMERICAN ENER               | CUSIP: 59562VAY3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2382368.47   | 0.02%             | 2023-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                       | HUNTINGTON BANCS               | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     16995000 | PA      | $16722436.06  | 0.12%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     14250000 | PA      | $10074840.29  | 0.07%             | 2023-06-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      9590000 | PA      | $6775962.78   | 0.05%             | 2023-04-26      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1                            | VFET 2020-1A A3                | CUSIP: 92888EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11707137 | PA      | $11515270.82  | 0.08%             | 2024-10-15      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                           | DUKE ENERGY PROG               | CUSIP: 26442UAF1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      9129000 | PA      | $9042641.58   | 0.06%             | 2023-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-B                            | FORDL 2021-B A3                | CUSIP: 345329AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43720000 | PA      | $42864692.52  | 0.31%             | 2024-10-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     29487000 | PA      | $20802555.54  | 0.15%             | 2024-02-16      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                      | BOEING CO                      | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     44000000 | PA      | $44000000.00  | 0.32%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                  | TAKE-TWO INTERAC               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     17559000 | PA      | $17209607.51  | 0.12%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                              | HUNGARY                        | CUSIP: 445545AJ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |      1332000 | PA      | $1336134.27   | 0.01%             | 2023-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B                      | TAOT 2020-B A4                 | CUSIP: 89239RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4460000 | PA      | $4325930.17   | 0.03%             | 2025-09-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                 | PUBLIC SERVICE                 | CUSIP: 74456QBC9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      4214000 | PA      | $4179743.68   | 0.03%             | 2023-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                              | UNILEVER CAPITAL               | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     13600000 | PA      | $13263029.81  | 0.10%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                         | CAPITAL ONE FINL               | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      2927000 | PA      | $2894432.12   | 0.02%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                       | DNB BANK ASA                   | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     50000000 | PA      | $48531935.50  | 0.35%             | 2025-03-28      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                           | MARSH & MCLENNAN               | CUSIP: 571748AU6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      5058000 | PA      | $5011066.46   | 0.04%             | 2023-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VOLKSWAGEN GRP                 | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    110478000 | PA      | $106617394.90 | 0.76%             | 2023-11-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                     | SALESFORCE.COM                 | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     19996000 | PA      | $18875970.85  | 0.14%             | 2024-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA_11-1                   | BRHEA 2011-1 A2                | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        11208 | PA      | $11199.99     | 0.00%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                                | PEPAU 21A A1U                  | CUSIP: 71336WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       383950 | PA      | $383346.06    | 0.00%             | 2060-01-16      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                          | AVALONBAY COMMUN               | CUSIP: 05348EAT6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     25272000 | PA      | $25126386.02  | 0.18%             | 2023-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                  | SDART 2021-2 B                 | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2121179 | PA      | $2116762.15   | 0.02%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                  | HUNT INGALLS IND               | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     30454000 | PA      | $29709857.73  | 0.21%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                  | STATE STREET COR               | CUSIP: 857477AM5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      1126000 | PA      | $1115380.10   | 0.01%             | 2023-11-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                        | ORACLE CORP                    | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     74620000 | PA      | $73366538.46  | 0.53%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      8970000 | PA      | $6324789.21   | 0.05%             | 2023-03-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-1                   | WLAKE 2021-1A A2A              | CUSIP: 96043FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1401975 | PA      | $1393018.30   | 0.01%             | 2024-10-15      | Fixed         | 0.39%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                       | THERMO FISHER                  | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      1364000 | PA      | $1288211.05   | 0.01%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                    | PHILIP MORRIS IN               | CUSIP: 718172BU2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1846238.64   | 0.01%             | 2023-05-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EUR/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-3                               | FCAT 2021-3 A                  | CUSIP: 33846QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15324373 | PA      | $14841460.42  | 0.11%             | 2027-07-15      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTECTIVE LIFE                | CUSIP: 74368CBE3<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     31000000 | PA      | $30372795.91  | 0.22%             | 2023-07-07      | Fixed         | 0.39%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP                        | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3984602.76   | 0.03%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                             | ROPER TECHNOLOGI               | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      3087000 | PA      | $3056651.30   | 0.02%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                              | HUNGARY                        | CUSIP: 445545AH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     23702000 | PA      | $23702331.35  | 0.17%             | 2023-02-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_22-P1                         | CRVNA 2022-P1 A3               | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5700000 | PA      | $5490909.18   | 0.04%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                        | PHILLIPS 66                    | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     34862000 | PA      | $33425275.97  | 0.24%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                     | AMAZON.COM INC                 | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     10400000 | PA      | $10131703.30  | 0.07%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC HOLDINGS                  | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     90623000 | PA      | $90217093.24  | 0.65%             | 2024-05-18      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | CITIGROUP INC                  | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     29203000 | PA      | $28903198.50  | 0.21%             | 2024-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                         | SPRINT CORP                    | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     52105000 | PA      | $52878341.37  | 0.38%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                      | BOEING CO                      | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3211000 | PA      | $3094840.63   | 0.02%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                   | SANTANDER UK PLC               | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |     19100000 | PA      | $18903453.93  | 0.14%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                  | TESLA 2020-A B                 | CUSIP: 88167HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2080000 | PA      | $2075089.12   | 0.01%             | 2024-01-22      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| WHEELS SPV LLC WHLS_20-1                                           | WHLS 2020-1A A3                | CUSIP: 96328DBU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3475000 | PA      | $3343142.17   | 0.02%             | 2029-08-20      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp                                              | NORFOLK SOUTHERN               | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      3104000 | PA      | $3072326.38   | 0.02%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-2                      | HAROT 2020-2 A4                | CUSIP: 43813DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4730000 | PA      | $4597535.88   | 0.03%             | 2026-10-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                            | FORDL 2022-A A4                | CUSIP: 34528LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2630000 | PA      | $2575474.05   | 0.02%             | 2025-07-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                       | CAS 2021-R01 1M1               | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8459613 | PA      | $8397265.35   | 0.06%             | 2041-10-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | LLOYDS BK GR PLC               | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     77785000 | PA      | $76665911.87  | 0.55%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                       | ENBRIDGE INC                   | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     13390000 | PA      | $13341923.34  | 0.10%             | 2024-02-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1                    | MBART 2022-1 A2                | CUSIP: 58768PAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39310000 | PA      | $39383155.91  | 0.28%             | 2025-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | CAN IMPERIAL BK                | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      5706000 | PA      | $5491045.51   | 0.04%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1      | GMCAR 2023-1 A2A               | CUSIP: 38013JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12770000 | PA      | $12782683.16  | 0.09%             | 2026-03-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-C                     | NAROT 2018-C A4                | CUSIP: 65478NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        18840 | PA      | $18827.63     | 0.00%             | 2025-06-16      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                   | DUKE ENERGY CORP               | CUSIP: 26441CAL9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     33885000 | PA      | $33650635.75  | 0.24%             | 2023-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                              | NOVARTIS CAPITAL               | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      7955000 | PA      | $7551416.12   | 0.05%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RESIMAC Bastille Trust Series 2018-1NC                             | RESI 2018-1NCA A1              | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       549688 | PA      | $549383.41    | 0.00%             | 2059-12-05      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-A                       | WOART 2020-A A3                | CUSIP: 98163MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       398601 | PA      | $393070.39    | 0.00%             | 2025-04-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-A                            | FORDL 2021-A C                 | CUSIP: 34532QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10450000 | PA      | $10255249.62  | 0.07%             | 2025-09-15      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                            | CONS EDISON INC                | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |     34357000 | PA      | $33165470.38  | 0.24%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                  | SDART 2022-6 A3                | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1440000 | PA      | $1429931.23   | 0.01%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-2                            | FORDR 2018-2 A                 | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23140000 | PA      | $22958096.46  | 0.16%             | 2030-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                  | SDART 2020-3 C                 | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3985488 | PA      | $3957201.40   | 0.03%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AUD/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-49029.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                        | METLIFE INC                    | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2150000.00   | 0.02%             | 2023-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                        | PNC BANK NA                    | CUSIP: 69349LAM0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     24865000 | PA      | $24713473.68  | 0.18%             | 2023-07-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                 | MET LIFE GLOB                  | CUSIP: 59217GGV5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     71712000 | PA      | $68776371.03  | 0.49%             | 2024-01-07      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1                            | DRIVE 2020-1 D                 | CUSIP: 26208QAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2130000 | PA      | $2087352.29   | 0.01%             | 2027-05-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                  | NATWEST GROUP                  | CUSIP: 780097BD2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     11111000 | PA      | $11012913.87  | 0.08%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_20-2                                | KCOT 2020-2A A3                | CUSIP: 50116YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9723594 | PA      | $9537087.17   | 0.07%             | 2024-10-15      | Fixed         | 0.59%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                        | STATOIL ASA                    | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      8000000 | PA      | $7856633.36   | 0.06%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                      | HEALTH CARE REIT               | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     11142000 | PA      | $11074317.70  | 0.08%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                            | JOHN DEERE CAP                 | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     28119000 | PA      | $28151297.20  | 0.20%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                  | SDART 2022-5 A3                | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9780000 | PA      | $9674817.08   | 0.07%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B                 | HALST 2021-B A3                | CUSIP: 44891VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3584815 | PA      | $3536131.10   | 0.03%             | 2024-06-17      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                | GILEAD SCIENCES                | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     46997000 | PA      | $45699765.31  | 0.33%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                               | SAUDI ARAB OIL                 | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |       200000 | PA      | $193789.50    | 0.00%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                               | BOSTON PROP LP                 | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      7850000 | PA      | $7740326.79   | 0.06%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                   | BANK OF NY MELLO               | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2016718.40   | 0.01%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                       | HUNTINGTON NATL                | CUSIP: 44644AAE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     25260000 | PA      | $25007929.70  | 0.18%             | 2023-10-06      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                       | BERKSHIRE HATHAW               | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     30000000 | PA      | $29638821.90  | 0.21%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Korea Monetary Stabilization Bond                                  | KOREA MSB                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  80000000000 | PA      | $64788108.46  | 0.46%             | 2023-07-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                       | STRYKER CORP                   | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $24105892.00  | 0.17%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                         | ABBVIE INC                     | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2915000 | PA      | $2889537.56   | 0.02%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_22-2A                               | KCOT 2022-2A A2                | CUSIP: 50117JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17370000 | PA      | $17160378.84  | 0.12%             | 2025-06-17      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-1                                     | VZMT 2022-1 C                  | CUSIP: 92348KAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4700000 | PA      | $4605926.68   | 0.03%             | 2027-01-20      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_20-2                             | DEFT 2020-2 A3                 | CUSIP: 24704GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7613592 | PA      | $7558848.21   | 0.05%             | 2023-10-23      | Fixed         | 0.57%                 | Yes           |                  2 | On Loan: No      |
| Korea Monetary Stabilization Bond                                  | KOREA MSB                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 181000000000 | PA      | $147236990.58 | 1.05%             | 2023-09-09      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                           | MARSH & MCLENNAN               | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     22940000 | PA      | $22700231.81  | 0.16%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                             | ALLYA 2022-3 A2                | CUSIP: 02008DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16500000 | PA      | $16533268.95  | 0.12%             | 2025-06-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTECTIVE LIFE                | CUSIP: 74368CAZ7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      4426000 | PA      | $4294838.50   | 0.03%             | 2023-10-13      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Hershey Co/The                                                     | HERSHEY COMPANY                | CUSIP: 427866BC1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     11539000 | PA      | $11064063.99  | 0.08%             | 2024-11-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                        | TREASURY BILL                  | CUSIP: 912796ZN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    654000000 | PA      | $627232303.20 | 4.49%             | 2023-12-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                        | NUTRIEN LTD                    | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     61551000 | PA      | $60968761.39  | 0.44%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                          | DANONE                         | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |     35200000 | PA      | $34530990.56  | 0.25%             | 2023-11-02      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                   | PRINCIPAL LFE II               | CUSIP: 74256LEJ4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     33765000 | PA      | $32408430.69  | 0.23%             | 2024-01-08      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| WHEELS SPV LLC WHLS_20-1                                           | WHLS 2020-1A A2                | CUSIP: 96328DBT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1866149 | PA      | $1846744.64   | 0.01%             | 2029-08-20      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC DLLAD_23-1                                               | DLLAD 2023-1A A2               | CUSIP: 233258AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8020000 | PA      | $8019208.03   | 0.06%             | 2026-04-20      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                              | BANQ FED CRD MUT               | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     12267000 | PA      | $11712547.67  | 0.08%             | 2024-02-27      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                    | NORDEA BANK AB                 | CUSIP: 65557DAY7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     12061000 | PA      | $11968721.77  | 0.09%             | 2023-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                               | PANAMA                         | CUSIP: 698299BD5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |       845000 | PA      | $829541.00    | 0.01%             | 2024-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                       | UBS GROUP                      | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     50445000 | PA      | $49395241.57  | 0.35%             | 2024-07-30      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B                         | SRT 2022-B A4                  | CUSIP: 80287UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4050000 | PA      | $3903940.80   | 0.03%             | 2026-10-20      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_20-1                                | KCOT 2020-1A A3                | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1605133 | PA      | $1596380.09   | 0.01%             | 2024-03-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                        | PEPSICO INC                    | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50515000 | PA      | $49675017.38  | 0.36%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-B                           | HART 2020-B A3                 | CUSIP: 44933FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6223432 | PA      | $6143412.62   | 0.04%             | 2024-12-16      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | GEN MOTORS FIN                 | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2898000 | PA      | $2887275.60   | 0.02%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AUD/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-125958.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                       | CNH 2022-B A2                  | CUSIP: 12663JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8800000 | PA      | $8728402.32   | 0.06%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                | SUMITOMO MITSUI                | CUSIP: AO9512929<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     16380000 | PA      | $11556705.95  | 0.08%             | 2023-03-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                          | AETNA INC                      | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       976000 | PA      | $953893.71    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                         | US BANCORP                     | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25226000 | PA      | $24860196.26  | 0.18%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-A                                      | VZOT 2020-A A1A                | CUSIP: 92348TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5012863 | PA      | $4991951.24   | 0.04%             | 2024-07-22      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-2                                 | CARMX 2022-2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3680000 | PA      | $3599670.75   | 0.03%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | CITIGROUP INC                  | CUSIP: 172967HD6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19811077.80  | 0.14%             | 2023-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | DAIMLER FINANCE                | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     17177000 | PA      | $17123292.33  | 0.12%             | 2023-03-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                        | AMERICAN HONDA F               | CUSIP: 02665WCQ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      6493000 | PA      | $6430908.22   | 0.05%             | 2023-10-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                     | GE HEALTHCARE                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     53133000 | PA      | $53620342.25  | 0.38%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMORGAN CHASE                 | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     53139000 | PA      | $52498145.25  | 0.38%             | 2024-06-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-A                 | HALST 2021-A A4                | CUSIP: 44891TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4280000 | PA      | $4227551.17   | 0.03%             | 2024-12-16      | Fixed         | 0.42%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                            | BANK NOVA SCOTIA               | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     26548000 | PA      | $26161990.75  | 0.19%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-4             | ACAR 2021-4 A                  | CUSIP: 02530TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       147805 | PA      | $147593.82    | 0.00%             | 2025-09-15      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                          | AMGEN INC                      | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     29803000 | PA      | $28802811.32  | 0.21%             | 2025-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                | SUMITOMO MITSUI                | CUSIP: 86562MBF6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      4912000 | PA      | $4874578.08   | 0.03%             | 2023-10-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                        | WOART 2022-C A2                | CUSIP: 98163TAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8610000 | PA      | $8518250.12   | 0.06%             | 2026-03-16      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-1                                     | VZMT 2022-1 B                  | CUSIP: 92348KAM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10135000 | PA      | $9937760.74   | 0.07%             | 2027-01-20      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                | AMERICAN EXPRESS               | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      8280000 | PA      | $8137686.59   | 0.06%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                  | TAQA ABU DHABI                 | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     10100000 | PA      | $9975255.91   | 0.07%             | 2024-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST ARIFL_22-A                                   | ARIFL 2022-A A3                | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1950000 | PA      | $1876307.94   | 0.01%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_21-2                                   | HPEFS 2021-2A A3               | CUSIP: 40441JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10500000 | PA      | $10325194.95  | 0.07%             | 2028-09-20      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                     | AMAZON.COM INC                 | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     70000000 | PA      | $70317614.50  | 0.50%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-3                                     | DTAOT 2021-3A A                | CUSIP: 23344QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4658956 | PA      | $4625611.95   | 0.03%             | 2025-04-15      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                       | SABINE PASS LIQU               | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       312000 | PA      | $313866.73    | 0.00%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_21-2                            | EFF 2021-2 A2                  | CUSIP: 29374YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11121447 | PA      | $10668788.87  | 0.08%             | 2027-05-20      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                          | DEUTSCHE TEL FIN               | CUSIP: 25156PAV5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     23225000 | PA      | $22841614.01  | 0.16%             | 2023-09-19      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Investment SA                                         | SCHLUMBERGER INV               | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |      8400000 | PA      | $8304805.40   | 0.06%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                   | SANTANDER UK PLC               | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |     11303000 | PA      | $11219853.89  | 0.08%             | 2023-11-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| First Republic Bank/CA                                             | FIRST REP BANK                 | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |     28143000 | PA      | $28075982.23  | 0.20%             | 2024-02-12      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                      | PRINCIPAL FINL                 | CUSIP: 74251VAH5<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      6641000 | PA      | $6607999.81   | 0.05%             | 2023-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | AERCAP IRELAND                 | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     29189000 | PA      | $28999000.63  | 0.21%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                              | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |     10662000 | PA      | $10669380.24  | 0.08%             | 2023-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brass No 10 PLC                                                    | BRASS 10A A1                   | CUSIP: 10554PAA1<br>LEI: 213800UCE3NFG8SQKH09 | Long             | ABS-MBS          | CORP              | GB        |      7095900 | PA      | $6732981.61   | 0.05%             | 2069-04-16      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A         | WOLS 2022-A B                  | CUSIP: 98163NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3890000 | PA      | $3771359.67   | 0.03%             | 2027-06-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-A                            | FORDL 2021-A A4                | CUSIP: 34532QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3479639.80   | 0.02%             | 2024-04-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-1                | AMCAR 2021-1 A3                | CUSIP: 03063FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7525088 | PA      | $7394622.50   | 0.05%             | 2025-08-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTECTIVE LIFE                | CUSIP: 74368CAR5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     13690000 | PA      | $13503132.87  | 0.10%             | 2023-06-09      | Fixed         | 1.08%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-C                           | HART 2021-C A2A                | CUSIP: 44935FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3894631 | PA      | $3854342.59   | 0.03%             | 2024-10-15      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                  | NORTHEAST UTILS                | CUSIP: 664397AK2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     44715000 | PA      | $44488617.79  | 0.32%             | 2023-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                         | SPECTRA PARTNERS               | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |      1129000 | PA      | $1124975.26   | 0.01%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                      | HAROT 2022-2 A2                | CUSIP: 43815PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9900000 | PA      | $9812586.96   | 0.07%             | 2025-03-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-1                                 | CARMX 2022-1 A2                | CUSIP: 14317CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13137368 | PA      | $12989000.14  | 0.09%             | 2025-02-18      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                            | GA GLOBAL FNDING               | CUSIP: 36143L2B0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     45015000 | PA      | $42513925.19  | 0.30%             | 2024-04-08      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                   | BANK OF MONTREAL               | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     55002000 | PA      | $54140718.18  | 0.39%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-1                          | CACLN 2021-1 C                 | CUSIP: 46591HBS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5249165 | PA      | $5071288.90   | 0.04%             | 2028-09-25      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                               | PARKER-HANNIFIN                | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     12280000 | PA      | $12071322.40  | 0.09%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                   | EL PASO PIPELINE               | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      8460000 | PA      | $8402636.12   | 0.06%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                         | CIGNA CORP                     | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     40501000 | PA      | $40263306.92  | 0.29%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                 | COCA-COLA EURO                 | CUSIP: 19123MAD5<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     17000000 | PA      | $16799390.65  | 0.12%             | 2023-05-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST ARIFL_21-A                                   | ARIFL 2021-A A2                | CUSIP: 00217FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4082464 | PA      | $4022315.70   | 0.03%             | 2030-03-15      | Fixed         | 0.37%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -323 | NC      | $-93846.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                            | BECTON DICKINSON               | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      6452000 | PA      | $6326250.07   | 0.05%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                          | WYETH                          | CUSIP: 983024AF7<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |      4863000 | PA      | $4936966.18   | 0.04%             | 2024-02-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1      | GMCAR 2022-1 A2                | CUSIP: 380146AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9742676 | PA      | $9624141.96   | 0.07%             | 2025-02-18      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                      | MARTIN MAR MTLS                | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14688458.25  | 0.11%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                      | EART 2021-4A A3                | CUSIP: 30165JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4661181 | PA      | $4643361.09   | 0.03%             | 2025-07-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2013 Ltd                        | SINOPEC OVERSEAS               | CUSIP: N/A<br>LEI: 529900F9XKMFEV9DNO17       | Long             | DBT              | CORP              | VG        |      6090000 | PA      | $6071161.19   | 0.04%             | 2023-10-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | ENERGY TRANSFER                | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1149000 | PA      | $1139591.31   | 0.01%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                | FORDF 2020-1 B                 | CUSIP: 34528QHM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $5044305.24   | 0.04%             | 2025-09-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                    | PHILIP MORRIS IN               | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1281000 | PA      | $1251349.78   | 0.01%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                    | FED RLTY INVS TR               | CUSIP: 313747AT4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1784906.44   | 0.01%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-4                      | HAROT 2019-4 A4                | CUSIP: 43813VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1900000 | PA      | $1888298.47   | 0.01%             | 2026-01-20      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                    | VOLKSWAGEN AUST                | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |      7110000 | PA      | $5008051.04   | 0.04%             | 2023-04-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                          | AETNA INC                      | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     33028000 | PA      | $32760618.52  | 0.23%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                     | SHELL INTL FIN                 | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     11823000 | PA      | $11346242.25  | 0.08%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3                   | GMALT 2020-3 A4                | CUSIP: 362569AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       769468 | PA      | $767768.23    | 0.01%             | 2024-10-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                  | TESLA 2020-A C                 | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1050000 | PA      | $1047629.63   | 0.01%             | 2024-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-A                 | HALST 2022-A A2                | CUSIP: 44891WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15799630 | PA      | $15620171.68  | 0.11%             | 2024-04-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                       | ENBRIDGE INC                   | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     31673000 | PA      | $31433458.68  | 0.23%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_20-1                          | CACLN 2020-2 C                 | CUSIP: 46591HAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       690767 | PA      | $675360.85    | 0.00%             | 2028-02-25      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                             | STATE GRID OSEAS               | CUSIP: 857006AL4<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |     32647000 | PA      | $32560126.99  | 0.23%             | 2023-05-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                               | BANK OF AMER CRP               | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16344000 | PA      | $16233267.11  | 0.12%             | 2024-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2                | COPAR 2022-2 A2A               | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10780000 | PA      | $10678713.28  | 0.08%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                           | CONSTELLATION BR               | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $13793400.04  | 0.10%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                 | CONAGRA BRANDS                 | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     17500000 | PA      | $17068200.45  | 0.12%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                         | COMMONW BK AU NY               | CUSIP: 20271RAQ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     35250000 | PA      | $35526712.50  | 0.25%             | 2025-01-10      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                               | SAUDI ARAB OIL                 | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       766000 | PA      | $741300.03    | 0.01%             | 2023-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                            | SIMON PROP GP LP               | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     29723000 | PA      | $29364770.68  | 0.21%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMORGAN CHASE                 | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000000 | PA      | $49497791.00  | 0.35%             | 2024-12-05      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NEXTERA ENERGY                 | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      9653000 | PA      | $9618684.65   | 0.07%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                               | ERAC USA FINANCE               | CUSIP: 26884TAT9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     83131000 | PA      | $81431965.30  | 0.58%             | 2023-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_20-2                            | EFF 2020-2 A2                  | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7742271 | PA      | $7557287.56   | 0.05%             | 2026-07-20      | Fixed         | 0.61%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | GOLDMAN SACHS GP               | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000000 | PA      | $62988010.80  | 0.45%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                          | TORONTO DOM BANK               | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15099000 | PA      | $14843430.55  | 0.11%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-C                                       | CNH 2022-C A2                  | CUSIP: 12664JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24370000 | PA      | $24452058.66  | 0.18%             | 2026-07-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                     | MASTERCARD INC                 | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     23903000 | PA      | $22749423.05  | 0.16%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1                            | VFET 2020-1A A4                | CUSIP: 92888EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4700000 | PA      | $4443585.86   | 0.03%             | 2028-03-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                       | NEW YORK LIFE GL               | CUSIP: 64952WEB5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       350000 | PA      | $332573.70    | 0.00%             | 2024-04-26      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                   | NTT FINANCE                    | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     83588000 | PA      | $79721418.06  | 0.57%             | 2024-03-01      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_20-B                                  | NALT 2020-B A4                 | CUSIP: 65480EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4360076 | PA      | $4346872.97   | 0.03%             | 2026-01-15      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                        | TREASURY BILL                  | CUSIP: 912796ZY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1002000000 | PA      | $957509296.20 | 6.86%             | 2024-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                 | VODAFONE GROUP                 | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     68869000 | PA      | $68045167.67  | 0.49%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                             | UNITEDHEALTH GRP               | CUSIP: 91324PDJ8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1624000 | PA      | $1615475.20   | 0.01%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                             | AXA EQUITABLE HO               | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     36492000 | PA      | $36412173.75  | 0.26%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                              | LINCOLN NATL CRP               | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      4168000 | PA      | $4144176.46   | 0.03%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd                                                      | BK TOKYO-MIT UFJ               | CUSIP: 064255AR3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |      1520000 | PA      | $1510476.91   | 0.01%             | 2023-09-09      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                            | BANK NOVA SCOTIA               | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     21828000 | PA      | $21995022.84  | 0.16%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                                 | UNITED ENERGY D                | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |     25140000 | PA      | $17683976.61  | 0.13%             | 2023-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                | DOMINION ENERGY                | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6090000 | PA      | $6091462.03   | 0.04%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | GEN MOTORS FIN                 | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     23095000 | PA      | $22648683.81  | 0.16%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                    | PHILIP MORRIS IN               | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     27137000 | PA      | $26871453.60  | 0.19%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                         | FISERV INC                     | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     47360000 | PA      | $46973820.40  | 0.34%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-C                           | HART 2022-C A2A                | CUSIP: 44933DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27770000 | PA      | $27810424.79  | 0.20%             | 2025-11-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-C                 | HALST 2021-C A2                | CUSIP: 44933MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8465085 | PA      | $8428590.27   | 0.06%             | 2024-01-16      | Fixed         | 0.24%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                      | UBS AG LONDON                  | CUSIP: 902674YB0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     23620000 | PA      | $22557778.84  | 0.16%             | 2024-02-09      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II  LLC CFII_20-1                               | CFII 2020-1A A1                | CUSIP: 165183CJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5900366 | PA      | $5790573.07   | 0.04%             | 2032-08-16      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-3                          | CACLN 2021-3 B                 | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10439448 | PA      | $9920815.91   | 0.07%             | 2029-02-26      | Fixed         | 0.76%                 | Yes           |                  2 | On Loan: No      |
| Costco Wholesale Corp                                              | COSTCO COMPANIES               | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     20178000 | PA      | $19773180.29  | 0.14%             | 2024-05-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                 | PPG INDUSTRIES                 | CUSIP: 693506BN6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6983580.80   | 0.05%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                   | BANK OF NY MELLO               | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      6033000 | PA      | $5791407.79   | 0.04%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                              | ATHENE GLOBAL FU               | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     52152000 | PA      | $50019315.93  | 0.36%             | 2024-01-08      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                     | AMAZON.COM INC                 | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      7666000 | PA      | $7608643.83   | 0.05%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                | AMERICAN EXPRESS               | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     42012000 | PA      | $40615297.20  | 0.29%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | ENERGY TRANSFER                | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     23114000 | PA      | $22943125.59  | 0.16%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                     | PROTECTIVE LIFE                | CUSIP: 74368EAT7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     12200000 | PA      | $11838461.30  | 0.08%             | 2023-10-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST WOSAT_21-A                            | WOSAT 2021-A A2                | CUSIP: 98163HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       717876 | PA      | $716623.17    | 0.01%             | 2025-02-18      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                         | VMWARE INC                     | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     47966000 | PA      | $46789493.31  | 0.34%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                      | BALT GAS & ELEC                | CUSIP: 059165EF3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      7592000 | PA      | $7537793.96   | 0.05%             | 2023-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_21-1A                | SBCLN 2021-1A B                | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8189253 | PA      | $7879222.92   | 0.06%             | 2031-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D                      | TAOT 2022-D A2A                | CUSIP: 89239HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16850000 | PA      | $16884529.02  | 0.12%             | 2026-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                     | CANADIAN NATL RE               | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      4100000 | PA      | $4038197.99   | 0.03%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                 | BMW US CAP LLC                 | CUSIP: 05565EBH7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9790973.60   | 0.07%             | 2024-04-18      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                              | INDONESIA ASAHAN               | CUSIP: AV5448809<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     35874000 | PA      | $35934103.30  | 0.26%             | 2023-11-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                     | AIR LEASE CORP                 | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     12623000 | PA      | $12552392.11  | 0.09%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | ENERGY TRANS                   | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2949096.60   | 0.02%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                       | NEW YORK LIFE GL               | CUSIP: 64952WCN1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       437000 | PA      | $428904.94    | 0.00%             | 2024-01-17      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_20-1                          | CACLN 2020-1 D                 | CUSIP: 46591HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       276580 | PA      | $272724.09    | 0.00%             | 2028-01-25      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                           | TOYOTA MTR CRED                | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     46595000 | PA      | $45453224.94  | 0.33%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                             | ROMANIA                        | CUSIP: 77586TAC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     13860000 | PA      | $13802025.01  | 0.10%             | 2023-08-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-D                            | FORDO 2022-D A2A               | CUSIP: 345295AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000000 | PA      | $15021049.50  | 0.11%             | 2025-08-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                          | AMGEN INC                      | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     21412000 | PA      | $21081817.11  | 0.15%             | 2024-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                    | CVS HEALTH CORP                | CUSIP: 126650CC2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1729000 | PA      | $1715213.94   | 0.01%             | 2023-12-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C                         | SRT 2021-C A3                  | CUSIP: 80286CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16768979 | PA      | $16416263.82  | 0.12%             | 2025-03-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                           | CELANESE US HLDS               | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2930000 | PA      | $2865086.93   | 0.02%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AUD/USD FWD 20230315           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-59849.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                  | SDART 2022-2 B                 | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $9711139.00   | 0.07%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                    | EASTERN ENERGY                 | CUSIP: 257375AE5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     25493000 | PA      | $25224016.98  | 0.18%             | 2023-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | MORGAN STANLEY                 | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61444000 | PA      | $61393740.04  | 0.44%             | 2024-01-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP PARIBAS                    | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     18597000 | PA      | $18371713.90  | 0.13%             | 2024-01-10      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_20-A                                      | PFSFC 2020-A A                 | CUSIP: 69335PDP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4100000 | PA      | $4031145.42   | 0.03%             | 2025-06-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                            | BANK NOVA SCOTIA               | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     20160000 | PA      | $18935139.28  | 0.14%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_21-1                            | EFF 2021-1 A2                  | CUSIP: 29374EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3324109 | PA      | $3228234.55   | 0.02%             | 2026-12-21      | Fixed         | 0.44%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                       | WOART 2021-D A2                | CUSIP: 98163KAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5984443 | PA      | $5933056.51   | 0.04%             | 2024-12-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                        | NATL AUSTRALIABK               | CUSIP: 6325C0DZ1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     20000000 | PA      | $18809255.40  | 0.13%             | 2025-01-12      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                | FORDF 2020-1 C                 | CUSIP: 34528QHN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4790000 | PA      | $4645171.00   | 0.03%             | 2025-09-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-4A                                    | DTAOT 2021-4A A                | CUSIP: 26253WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4764096 | PA      | $4693042.24   | 0.03%             | 2025-09-15      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3289932.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-1                          | CACLN 2021-1 B                 | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8466395 | PA      | $8187118.83   | 0.06%             | 2028-09-25      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                            | DAIMLER TRUCK                  | CUSIP: 233853AN0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     25600000 | PA      | $25718890.24  | 0.18%             | 2025-01-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_20-B         | WOLS 2020-B B                  | CUSIP: 98163GAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $4913306.50   | 0.04%             | 2026-02-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                     | GFORT 2020-1 C                 | CUSIP: 361886CK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1360000 | PA      | $1323949.80   | 0.01%             | 2025-08-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                     | GFORT 2020-1 B                 | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1670000 | PA      | $1629714.26   | 0.01%             | 2025-08-15      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | GOLDMAN SACHS GP               | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7962000 | PA      | $7806455.24   | 0.06%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_20-B                                   | JDOT 2020-B A3                 | CUSIP: 47787NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4892304 | PA      | $4822391.89   | 0.03%             | 2024-11-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2      | GMCAR 2020-2 A3                | CUSIP: 36258VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3763353 | PA      | $3723200.69   | 0.03%             | 2024-12-16      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_21-2                                   | HPEFS 2021-2A A2               | CUSIP: 40441JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1322696 | PA      | $1319379.14   | 0.01%             | 2028-09-20      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_20-1                          | CACLN 2020-1 C                 | CUSIP: 46591HAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       352617 | PA      | $347631.62    | 0.00%             | 2028-01-25      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                            | NATL BANK CANADA               | CUSIP: 63307A2T1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     36650000 | PA      | $36889393.77  | 0.26%             | 2025-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                     | AIR LEASE CORP                 | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      4243000 | PA      | $4185591.74   | 0.03%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | CAN IMPERIAL BK                | CUSIP: 13607RAD2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      1294000 | PA      | $1283001.44   | 0.01%             | 2023-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP | CHEVRON PHILLIPS               | CUSIP: 166754AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42811000 | PA      | $42622483.05  | 0.31%             | 2023-05-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | DAIMLER FINANCE                | CUSIP: 233851DL5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       400000 | PA      | $398550.41    | 0.00%             | 2023-05-04      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                 | ALLY FINANCIAL                 | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     91708000 | PA      | $89473262.21  | 0.64%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                        | COOP RAB UA/NY                 | CUSIP: 21688AAV4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     43700000 | PA      | $43969563.45  | 0.32%             | 2025-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                 | MITSUB UFJ FIN                 | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     31200000 | PA      | $30704550.24  | 0.22%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer