# EDGAR Filing Document

**Accession Number:** 0001005942
**File Stem:** 0000869392-23-000619
**Filing Date:** 2023-3
**Character Count:** 199249
**Document Hash:** ab0e0a709fdd29a973c1d4ce6a08d007
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000869392-23-000619.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0000869392-23-000619

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001005942
- **IRS NUMBER:** 043299786
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07513
- **FILM NUMBER:** 23774196

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6177601000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### Putnam Ultra Short Duration Income Fund (Series ID: S000034192)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000105375 | Class A        |  |
| C000105377 | Class C        |  |
| C000105379 | Class R        |  |
| C000105380 | Class Y        |  |
| C000118012 | Class R6       |  |
| C000207666 | Class N Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam Funds Trust

- **b. Investment Company Act file number:** 811-07513

- **c. CIK number of Registrant:** 0001005942

- **d. LEI of Registrant:** 549300S9JYWEMKQCLW53

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

  - **Street Address 1:** 100 FEDERAL STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 1-800-225-1581

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

- **a. Name of Series:** Putnam Ultra Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000034192

- **c. LEI of Series:** 549300AUL3M7GYSCX444

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

- **a. Date of fiscal year-end:** 2023-07-31

- **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:** $11453201138.58

**Total Liabilities:** $152659593.48

**Net Assets:** $11300541545.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 141030.98 | **1-Year:** 536343.8 | **5-Year:** 120091.03 | **10-Year:** 138.25 | **30-Year:** 26.69

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

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105375 | 0.76%                | 0.43%                | 0.39%                |
| Class ID C000105377 | 0.72%                | 0.40%                | 0.46%                |
| Class ID C000118012 | 0.77%                | 0.44%                | 0.40%                |
| Class ID C000207666 | 0.74%                | 0.42%                | 0.38%                |
| Class ID C000105379 | 0.62%                | 0.40%                | 0.46%                |
| Class ID C000105380 | 0.76%                | 0.44%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-741323.76              | $41935661.75                               |
| Month 2  | $-525965.34              | $14407181.84                               |
| Month 3  | $-926589.03              | $17725145.54                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FHLB                                                                             | AGENCY                | CUSIP: 3130ATVC8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  21915000 | PA      | $21961804.30  | 0.19%             | 2024-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4                                    | ASSET BACKED SECURITY | CUSIP: 80286FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17601539 | PA      | $17524092.54  | 0.16%             | 2025-07-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2022-2                            | ASSET BACKED SECURITY | CUSIP: 34660DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19500000 | PA      | $19387407.00  | 0.17%             | 2026-03-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2022-2 OWNER TRUST                                        | ASSET BACKED SECURITY | CUSIP: 43815PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6937688.10   | 0.06%             | 2025-03-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6                                    | ASSET BACKED SECURITY | CUSIP: 802918AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $13952705.20  | 0.12%             | 2025-05-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2022-C                                              | ASSET BACKED SECURITY | CUSIP: 34535AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10250000 | PA      | $10215068.00  | 0.09%             | 2025-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                     | ASSET BACKED SECURITY | CUSIP: 02582JJD3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-MBS          | CORP              | US        |  39000000 | PA      | $39019500.00  | 0.35%             | 2026-02-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2022-2                                          | ASSET BACKED SECURITY | CUSIP: 32058KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25269958 | PA      | $25469388.23  | 0.23%             | 2027-07-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                                   | ASSET BACKED SECURITY | CUSIP: 14318UAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10029560.00  | 0.09%             | 2025-12-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF7                                      | ASSET BACKED SECURITY | CUSIP: 32027NLA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124564 | PA      | $123809.88    | 0.00%             | 2034-09-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-MHQ | ASSET BACKED SECURITY | CUSIP: 70069FCX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258621 | PA      | $257839.27    | 0.00%             | 2034-12-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| RASC SERIES 2005-KS1 TRUST                                                       | ASSET BACKED SECURITY | CUSIP: 76110WM45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316536 | PA      | $1264650.82   | 0.01%             | 2035-02-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-R5    | ASSET BACKED SECURITY | CUSIP: 03072SRX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301696 | PA      | $295835.30    | 0.00%             | 2034-07-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST 2004-1                                            | ASSET BACKED SECURITY | CUSIP: 542514EU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280901 | PA      | $268112.32    | 0.00%             | 2034-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11   | ASSET BACKED SECURITY | CUSIP: 03072SV28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1564030 | PA      | $1553143.87   | 0.01%             | 2036-01-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2006-1                                                   | ASSET BACKED SECURITY | CUSIP: 437084RY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1735437 | PA      | $1726277.56   | 0.02%             | 2036-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-NC1                                  | ASSET BACKED SECURITY | CUSIP: 61744CYB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3298169 | PA      | $3247865.51   | 0.03%             | 2035-12-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| RASC SERIES 2006-KS3 TRUST                                                       | ASSET BACKED SECURITY | CUSIP: 76113ABL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1579604 | PA      | $1523090.11   | 0.01%             | 2036-04-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2006-4                                                   | ASSET BACKED SECURITY | CUSIP: 437084VJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1369402 | PA      | $1359644.04   | 0.01%             | 2036-08-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7                                      | ASSET BACKED SECURITY | CUSIP: 320277AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3467903 | PA      | $3397458.01   | 0.03%             | 2036-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKIN MORTGAGE LOAN TRUST 2006-FF3                                       | ASSET BACKED SECURITY | CUSIP: 362334AV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570214 | PA      | $2545828.09   | 0.02%             | 2036-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TRUST 2006-OPT1                                              | ASSET BACKED SECURITY | CUSIP: 83611MLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1563918 | PA      | $1531623.28   | 0.01%             | 2036-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2007-HE1                                   | ASSET BACKED SECURITY | CUSIP: 14454EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3978227 | PA      | $3844329.02   | 0.03%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| RAMP SERIES 2005-RS6 TRUST                                                       | ASSET BACKED SECURITY | CUSIP: 76112BTV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336134 | PA      | $334262.64    | 0.00%             | 2035-06-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| RAMP SERIES 2005-EFC4 TRUST                                                      | ASSET BACKED SECURITY | CUSIP: 76112BC73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1782480 | PA      | $1766721.03   | 0.02%             | 2035-09-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST                     | ASSET BACKED SECURITY | CUSIP: 9497ENAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313230 | PA      | $312421.61    | 0.00%             | 2035-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE7                                                             | ASSET BACKED SECURITY | CUSIP: 36245EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185230 | PA      | $179691.80    | 0.00%             | 2046-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-OPT1                   | ASSET BACKED SECURITY | CUSIP: 86359UAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60901 | PA      | $60707.17     | 0.00%             | 2036-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-HE7                            | ASSET BACKED SECURITY | CUSIP: 07387VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248960 | PA      | $248355.80    | 0.00%             | 2037-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-3                                                 | ASSET BACKED SECURITY | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2488451 | PA      | $2422812.83   | 0.02%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2006-CB1                          | ASSET BACKED SECURITY | CUSIP: 81375WHF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3383209 | PA      | $3287993.75   | 0.03%             | 2036-01-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET-BACKED SECURITIES TRUST 2006-FRE1                                    | ASSET BACKED SECURITY | CUSIP: 57643LPP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219867 | PA      | $218440.93    | 0.00%             | 2035-12-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-1                                                 | ASSET BACKED SECURITY | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3806075 | PA      | $3683739.32   | 0.03%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TRUST 2005-OPT3                                              | ASSET BACKED SECURITY | CUSIP: 83611MGU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3219964 | PA      | $3134154.25   | 0.03%             | 2035-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2018-SL1                                                  | ASSET BACKED SECURITY | CUSIP: 89174UAA4<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |    543731 | PA      | $539055.95    | 0.00%             | 2046-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2018-REV2                                           | ASSET BACKED SECURITY | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12955000 | PA      | $12851106.08  | 0.11%             | 2030-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                         | ASSET BACKED SECURITY | CUSIP: 380881ER9<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-MBS          | CORP              | CA        |   1250000 | PA      | $1238433.13   | 0.01%             | 2025-08-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE FUND EU TRUST                                                 | ASSET BACKED SECURITY | CUSIP: 03463UAA5<br>LEI: 5493003LLF00J9K56X50 | Long             | ABS-MBS          | CORP              | US        |    586390 | PA      | $579060.13    | 0.01%             | 2049-07-26      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2019-3                                                   | ASSET BACKED SECURITY | CUSIP: 14315PAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1781805 | PA      | $1775079.58   | 0.02%             | 2024-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2019-C OWNER TRUST                                       | ASSET BACKED SECURITY | CUSIP: 65479JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770141 | PA      | $1764168.97   | 0.02%             | 2024-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2019-3                                             | ASSET BACKED SECURITY | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102171 | PA      | $98338.38     | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2019-4 OWNER TRUST                                        | ASSET BACKED SECURITY | CUSIP: 43813VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    641576 | PA      | $640263.07    | 0.01%             | 2024-01-18      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE3                                  | ASSET BACKED SECURITY | CUSIP: 86358EWX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358167 | PA      | $2302775.04   | 0.02%             | 2035-09-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP 2005-WF1                                        | ASSET BACKED SECURITY | CUSIP: 86359BV73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006197 | PA      | $1001185.88   | 0.01%             | 2035-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2020-1                                                   | ASSET BACKED SECURITY | CUSIP: 14315XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4648021 | PA      | $4596035.20   | 0.04%             | 2024-12-16      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                               | ASSET BACKED SECURITY | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603075 | PA      | $601224.72    | 0.01%             | 2058-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY1                                               | ASSET BACKED SECURITY | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4690199 | PA      | $4658273.14   | 0.04%             | 2048-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2020-1                                  | ASSET BACKED SECURITY | CUSIP: 14043MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2851624 | PA      | $2826584.39   | 0.03%             | 2024-11-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2020-B OWNER TRUST                                       | ASSET BACKED SECURITY | CUSIP: 89239RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8876157 | PA      | $8778342.04   | 0.08%             | 2024-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1                                       | ASSET BACKED SECURITY | CUSIP: 92868JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2634736 | PA      | $2602427.35   | 0.02%             | 2024-11-20      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2020-2 OWNER TRUST                                        | ASSET BACKED SECURITY | CUSIP: 43813DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3443303 | PA      | $3398905.32   | 0.03%             | 2024-07-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2020-A                                              | ASSET BACKED SECURITY | CUSIP: 34528GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6728023 | PA      | $6665869.65   | 0.06%             | 2024-08-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2018-SFR4 TRUST                                                 | ASSET BACKED SECURITY | CUSIP: 46187XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7519496 | PA      | $7465769.67   | 0.07%             | 2038-01-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2020-B OWNER TRUST                                       | ASSET BACKED SECURITY | CUSIP: 65479CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6368793 | PA      | $6314677.77   | 0.06%             | 2024-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2020-3                                                   | ASSET BACKED SECURITY | CUSIP: 14315FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6591327 | PA      | $6498112.58   | 0.06%             | 2025-03-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1                    | ASSET BACKED SECURITY | CUSIP: 863576FL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869330 | PA      | $859786.18    | 0.01%             | 2036-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B                                 | ASSET BACKED SECURITY | CUSIP: 802830AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4556392 | PA      | $4525454.03   | 0.04%             | 2025-04-15      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                              | ASSET BACKED SECURITY | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26500000 | PA      | $25867948.50  | 0.23%             | 2025-08-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                       | ASSET BACKED SECURITY | CUSIP: 34528QHK3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |  31000000 | PA      | $30156955.00  | 0.27%             | 2025-09-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2020-3 OWNER TRUST                                        | ASSET BACKED SECURITY | CUSIP: 43813KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5649645 | PA      | $5533262.35   | 0.05%             | 2024-10-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2005-FF9                                      | ASSET BACKED SECURITY | CUSIP: 32027NVV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94965 | PA      | $94746.27     | 0.00%             | 2035-10-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4                        | ASSET BACKED SECURITY | CUSIP: 36260KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667875 | PA      | $1623582.59   | 0.01%             | 2025-08-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR HOME EQUITY LOAN TRUST 2007-B                                         | ASSET BACKED SECURITY | CUSIP: 63860LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4344126 | PA      | $4213627.19   | 0.04%             | 2037-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2005-BC3                                   | ASSET BACKED SECURITY | CUSIP: 1266733F7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221212 | PA      | $220513.45    | 0.00%             | 2035-06-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH2                                    | ASSET BACKED SECURITY | CUSIP: 46630MAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2867953 | PA      | $2850290.51   | 0.03%             | 2037-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ENCORE CREDIT RECEIVABLES TRUST 2005-4                                           | ASSET BACKED SECURITY | CUSIP: 29256PAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2719340 | PA      | $2688056.42   | 0.02%             | 2036-01-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GSAA TRUST                                                                       | ASSET BACKED SECURITY | CUSIP: 362334AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3476347 | PA      | $3211133.94   | 0.03%             | 2035-12-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-C                                 | ASSET BACKED SECURITY | CUSIP: 64352VNY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586780 | PA      | $582078.09    | 0.01%             | 2035-12-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                          | ASSET BACKED SECURITY | CUSIP: 14041NFP1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-MBS          | CORP              | US        |  57731000 | PA      | $57886873.70  | 0.51%             | 2027-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2005-NC2                    | ASSET BACKED SECURITY | CUSIP: 86359DCR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741101 | PA      | $1733383.43   | 0.02%             | 2035-05-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| RAMP SERIES 2006-EFC2 TRUST                                                      | ASSET BACKED SECURITY | CUSIP: 749238AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753951 | PA      | $740943.40    | 0.01%             | 2036-12-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R9    | ASSET BACKED SECURITY | CUSIP: 03072SQ32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5806979 | PA      | $5698670.61   | 0.05%             | 2035-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2021-1                                      | ASSET BACKED SECURITY | CUSIP: 58772WAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2027321 | PA      | $2017844.20   | 0.02%             | 2024-07-15      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2021-C OWNER TRUST                                       | ASSET BACKED SECURITY | CUSIP: 89239BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1313327 | PA      | $1304648.55   | 0.01%             | 2024-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-3                                     | ASSET BACKED SECURITY | CUSIP: 36262XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296393 | PA      | $295695.87    | 0.00%             | 2023-12-20      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2021-1                                       | ASSET BACKED SECURITY | CUSIP: 92868KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3051965 | PA      | $3026054.10   | 0.03%             | 2024-10-21      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-P4                                           | ASSET BACKED SECURITY | CUSIP: 14687KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34305000 | PA      | $32733484.52  | 0.29%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2022-1                                                   | ASSET BACKED SECURITY | CUSIP: 05601XAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1513416 | PA      | $1504998.55   | 0.01%             | 2024-05-28      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST 2005-2                                            | ASSET BACKED SECURITY | CUSIP: 542514KV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1231778 | PA      | $1198493.73   | 0.01%             | 2035-04-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2022-1                                          | ASSET BACKED SECURITY | CUSIP: 32057KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7867769 | PA      | $7635025.33   | 0.07%             | 2027-01-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1                                  | ASSET BACKED SECURITY | CUSIP: 03066TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4160000 | PA      | $4012340.80   | 0.04%             | 2026-11-18      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2                        | ASSET BACKED SECURITY | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14609818.50  | 0.13%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-2                                                   | ASSET BACKED SECURITY | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $13684664.00  | 0.12%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P2                                           | ASSET BACKED SECURITY | CUSIP: 14686JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12723750.00  | 0.11%             | 2027-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC/NY                                                             | CERT OF DEPOSIT       | CUSIP: 06742T2V7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | US        |  45000000 | PA      | $45138321.45  | 0.40%             | 2023-11-28      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/NEW YORK NY                                                     | CERT OF DEPOSIT       | CUSIP: 22552G6F2<br>LEI: 549300D0YARF5HYP1809 | Long             | STIV             | CORP              | US        |  23750000 | PA      | $23661919.09  | 0.21%             | 2024-01-19      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN/NEW YORK NY                                                | CERT OF DEPOSIT       | CUSIP: 86959RXR6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | US        |  47000000 | PA      | $47010550.56  | 0.42%             | 2023-03-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/NEW YORK                                            | CERT OF DEPOSIT       | CUSIP: 86565FWF5<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | US        |  34700000 | PA      | $34850275.29  | 0.31%             | 2023-11-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY                                   | CERT OF DEPOSIT       | CUSIP: 13606KME3<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | US        |  46750000 | PA      | $46474898.69  | 0.41%             | 2023-08-23      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA/NEW YORK NY                                                       | CERT OF DEPOSIT       | CUSIP: 05586F5C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | STIV             | CORP              | US        |  44000000 | PA      | $43738269.08  | 0.39%             | 2023-09-07      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CERT OF DEPOSIT       | CUSIP: 17330QAP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |  23000000 | PA      | $22936448.01  | 0.20%             | 2023-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP/NEW YORK NY                                                      | CERT OF DEPOSIT       | CUSIP: 65558USX1<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |  28000000 | PA      | $28058855.72  | 0.25%             | 2023-08-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1                                    | CORP CMO              | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1563738 | PA      | $1432741.12   | 0.01%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM1 TRUST                                                              | CORP CMO              | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1494999 | PA      | $1382619.96   | 0.01%             | 2065-03-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 TRUST                                                              | CORP CMO              | CUSIP: 67448WBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480327 | PA      | $461725.34    | 0.00%             | 2060-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2020-5                                                | CORP CMO              | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5702043 | PA      | $5236367.63   | 0.05%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                                        | CORP CMO              | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1456181 | PA      | $1309543.92   | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-2                                           | CORP CMO              | CUSIP: 76119DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240506 | PA      | $235634.58    | 0.00%             | 2059-05-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-HB5 LLC                                                                | CORP CMO              | CUSIP: 12526PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8621977 | PA      | $8286340.79   | 0.07%             | 2031-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| TOWD POINT HE TRUST                                                              | CORP CMO              | CUSIP: 89180DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6363561 | PA      | $5985189.67   | 0.05%             | 2063-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-HE1                                         | CORP CMO              | CUSIP: 10569QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9435328 | PA      | $9308328.78   | 0.08%             | 2070-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| STAR 2021-1 TRUST                                                                | CORP CMO              | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5724555 | PA      | $4990603.96   | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST                                                              | CORP CMO              | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6660105 | PA      | $5848822.49   | 0.05%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1                                     | CORP CMO              | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30497000 | PA      | $28720061.80  | 0.25%             | 2024-05-07      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2019-4                                                | CORP CMO              | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4040599 | PA      | $3862150.10   | 0.03%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                                                 | CORP CMO              | CUSIP: 19688DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900918 | PA      | $2683348.78   | 0.02%             | 2064-12-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1                                        | CORP CMO              | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3878623 | PA      | $3415612.09   | 0.03%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST 2020-HB2                                          | CORP CMO              | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5439480 | PA      | $5173045.23   | 0.05%             | 2036-06-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-2                                                     | CORP CMO              | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3871582 | PA      | $3592897.75   | 0.03%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES                                      | CORP CMO              | CUSIP: 12659LAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6061216.85   | 0.05%             | 2065-04-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                  | CORP CMO              | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5397073 | PA      | $4987061.77   | 0.04%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TRUST                                                              | CORP CMO              | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12175019 | PA      | $10311751.89  | 0.09%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TRUST                                                | CORP CMO              | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18901741 | PA      | $15739271.89  | 0.14%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                       | CORP CMO              | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9551903 | PA      | $8112850.68   | 0.07%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2019-5                                                  | CORP CMO              | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    809765 | PA      | $777259.29    | 0.01%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TRUST                                                              | CORP CMO              | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1157584 | PA      | $1017409.74   | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2022-1                                             | CORP CMO              | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2812673 | PA      | $2596729.55   | 0.02%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-2                                       | CORP CMO              | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8111680 | PA      | $7564432.38   | 0.07%             | 2067-02-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM2                                           | CORP CMO              | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8142433 | PA      | $7495565.16   | 0.07%             | 2067-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2022-SJ1                                               | CORP CMO              | CUSIP: 89180GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6565365 | PA      | $6273763.88   | 0.06%             | 2062-03-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURITIZATION TRUST SERIES 2022-3                                 | CORP CMO              | CUSIP: 85773LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  52896000 | PA      | $52896000.00  | 0.47%             | 2023-05-29      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MRA ISSUANCE TRUST 2020-2                                                        | CORP CMO              | CUSIP: 55346HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49037000 | PA      | $49037000.00  | 0.43%             | 2023-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2022-HB2                                          | CORP CMO              | CUSIP: 317380AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23382057 | PA      | $22776344.85  | 0.20%             | 2032-08-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II SERIES 2022-1                   | CORP CMO              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |  25200000 | PA      | $25200000.00  | 0.22%             | 2025-03-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                         | CORP CMO              | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   1484760 | PA      | $1501269.37   | 0.01%             | 2024-07-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                         | CORP CMO              | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    518019 | PA      | $525796.44    | 0.00%             | 2024-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN RESECURITIZATION TRUST SERIES 2014-1                                   | CORP CMO              | CUSIP: 46641TBG8<br>LEI: 549300L90VVKXEKB0M74 | Long             | ABS-CBDO         | CORP              | US        |    981641 | PA      | $945034.47    | 0.01%             | 2035-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4                                       | CORP CMO              | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3978032 | PA      | $3870143.33   | 0.03%             | 2048-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST I LLC 2019-1                                            | CORP CMO              | CUSIP: 03464MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94132 | PA      | $93614.19     | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST I LLC 2018-3                                            | CORP CMO              | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70616 | PA      | $70333.49     | 0.00%             | 2048-09-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2019-1                                           | CORP CMO              | CUSIP: 10568GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1356991 | PA      | $1324281.69   | 0.01%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2019-1 LTD                                                             | CORP CMO              | CUSIP: 75049SAB9<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-CBDO         | CORP              | BM        |   3851475 | PA      | $3809190.37   | 0.03%             | 2029-02-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| FWDSECURITIZATION TRUST 2019-INV1                                                | CORP CMO              | CUSIP: 302980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3107744 | PA      | $2923252.41   | 0.03%             | 2049-06-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2019-INV2                                             | CORP CMO              | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5025790 | PA      | $4868323.23   | 0.04%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-3                                                     | CORP CMO              | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5055342 | PA      | $4671723.61   | 0.04%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST 2019-2                                             | CORP CMO              | CUSIP: 36418AAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2648028 | PA      | $2487084.33   | 0.02%             | 2059-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                                | CORP CMO              | CUSIP: 64828EAA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   2131043 | PA      | $1883416.00   | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-3                                           | CORP CMO              | CUSIP: 76119NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1606571 | PA      | $1573130.52   | 0.01%             | 2059-09-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                             | CORP CMO              | CUSIP: 3137G0QX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   5562607 | PA      | $5538347.17   | 0.05%             | 2030-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                               | CORP CMO              | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3028306 | PA      | $2825205.95   | 0.03%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| GCAT 2019-NQM3 TRUST                                                             | CORP CMO              | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2396681 | PA      | $2261819.94   | 0.02%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2019-INV3                                             | CORP CMO              | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2151842 | PA      | $2054778.83   | 0.02%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2019-NQM1                                                            | CORP CMO              | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3759825 | PA      | $3608066.90   | 0.03%             | 2059-10-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1                                    | CORP CMO              | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1318268 | PA      | $1206478.93   | 0.01%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2020-1                                                | CORP CMO              | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880999 | PA      | $836288.19    | 0.01%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-AFC1 TRUST                                                             | CORP CMO              | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9053646 | PA      | $8410927.67   | 0.07%             | 2050-02-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020-3                                                  | CORP CMO              | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10842206 | PA      | $9896765.18   | 0.09%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2                                       | CORP CMO              | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159011 | PA      | $158031.17    | 0.00%             | 2065-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| 1SHARPE MORTGAGE TRUST 2020-1                                                    | CORP CMO              | CUSIP: 68257LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12254104 | PA      | $12100927.82  | 0.11%             | 2024-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES                                      | CORP CMO              | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200075 | PA      | $1172483.19   | 0.01%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1                                        | CORP CMO              | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3729862 | PA      | $3574714.79   | 0.03%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | CORP MED TERM NOTE    | CUSIP: 89114QCJ5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11127000 | PA      | $10837301.99  | 0.10%             | 2023-09-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | CORP MED TERM NOTE    | CUSIP: 05574LFY9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  18750000 | PA      | $18730733.44  | 0.17%             | 2023-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                        | CORP MED TERM NOTE    | CUSIP: 05348EAR0<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9229925.74   | 0.08%             | 2023-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY                                       | CORP. NOTE            | CUSIP: 20271RAQ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | US        |  18783000 | PA      | $18929017.16  | 0.17%             | 2025-01-10      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CORP. NOTE            | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  17388000 | PA      | $17292180.12  | 0.15%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | CORP. NOTE            | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  32870000 | PA      | $33299231.58  | 0.29%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | CORP. NOTE            | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   9393000 | PA      | $9418797.12   | 0.08%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA  AND  NEW ZEALAND BANKING GROUP LTD                                    | CORP. NOTE            | CUSIP: 05252ADF5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  46914000 | PA      | $46980432.10  | 0.42%             | 2025-02-03      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                 | CORP. NOTE            | CUSIP: 83051GAN8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  23478000 | PA      | $22858180.80  | 0.20%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                              | CORP. NOTE            | CUSIP: 641062AQ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  13931000 | PA      | $13353844.52  | 0.12%             | 2024-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                                   | CORP. NOTE            | CUSIP: 86563VAQ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  47459000 | PA      | $46235949.77  | 0.41%             | 2023-09-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | CORP. NOTE            | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  28200000 | PA      | $27452294.48  | 0.24%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                   | CORP. NOTE            | CUSIP: 6944PL2C2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  28215000 | PA      | $27414158.42  | 0.24%             | 2023-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | CORP. NOTE            | CUSIP: 87020PAL1<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   9653000 | PA      | $9370746.28   | 0.08%             | 2023-09-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | CORP. NOTE            | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   9189000 | PA      | $8918744.53   | 0.08%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | CORP. NOTE            | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $20421983.40  | 0.18%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                   | CORP. NOTE            | CUSIP: 74368CAZ7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  11851000 | PA      | $11497475.66  | 0.10%             | 2023-10-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                              | CORP. NOTE            | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |  23275000 | PA      | $22070959.11  | 0.20%             | 2024-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | CORP. NOTE            | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  35500000 | PA      | $33904273.23  | 0.30%             | 2024-02-27      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | CORP. NOTE            | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  21400000 | PA      | $20517957.91  | 0.18%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | CORP. NOTE            | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13487670.00  | 0.12%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | CORP. NOTE            | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9206828.86   | 0.08%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | CORP. NOTE            | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  12681000 | PA      | $12678860.46  | 0.11%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | CORP. NOTE            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  29313000 | PA      | $28007851.57  | 0.25%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                     | CORP. NOTE            | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  23772000 | PA      | $22466865.85  | 0.20%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | CORP. NOTE            | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  18765000 | PA      | $17643384.61  | 0.16%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | CORP. NOTE            | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   7332000 | PA      | $6864896.24   | 0.06%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CORP. NOTE            | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13669296.62  | 0.12%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | CORP. NOTE            | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9341000 | PA      | $9062824.46   | 0.08%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | CORP. NOTE            | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  23370000 | PA      | $21863918.01  | 0.19%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | CORP. NOTE            | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   9840000 | PA      | $9508430.97   | 0.08%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | CORP. NOTE            | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  28175000 | PA      | $28724869.22  | 0.25%             | 2024-11-22      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                     | CORP. NOTE            | CUSIP: 337915AA0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   7864000 | PA      | $7863450.39   | 0.07%             | 2023-02-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | CORP. NOTE            | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  28200000 | PA      | $28106841.58  | 0.25%             | 2023-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                                                      | CORP. NOTE            | CUSIP: 449786AY8<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |   9312000 | PA      | $9307483.68   | 0.08%             | 2023-09-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | CORP. NOTE            | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  38190000 | PA      | $38109413.37  | 0.34%             | 2024-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                              | CORP. NOTE            | CUSIP: 83367TBG3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  24181000 | PA      | $23996660.98  | 0.21%             | 2024-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | CORP. NOTE            | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $14570300.97  | 0.13%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP CAYMAN 3 LTD                                              | CORP. NOTE            | CUSIP: 60688UAB2<br>LEI: 549300AM6U7J7ZZI1G88 | Long             | DBT              | CORP              | KY        |   7310000 | PA      | $7226267.02   | 0.06%             | 2024-03-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | CORP. NOTE            | CUSIP: J7771XAB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  45991000 | PA      | $45386697.58  | 0.40%             | 2024-04-02      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | CORP. NOTE            | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  37474000 | PA      | $37455958.52  | 0.33%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA/LONDON                                                        | CORP. NOTE            | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | GB        |   7093000 | PA      | $6887046.02   | 0.06%             | 2024-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | CORP. NOTE            | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |  22300000 | PA      | $22123165.24  | 0.20%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | CORP. NOTE            | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |  54676000 | PA      | $54666983.93  | 0.48%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | CORP. NOTE            | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10214000 | PA      | $10203631.36  | 0.09%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                     | CORP. NOTE            | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2351462.39   | 0.02%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | CORP. NOTE            | CUSIP: 26442CAV6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  28893000 | PA      | $28846029.81  | 0.26%             | 2023-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                     | CORP. NOTE            | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  19834000 | PA      | $19378568.92  | 0.17%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CORP. NOTE            | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9394000 | PA      | $9340026.96   | 0.08%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | CORP. NOTE            | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  32315000 | PA      | $32136693.26  | 0.28%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | CORP. NOTE            | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  27756000 | PA      | $27603788.59  | 0.24%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | CORP. NOTE            | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  14066000 | PA      | $13977164.63  | 0.12%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | CORP. NOTE            | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  45956000 | PA      | $45969882.85  | 0.41%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | CORP. NOTE            | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  18829000 | PA      | $18607224.69  | 0.16%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | CORP. NOTE            | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6836000 | PA      | $6444165.61   | 0.06%             | 2025-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | CORP. NOTE            | CUSIP: 44891ABJ5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4302107.00   | 0.04%             | 2023-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                          | CORP. NOTE            | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5040000 | PA      | $5000536.80   | 0.04%             | 2023-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | CORP. NOTE            | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  19448000 | PA      | $18729975.17  | 0.17%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | CORP. NOTE            | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  15600000 | PA      | $15461844.37  | 0.14%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | CORP. NOTE            | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7954000 | PA      | $7888222.09   | 0.07%             | 2023-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | CORP. NOTE            | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  19500000 | PA      | $19261320.00  | 0.17%             | 2023-06-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | CORP. NOTE            | CUSIP: 86959LAF0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  17000000 | PA      | $16700839.44  | 0.15%             | 2023-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | CORP. NOTE            | CUSIP: 592179KD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  32401000 | PA      | $32829145.52  | 0.29%             | 2026-01-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE CO                                                   | CORPORATE BONDS       | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   7737000 | PA      | $7716549.33   | 0.07%             | 2024-12-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | CORPORATE BONDS       | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  26037000 | PA      | $26021981.86  | 0.23%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | CORPORATE BONDS       | CUSIP: 49456BAB7<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $7365218.76   | 0.07%             | 2023-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | CORPORATE BONDS       | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  12705000 | PA      | $12527636.17  | 0.11%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                   | CORPORATE BONDS       | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  24166000 | PA      | $24151500.40  | 0.21%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | DISC. CP              | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | STIV             | CORP              | US        |  14000000 | PA      | $13688160.08  | 0.12%             | 2023-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | DISC. CP              | CUSIP: 37046UPN5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |  28000000 | PA      | $27914461.68  | 0.25%             | 2023-02-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                       | DISC. CP              | CUSIP: N/A<br>LEI: I07WOS4YJ0N7YRFE7309       | Long             | STIV             | CORP              | US        |  23400000 | PA      | $23057897.85  | 0.20%             | 2023-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | DISC. CP              | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | STIV             | CORP              | FR        |  26150000 | PA      | $25357364.47  | 0.22%             | 2023-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | DISC. CP              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | STIV             | CORP              | AU        |  41125000 | PA      | $39870944.53  | 0.35%             | 2023-09-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                              | DISC. CP              | CUSIP: 83368YJW8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | FR        |  40000000 | PA      | $38401040.00  | 0.34%             | 2023-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | DISC. CP              | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | STIV             | CORP              | US        |  14100000 | PA      | $14080569.35  | 0.12%             | 2023-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | DISC. CP              | CUSIP: N/A<br>LEI: 549300W70ZOQDVLCHY06       | Long             | STIV             | CORP              | CA        |  37000000 | PA      | $36990612.36  | 0.33%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | DISC. CP              | CUSIP: N/A<br>LEI: 549300W70ZOQDVLCHY06       | Long             | STIV             | CORP              | CA        |  22500000 | PA      | $22491382.50  | 0.20%             | 2023-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | DISC. CP              | CUSIP: N/A<br>LEI: 529900YLDW34GJAO4J06       | Long             | STIV             | CORP              | US        |  13400000 | PA      | $13396515.20  | 0.12%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | DISC. CP              | CUSIP: N/A<br>LEI: 6WQI0GK1PRFVBA061U48       | Long             | STIV             | CORP              | US        |  23400000 | PA      | $23397050.90  | 0.21%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INTERIM INC                                                | DISC. CP              | CUSIP: 42250RP11<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | STIV             | CORP              | US        |  33000000 | PA      | $32995819.89  | 0.29%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC                                                                  | DISC. CP              | CUSIP: N/A<br>LEI: 5493003FRODSVHJWFS32       | Long             | STIV             | CORP              | US        |  14150000 | PA      | $14146254.92  | 0.13%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | DISC. CP              | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | STIV             | CORP              | US        |  23400000 | PA      | $23394040.72  | 0.21%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | DISC. CP              | CUSIP: N/A<br>LEI: 549300ZMT7FVT8R77U18       | Long             | STIV             | CORP              | US        |  27023000 | PA      | $27016019.15  | 0.24%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | DISC. CP              | CUSIP: N/A<br>LEI: 549300JI1115MG3Q6322       | Long             | STIV             | CORP              | US        |  56900000 | PA      | $56885563.33  | 0.50%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                      | DISC. CP              | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19981527.80  | 0.18%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                | DISC. CP              | CUSIP: N/A<br>LEI: PTVU09TE3QPJPL7K4E13       | Long             | STIV             | CORP              | US        |  42000000 | PA      | $41989303.86  | 0.37%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | DISC. CP              | CUSIP: N/A<br>LEI: 213800STG1QDNBY87K49       | Long             | STIV             | CORP              | US        |  23500000 | PA      | $23478432.17  | 0.21%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | DISC. CP              | CUSIP: N/A<br>LEI: 5493002QQ7GD21OWF963       | Long             | STIV             | CORP              | CA        |  18800000 | PA      | $18775225.74  | 0.17%             | 2023-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | DISC. CP              | CUSIP: N/A<br>LEI: 54930012H97VSM0I2R19       | Long             | STIV             | CORP              | US        |  32295000 | PA      | $32263602.16  | 0.29%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                | DISC. CP              | CUSIP: N/A<br>LEI: PTVU09TE3QPJPL7K4E13       | Long             | STIV             | CORP              | US        |  43000000 | PA      | $42960535.46  | 0.38%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | DISC. CP              | CUSIP: N/A<br>LEI: 529900YLDW34GJAO4J06       | Long             | STIV             | CORP              | US        |  23500000 | PA      | $23459088.38  | 0.21%             | 2023-02-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | DISC. CP              | CUSIP: 07787QPD2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $24958643.75  | 0.22%             | 2023-02-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | DISC. CP              | CUSIP: 44890NPD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29948801.70  | 0.27%             | 2023-02-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | DISC. CP              | CUSIP: 37790BP88<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |  15300000 | PA      | $15283938.37  | 0.14%             | 2023-02-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | DISC. CP              | CUSIP: N/A<br>LEI: 5493003QENHHS261UR94       | Long             | STIV             | CORP              | US        |  10300000 | PA      | $10297558.28  | 0.09%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | DISC. CP              | CUSIP: 67077VPD4<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |  23500000 | PA      | $23459707.84  | 0.21%             | 2023-02-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | DISC. CP              | CUSIP: 90352QPA9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | STIV             | CORP              | US        |  28000000 | PA      | $27963304.32  | 0.25%             | 2023-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                     | DISC. CP              | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | STIV             | CORP              | US        |  22000000 | PA      | $21962597.58  | 0.19%             | 2023-02-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | DISC. CP              | CUSIP: N/A<br>LEI: 549300JYAVAQRV5MNZ86       | Long             | STIV             | CORP              | CA        |  30000000 | PA      | $29938853.40  | 0.26%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | DISC. CP              | CUSIP: N/A<br>LEI: 549300W70ZOQDVLCHY06       | Long             | STIV             | CORP              | CA        |  17500000 | PA      | $17470134.33  | 0.15%             | 2023-02-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | DISC. CP              | CUSIP: 22823QPN5<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |  23500000 | PA      | $23427921.51  | 0.21%             | 2023-02-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | DISC. CP              | CUSIP: 04273MP15<br>LEI: 549300YNNLBXT8N8R512 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5999190.18   | 0.05%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | DISC. CP              | CUSIP: N/A<br>LEI: 54930012H97VSM0I2R19       | Long             | STIV             | CORP              | US        |  40000000 | PA      | $39955546.80  | 0.35%             | 2023-02-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | DISC. CP              | CUSIP: 22823QPM7<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16950238.11  | 0.15%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                       | DISC. CP              | CUSIP: 4595A3QL4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |  21600000 | PA      | $21460896.00  | 0.19%             | 2023-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | DISC. CP              | CUSIP: 69047KPE9<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |  27000000 | PA      | $26947206.09  | 0.24%             | 2023-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | DISC. CP              | CUSIP: N/A<br>LEI: 529900YLDW34GJAO4J06       | Long             | STIV             | CORP              | US        |  16190000 | PA      | $16157458.10  | 0.14%             | 2023-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                                                          | DISC. CP              | CUSIP: N/A<br>LEI: 549300ZX07JYMI8GHQ39       | Long             | STIV             | CORP              | US        |  13400000 | PA      | $13396542.80  | 0.12%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC                                                                  | DISC. CP              | CUSIP: 29251VPM2<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |  23500000 | PA      | $23432815.38  | 0.21%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | DISC. CP              | CUSIP: N/A<br>LEI: 549300W70ZOQDVLCHY06       | Long             | STIV             | CORP              | CA        |  21500000 | PA      | $21440464.78  | 0.19%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | DISC. CP              | CUSIP: N/A<br>LEI: LTKX5ODQW6Z7BQ2K1V47       | Long             | STIV             | CORP              | US        |  25400000 | PA      | $25346558.40  | 0.22%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                                                          | DISC. CP              | CUSIP: N/A<br>LEI: 549300ZX07JYMI8GHQ39       | Long             | STIV             | CORP              | US        |  17850000 | PA      | $17835859.77  | 0.16%             | 2023-02-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | DISC. CP              | CUSIP: 37790BQ79<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |  18800000 | PA      | $18710841.00  | 0.17%             | 2023-03-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | DISC. CP              | CUSIP: 04273MP72<br>LEI: 549300YNNLBXT8N8R512 | Long             | STIV             | CORP              | US        |  56050000 | PA      | $55995179.74  | 0.50%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | DISC. CP              | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | STIV             | CORP              | US        |  56500000 | PA      | $56336303.68  | 0.50%             | 2023-02-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | DISC. CP              | CUSIP: 05330NP78<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  23500000 | PA      | $23477107.01  | 0.21%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | DISC. CP              | CUSIP: 31622GPM3<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |  23500000 | PA      | $23435296.75  | 0.21%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | DISC. CP              | CUSIP: N/A<br>LEI: 213800STG1QDNBY87K49       | Long             | STIV             | CORP              | US        |   8840000 | PA      | $8778522.93   | 0.08%             | 2023-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | DISC. CP              | CUSIP: 87613LP11<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  89441000 | PA      | $89430468.32  | 0.79%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | DISC. CP              | CUSIP: 04273MP80<br>LEI: 549300YNNLBXT8N8R512 | Long             | STIV             | CORP              | US        |  51000000 | PA      | $50942959.56  | 0.45%             | 2023-02-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                             | DISC. CP              | CUSIP: N/A<br>LEI: 549300ZWIT8J8Y2EXL07       | Long             | STIV             | CORP              | US        |  23500000 | PA      | $23478432.17  | 0.21%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | DISC. CP              | CUSIP: 31622GQ67<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |  23500000 | PA      | $23394665.25  | 0.21%             | 2023-03-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | DISC. CP              | CUSIP: 69047KPM1<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |  56250000 | PA      | $56084395.50  | 0.50%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | DISC. CP              | CUSIP: N/A<br>LEI: P3CH2EG5X6Z1XWU1OO74       | Long             | STIV             | CORP              | US        |  31000000 | PA      | $30901730.00  | 0.27%             | 2023-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                                                          | DISC. CP              | CUSIP: N/A<br>LEI: 549300ZX07JYMI8GHQ39       | Long             | STIV             | CORP              | US        |  28000000 | PA      | $27966449.00  | 0.25%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | DISC. CP              | CUSIP: N/A<br>LEI: 2549003MEX7YMKLGI239       | Long             | STIV             | CORP              | US        |  28000000 | PA      | $27976755.24  | 0.25%             | 2023-02-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| S AND P GLOBAL INC                                                               | DISC. CP              | CUSIP: N/A<br>LEI: Y6X4K52KMJMZE7I7MY94       | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34986420.00  | 0.31%             | 2023-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | DISC. CP              | CUSIP: 87613LP37<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   7600000 | PA      | $7597279.20   | 0.07%             | 2023-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | DISC. CP              | CUSIP: 69047KP74<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   4250000 | PA      | $4245859.78   | 0.04%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | DISC. CP              | CUSIP: 6840C3P98<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |  50360000 | PA      | $50300789.23  | 0.45%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                    | DISC. CP              | CUSIP: N/A<br>LEI: 549300BX44RGX6ANDV88       | Long             | STIV             | CORP              | US        |  47000000 | PA      | $46963394.99  | 0.42%             | 2023-02-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | DISC. CP              | CUSIP: N/A<br>LEI: 529900YLDW34GJAO4J06       | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29907271.80  | 0.26%             | 2023-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | DISC. CP              | CUSIP: 29277FP13<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        | 106414000 | PA      | $106399695.84 | 0.94%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                       | DISC. CP              | CUSIP: 05369CP19<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        | 118700000 | PA      | $118685347.67 | 1.05%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | DISC. CP              | CUSIP: 05330NP11<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  92175000 | PA      | $92162609.84  | 0.82%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | DISC. CP              | CUSIP: N/A<br>LEI: 54930035UDEIH090K650       | Long             | STIV             | CORP              | US        |  24750000 | PA      | $24746673.11  | 0.22%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | DISC. CP              | CUSIP: 34410XP12<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        | 118250000 | PA      | $118234104.84 | 1.05%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                               | FHLMC CMO PO          | CUSIP: 31398LSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19149 | PA      | $16410.23     | 0.00%             | 2034-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                  | FN15                  | CUSIP: 3138EHBZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.80         | 0.00%             | 2023-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                  | FN15                  | CUSIP: 31418MSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.47         | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                                | GOVT CMO              | CUSIP: 31398TXE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210273 | PA      | $206154.30    | 0.00%             | 2040-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                                | GOVT CMO              | CUSIP: 31396KMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159835 | PA      | $157744.84    | 0.00%             | 2036-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                                | GOVT CMO              | CUSIP: 31394EGS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253874 | PA      | $250552.66    | 0.00%             | 2031-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                               | GOVT CMO              | CUSIP: 31397HJC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19997 | PA      | $20777.11     | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                               | GOVT CMO              | CUSIP: 3133T12W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2126 | PA      | $2124.91      | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                                | GOVT CMO              | CUSIP: 31398TH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12365 | PA      | $11900.92     | 0.00%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                                | GOVT CMO              | CUSIP: 31397U3J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4260 | PA      | $4068.85      | 0.00%             | 2039-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GOVT CMO              | CUSIP: 38374UBP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4847 | PA      | $4800.68      | 0.00%             | 2039-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                               | GOVT CMO              | CUSIP: 31398EHW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5665 | PA      | $5627.06      | 0.00%             | 2037-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                               | GOVT CMO              | CUSIP: 3137A1Z30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58392 | PA      | $59313.53     | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | INT BEAR CP           | CUSIP: 9612C4T76<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  46850000 | PA      | $46871547.25  | 0.41%             | 2023-03-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC                                                         | REPURCHASE AGREEMENT  | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | CA        |  25000000 | PA      | $25000000.00  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | REPURCHASE AGREEMENT  | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | RA               | CORP              | FR        |  75000000 | PA      | $75000000.00  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | VAR.RT. CORP. BONDS   | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  23389000 | PA      | $23250727.04  | 0.21%             | 2024-12-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | VAR.RT. CORP. BONDS   | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  47215000 | PA      | $46744502.53  | 0.41%             | 2024-12-06      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | VAR.RT. CORP. BONDS   | CUSIP: 233853AC4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  28067000 | PA      | $28039662.74  | 0.25%             | 2023-12-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | VAR.RT. CORP. BONDS   | CUSIP: 233853AA8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  37423000 | PA      | $37399019.72  | 0.33%             | 2023-06-14      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | VAR.RT. CORP. BONDS   | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  47974000 | PA      | $47680697.52  | 0.42%             | 2024-01-11      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | VAR.RT. CORP. BONDS   | CUSIP: 04685A3H2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  46845000 | PA      | $45616264.55  | 0.40%             | 2025-01-07      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | VAR.RT. CORP. BONDS   | CUSIP: 6325C0EA5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  70891000 | PA      | $70601764.72  | 0.62%             | 2025-01-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NV NY                                                         | VAR.RT. CORP. BONDS   | CUSIP: 21688AAT9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  63599000 | PA      | $63111806.22  | 0.56%             | 2025-01-10      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | VAR.RT. CORP. BONDS   | CUSIP: 06368FAF6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  46935000 | PA      | $46609710.41  | 0.41%             | 2025-01-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | VAR.RT. CORP. BONDS   | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  24822000 | PA      | $24513958.98  | 0.22%             | 2025-01-14      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UBS AG/LONDON                                                                    | VAR.RT. CORP. BONDS   | CUSIP: 902674YT1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |   7149000 | PA      | $7121948.18   | 0.06%             | 2025-01-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | VAR.RT. CORP. BONDS   | CUSIP: 64952WEL3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9020000 | PA      | $8970436.81   | 0.08%             | 2025-01-14      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                   | VAR.RT. CORP. BONDS   | CUSIP: 6944PL2K4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  46685000 | PA      | $45959503.90  | 0.41%             | 2025-01-27      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | VAR.RT. CORP. BONDS   | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  27751000 | PA      | $27555967.36  | 0.24%             | 2024-03-08      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | VAR.RT. CORP. BONDS   | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  21109000 | PA      | $21057486.65  | 0.19%             | 2024-02-14      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INT'L LTD/LONDON                                                 | VAR.RT. CORP. BONDS   | CUSIP: 00182EBQ1<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | GB        |  28032000 | PA      | $27960322.18  | 0.25%             | 2025-02-18      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | VAR.RT. CORP. BONDS   | CUSIP: 36143L2E4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9112884.00   | 0.08%             | 2024-09-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  23380000 | PA      | $23298280.35  | 0.21%             | 2024-02-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | VAR.RT. CORP. BONDS   | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11174000 | PA      | $10618145.24  | 0.09%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | VAR.RT. CORP. BONDS   | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  16863000 | PA      | $16915407.00  | 0.15%             | 2025-03-04      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | VAR.RT. CORP. BONDS   | CUSIP: 06368FAH2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  37475000 | PA      | $37533949.30  | 0.33%             | 2024-03-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | VAR.RT. CORP. BONDS   | CUSIP: 771196BZ4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  32790000 | PA      | $32791960.51  | 0.29%             | 2023-09-11      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                   | VAR.RT. CORP. BONDS   | CUSIP: 2027A0KJ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  65581000 | PA      | $65778398.81  | 0.58%             | 2025-03-14      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | VAR.RT. CORP. BONDS   | CUSIP: 89114TZS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  23419000 | PA      | $23511237.84  | 0.21%             | 2024-03-08      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | VAR.RT. CORP. BONDS   | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  28410000 | PA      | $28495722.63  | 0.25%             | 2024-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | VAR.RT. CORP. BONDS   | CUSIP: 59217GEX3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  19175000 | PA      | $19260321.27  | 0.17%             | 2025-03-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                               | VAR.RT. CORP. BONDS   | CUSIP: 55608PBK9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  19285000 | PA      | $19336662.78  | 0.17%             | 2025-03-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                     | VAR.RT. CORP. BONDS   | CUSIP: 57629WDH0<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  47226000 | PA      | $47471811.33  | 0.42%             | 2025-03-21      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | VAR.RT. CORP. BONDS   | CUSIP: 36264FAJ0<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  25677000 | PA      | $25624235.05  | 0.23%             | 2024-03-24      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 25601B2C8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  51541000 | PA      | $51400293.07  | 0.45%             | 2025-03-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | VAR.RT. CORP. BONDS   | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  14056000 | PA      | $14022088.35  | 0.12%             | 2025-04-01      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | VAR.RT. CORP. BONDS   | CUSIP: 87020PAR8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  28103000 | PA      | $28004920.53  | 0.25%             | 2025-04-04      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | VAR.RT. CORP. BONDS   | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  23416000 | PA      | $23424429.76  | 0.21%             | 2024-04-05      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | VAR.RT. CORP. BONDS   | CUSIP: 36143L2K0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  28086000 | PA      | $27613244.93  | 0.24%             | 2025-04-11      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                                 | VAR.RT. CORP. BONDS   | CUSIP: 06406RBE6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  51384000 | PA      | $51161459.49  | 0.45%             | 2025-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | VAR.RT. CORP. BONDS   | CUSIP: 025816CU1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  42046000 | PA      | $42144548.68  | 0.37%             | 2024-05-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | VAR.RT. CORP. BONDS   | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  28010000 | PA      | $27843017.54  | 0.25%             | 2025-05-09      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK/THE                                                     | VAR.RT. CORP. BONDS   | CUSIP: 44644MAE1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  28010000 | PA      | $27979861.24  | 0.25%             | 2025-05-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | VAR.RT. CORP. BONDS   | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |  13996000 | PA      | $13746814.52  | 0.12%             | 2025-05-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | VAR.RT. CORP. BONDS   | CUSIP: 172967NR8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13997000 | PA      | $14039242.95  | 0.12%             | 2025-05-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/PROVIDENCE RI                                                   | VAR.RT. CORP. BONDS   | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |  19435000 | PA      | $19146405.99  | 0.17%             | 2025-05-23      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VAR.RT. CORP. BONDS   | CUSIP: 928668BQ4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  51319000 | PA      | $51271634.62  | 0.45%             | 2024-06-07      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | VAR.RT. CORP. BONDS   | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  19104000 | PA      | $18762898.27  | 0.17%             | 2025-06-09      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | VAR.RT. CORP. BONDS   | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  18706000 | PA      | $18609015.38  | 0.16%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | VAR.RT. CORP. BONDS   | CUSIP: 04685A2T7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   9348000 | PA      | $9245099.27   | 0.08%             | 2024-01-08      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  56339000 | PA      | $55791446.33  | 0.49%             | 2025-08-05      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | VAR.RT. CORP. BONDS   | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   9390000 | PA      | $9378518.28   | 0.08%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK/THE                                                     | VAR.RT. CORP. BONDS   | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  45010000 | PA      | $45520496.67  | 0.40%             | 2025-11-18      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                          | VAR.RT. CORP. BONDS   | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  28144000 | PA      | $28372078.98  | 0.25%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | VAR.RT. CORP. BONDS   | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  17095000 | PA      | $17326517.59  | 0.15%             | 2026-01-09      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | VAR.RT. CORP. BONDS   | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  28882000 | PA      | $29248303.76  | 0.26%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UBS AG/LONDON                                                                    | VAR.RT. CORP. BONDS   | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  26297000 | PA      | $26264628.39  | 0.23%             | 2024-08-09      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | VAR.RT. CORP. BONDS   | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  46963000 | PA      | $47135604.52  | 0.42%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | VAR.RT. CORP. BONDS   | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14089000 | PA      | $14137925.46  | 0.13%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                             | VAR.RT. CORP. BONDS   | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  23384000 | PA      | $23422124.10  | 0.21%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/PROVIDENCE RI                                                   | VAR.RT. CORP. BONDS   | CUSIP: 75524KQB3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |  41686000 | PA      | $41671865.94  | 0.37%             | 2026-01-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | VAR.RT. CORP. BONDS   | CUSIP: 808513BM6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  60160000 | PA      | $60174728.37  | 0.53%             | 2024-03-18      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | VAR.RT. CORP. BONDS   | CUSIP: 66815L2C2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  27995000 | PA      | $27923976.69  | 0.25%             | 2024-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  43033000 | PA      | $43035108.62  | 0.38%             | 2024-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | VAR.RT. CORP. BONDS   | CUSIP: 60687YBG3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  36970000 | PA      | $37022867.84  | 0.33%             | 2024-07-10      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | VAR.RT. CORP. BONDS   | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  24200000 | PA      | $24123134.75  | 0.21%             | 2024-04-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                 | VAR.RT. CORP. BONDS   | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $27880379.52  | 0.25%             | 2024-04-12      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | VAR.RT. CORP. BONDS   | CUSIP: 65557CAZ6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  13772000 | PA      | $13807866.01  | 0.12%             | 2023-08-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                     | VAR.RT. CORP. BONDS   | CUSIP: 57629WDC1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  74780000 | PA      | $74724453.42  | 0.66%             | 2024-04-12      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                   | VAR.RT. CORP. BONDS   | CUSIP: 6944PL2F5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  47055000 | PA      | $46621621.57  | 0.41%             | 2024-04-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | VAR.RT. CORP. BONDS   | CUSIP: 06368EJS2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  28038000 | PA      | $28037140.92  | 0.25%             | 2023-04-14      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | VAR.RT. CORP. BONDS   | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  58004000 | PA      | $57837519.24  | 0.51%             | 2024-04-23      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                          | VAR.RT. CORP. BONDS   | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  74000000 | PA      | $73893440.00  | 0.65%             | 2024-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                     | VAR.RT. CORP. BONDS   | CUSIP: 251526BS7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  26918000 | PA      | $26918267.30  | 0.24%             | 2023-02-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                      | VAR.RT. CORP. BONDS   | CUSIP: 31429KAF0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  41990000 | PA      | $41819100.70  | 0.37%             | 2024-05-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | VAR.RT. CORP. BONDS   | CUSIP: 06051GJX8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  71000000 | PA      | $70586780.00  | 0.62%             | 2024-05-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                      | VAR.RT. CORP. BONDS   | CUSIP: 38141GYF5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  37185000 | PA      | $37064074.38  | 0.33%             | 2024-09-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | VAR.RT. CORP. BONDS   | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  18629000 | PA      | $18609294.62  | 0.16%             | 2023-06-10      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| KEYBANK NA/CLEVELAND OH                                                          | VAR.RT. CORP. BONDS   | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  27540000 | PA      | $27469359.90  | 0.24%             | 2024-06-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | VAR.RT. CORP. BONDS   | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  47455000 | PA      | $47439342.22  | 0.42%             | 2023-06-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORP                                                      | VAR.RT. CORP. BONDS   | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   7765000 | PA      | $7674951.00   | 0.07%             | 2024-06-24      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  61379000 | PA      | $61482976.03  | 0.54%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                             | VAR.RT. CORP. BONDS   | CUSIP: 94986RPV7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9102483.66   | 0.08%             | 2023-05-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | VAR.RT. CORP. BONDS   | CUSIP: 06367WYQ0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  37695000 | PA      | $37548743.40  | 0.33%             | 2024-07-09      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | VAR.RT. CORP. BONDS   | CUSIP: 370334CC6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  25963000 | PA      | $26071724.74  | 0.23%             | 2023-10-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | VAR.RT. CORP. BONDS   | CUSIP: 233851DM3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  10615000 | PA      | $10624922.58  | 0.09%             | 2023-05-04      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | VAR.RT. CORP. BONDS   | CUSIP: 60687YAQ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13977000 | PA      | $13984970.38  | 0.12%             | 2023-03-05      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | VAR.RT. CORP. BONDS   | CUSIP: 60687YAU3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8907000 | PA      | $8915793.35   | 0.08%             | 2024-09-11      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | VAR.RT. CORP. BONDS   | CUSIP: 86562MBA7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  13534000 | PA      | $13566334.35  | 0.12%             | 2023-07-19      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | VAR.RT. CORP. BONDS   | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  23802000 | PA      | $23598543.60  | 0.21%             | 2024-05-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | VAR.RT. CORP. BONDS   | CUSIP: 60687YBC2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  36473000 | PA      | $36421250.65  | 0.32%             | 2024-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | VAR.RT. CORP. BONDS   | CUSIP: 172967MW8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  39605000 | PA      | $39235089.30  | 0.35%             | 2025-05-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | VAR.RT. CORP. BONDS   | CUSIP: 78016EZV2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  37500000 | PA      | $37372099.88  | 0.33%             | 2024-07-29      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                          | VAR.RT. CORP. BONDS   | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  46700000 | PA      | $46521861.45  | 0.41%             | 2024-07-31      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/NEW YORK NY                                                     | VAR.RT. CORP. BONDS   | CUSIP: 22550UAD3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |  18345000 | PA      | $18105026.49  | 0.16%             | 2023-08-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | VAR.RT. CORP. BONDS   | CUSIP: 63307A2Q7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  36500000 | PA      | $36381740.00  | 0.32%             | 2024-08-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | VAR.RT. CORP. BONDS   | CUSIP: 05565EBV6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  37400000 | PA      | $37138307.34  | 0.33%             | 2024-08-12      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | VAR.RT. CORP. BONDS   | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  18600000 | PA      | $18560198.79  | 0.16%             | 2023-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | VAR.RT. CORP. BONDS   | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  32630000 | PA      | $31883998.91  | 0.28%             | 2024-08-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                 | VAR.RT. CORP. BONDS   | CUSIP: 74256LER6<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  18615000 | PA      | $18411705.21  | 0.16%             | 2024-08-23      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                                              | VAR.RT. CORP. BONDS   | CUSIP: 14913R2R7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  18650000 | PA      | $18600577.50  | 0.16%             | 2024-09-13      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | VAR.RT. CORP. BONDS   | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  36820000 | PA      | $36664251.40  | 0.32%             | 2024-09-10      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | VAR.RT. CORP. BONDS   | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  55450000 | PA      | $55307196.29  | 0.49%             | 2024-01-17      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | VAR.RT. CORP. BONDS   | CUSIP: 89236TJP1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  47610000 | PA      | $47486071.17  | 0.42%             | 2024-09-13      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                                   | VAR.RT. CORP. BONDS   | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  51242000 | PA      | $51039462.92  | 0.45%             | 2024-09-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                          | VAR.RT. CORP. BONDS   | CUSIP: 0641598L3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  22930000 | PA      | $22912849.74  | 0.20%             | 2023-09-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | VAR.RT. CORP. BONDS   | CUSIP: 59217GEQ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  19850000 | PA      | $19764886.77  | 0.17%             | 2024-09-27      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | VAR.RT. CORP. BONDS   | CUSIP: 06675FAW7<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  70375000 | PA      | $69409610.53  | 0.61%             | 2025-02-04      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | VAR.RT. CORP. BONDS   | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |  11205000 | PA      | $11068019.77  | 0.10%             | 2024-10-01      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | VAR.RT. CORP. BONDS   | CUSIP: 78016EZY6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  45925000 | PA      | $45657057.48  | 0.40%             | 2024-10-07      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | VAR.RT. CORP. BONDS   | CUSIP: 13607HYE6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  37396000 | PA      | $37229731.40  | 0.33%             | 2024-10-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                     | VAR.RT. CORP. BONDS   | CUSIP: 57629WDF4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  28116000 | PA      | $27888312.41  | 0.25%             | 2024-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                      | VAR.RT. CORP. BONDS   | CUSIP: 38141GYQ1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18700000 | PA      | $18613213.30  | 0.16%             | 2024-10-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | VAR.RT. CORP. BONDS   | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  14025000 | PA      | $13989079.03  | 0.12%             | 2024-10-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | VAR.RT. CORP. BONDS   | CUSIP: 883556CR1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  32726000 | PA      | $32664569.04  | 0.29%             | 2023-10-18      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | VAR.RT. CORP. BONDS   | CUSIP: 883556CN0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  46751000 | PA      | $46749148.19  | 0.41%             | 2023-04-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                                 | VAR.RT. CORP. BONDS   | CUSIP: 06406RAY3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  34593000 | PA      | $34320013.15  | 0.30%             | 2024-10-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | VAR.RT. CORP. BONDS   | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  54354000 | PA      | $54042803.78  | 0.48%             | 2023-09-29      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | VAR.RT. CORP. BONDS   | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  61776000 | PA      | $61689513.60  | 0.55%             | 2023-11-03      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | VAR.RT. CORP. BONDS   | CUSIP: 025816CJ6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  37415000 | PA      | $37364663.73  | 0.33%             | 2023-11-03      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                     | VAR.RT. CORP. BONDS   | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  32732000 | PA      | $32633633.14  | 0.29%             | 2023-11-08      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | VAR.RT. CORP. BONDS   | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  56269000 | PA      | $56225719.01  | 0.50%             | 2023-05-10      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | VAR.RT. CORP. BONDS   | CUSIP: 961214EV1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  43562000 | PA      | $43404733.77  | 0.38%             | 2024-11-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | VAR.RT. CORP. BONDS   | CUSIP: 605417CC6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |  21857000 | PA      | $21575846.20  | 0.19%             | 2024-06-28      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VAR.RT. CORP. BONDS   | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  62297000 | PA      | $63135006.78  | 0.56%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | VAR.RT. CORP. BONDS   | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12834000 | PA      | $12416458.39  | 0.11%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  28052000 | PA      | $27934040.22  | 0.25%             | 2024-05-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | VAR.RT. CORP. BONDS   | CUSIP: 225401AH1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  71642000 | PA      | $69313621.39  | 0.61%             | 2024-06-12      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | VAR.RT. CORP. BONDS   | CUSIP: 780097BH3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  67946000 | PA      | $68129010.51  | 0.60%             | 2024-06-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 00206RGD8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  46641000 | PA      | $47136047.57  | 0.42%             | 2024-06-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | VAR.RT. CORP. BONDS   | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4599174.77   | 0.04%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | VAR.RT. CORP. BONDS   | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  99217000 | PA      | $99459150.99  | 0.88%             | 2023-07-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8914000 | PA      | $8734753.54   | 0.08%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | VAR.RT. CORP. BONDS   | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7767000 | PA      | $7499539.70   | 0.07%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                             | VAR.RT. CORP. BONDS   | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4582000 | PA      | $4374149.07   | 0.04%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | VAR.RT. CORP. BONDS   | CUSIP: 606822AS3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  16300000 | PA      | $16307965.32  | 0.14%             | 2023-03-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                      | VAR.RT. CORP. BONDS   | CUSIP: 02665WDG3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  69262000 | PA      | $69290880.18  | 0.61%             | 2023-05-10      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | VAR.RT. CORP. BONDS   | CUSIP: 502431AG4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  64900000 | PA      | $64924668.49  | 0.57%             | 2023-03-10      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | VAR.RT. CORP. BONDS   | CUSIP: 89788JAC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  38890000 | PA      | $38915045.16  | 0.34%             | 2023-03-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | VAR.RT. CORP. BONDS   | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2840000 | PA      | $2781485.66   | 0.02%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK  AND  TRUST CO                                               | VAR.RT. CORP. BONDS   | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |  30599000 | PA      | $30428839.27  | 0.27%             | 2024-06-19      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA/LONDON                                                        | VAR.RT. CORP. BONDS   | CUSIP: 22535WAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | GB        |  65372000 | PA      | $65482591.12  | 0.58%             | 2023-04-24      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | VAR.RT. CORP. BONDS   | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  42382000 | PA      | $41581861.32  | 0.37%             | 2024-07-10      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | VAR.RT. CORP. BONDS   | CUSIP: 046353AS7<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |  36320000 | PA      | $36374167.28  | 0.32%             | 2023-08-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 456837AL7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  67884000 | PA      | $68093600.67  | 0.60%             | 2023-10-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | VAR.RT. CORP. BONDS   | CUSIP: 05583JAD4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  69767000 | PA      | $69871371.43  | 0.62%             | 2023-09-12      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  67279000 | PA      | $65870643.31  | 0.58%             | 2024-07-30      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | VAR.RT. CORP. BONDS   | CUSIP: 166756AK2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  42293000 | PA      | $42285823.30  | 0.37%             | 2023-08-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                 | VAR.RT. CORP. BONDS   | CUSIP: 83051GAP3<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  57957000 | PA      | $57931388.22  | 0.51%             | 2023-09-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                      | VAR.RT. CORP. BONDS   | CUSIP: 02665WDP3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $21030514.89  | 0.19%             | 2023-09-08      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | VAR.RT. CORP. BONDS   | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  23938000 | PA      | $23967420.28  | 0.21%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                     | VAR.RT. CORP. BONDS   | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  17182000 | PA      | $16819399.32  | 0.15%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | VAR.RT. CORP. BONDS   | CUSIP: 13607RAE0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  20445000 | PA      | $20492626.42  | 0.18%             | 2023-09-13      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORP                                                      | VAR.RT. CORP. BONDS   | CUSIP: 69351UAX1<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8965477.71   | 0.08%             | 2023-09-28      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | VAR.RT. CORP. BONDS   | CUSIP: 06675FAQ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7635000 | PA      | $7647079.33   | 0.07%             | 2023-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND                                                               | VAR.RT. CORP. BONDS   | CUSIP: 74977RDD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  29591000 | PA      | $29662779.48  | 0.26%             | 2023-09-26      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | VAR.RT. CORP. BONDS   | CUSIP: 64952WDV2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9507303.98   | 0.08%             | 2023-10-21      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | VAR.RT. CORP. BONDS   | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12012000 | PA      | $11619607.72  | 0.10%             | 2024-10-24      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                          | VAR.RT. CORP. BONDS   | CUSIP: 46647PAQ9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  60212000 | PA      | $60257249.32  | 0.53%             | 2024-04-23      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | VAR.RT. CORP. BONDS   | CUSIP: 78015K7K4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  27919000 | PA      | $27932363.99  | 0.25%             | 2023-10-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | VAR.RT. CORP. BONDS   | CUSIP: 025816BX6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  20359000 | PA      | $20390862.85  | 0.18%             | 2023-08-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | VAR.RT. CORP. BONDS   | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $18490935.00  | 0.16%             | 2023-11-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | VAR.RT. CORP. BONDS   | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  38906000 | PA      | $38754932.28  | 0.34%             | 2023-11-01      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| KEYBANK NA/CLEVELAND OH                                                          | VAR.RT. CORP. BONDS   | CUSIP: 49327M3A0<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  53877000 | PA      | $53780791.30  | 0.48%             | 2024-01-03      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| KEYBANK NA/CLEVELAND OH                                                          | VAR.RT. CORP. BONDS   | CUSIP: 49327M3B8<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  54980000 | PA      | $54881092.63  | 0.49%             | 2024-01-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | VAR.RT. CORP. BONDS   | CUSIP: 00138MAA4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  37000000 | PA      | $36957494.77  | 0.33%             | 2023-12-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | VAR.RT. CORP. BONDS   | CUSIP: 86562MBE9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  32710000 | PA      | $32778370.77  | 0.29%             | 2023-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | VAR.RT. CORP. BONDS   | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  89440000 | PA      | $89610913.58  | 0.79%             | 2024-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | VAR.RT. CORP. BONDS   | CUSIP: 59217GGW3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  27300000 | PA      | $27243925.80  | 0.24%             | 2024-01-07      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | VAR.RT. CORP. BONDS   | CUSIP: 05964HAD7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  35450000 | PA      | $35467260.25  | 0.31%             | 2023-02-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | VAR.RT. CORP. BONDS   | CUSIP: 61744YAG3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  62439000 | PA      | $62577005.80  | 0.55%             | 2024-05-08      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NV NY                                                         | VAR.RT. CORP. BONDS   | CUSIP: 21688AAR3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  64725000 | PA      | $64621702.78  | 0.57%             | 2024-01-12      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | VAR.RT. CORP. BONDS   | CUSIP: 89236THV0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  55600000 | PA      | $55579396.31  | 0.49%             | 2024-01-11      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | VAR.RT. CORP. BONDS   | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  58074000 | PA      | $58079666.86  | 0.51%             | 2023-04-12      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                          | VAR.RT. CORP. BONDS   | CUSIP: 46647PAW6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  49091000 | PA      | $49209345.64  | 0.44%             | 2024-07-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | VAR.RT. CORP. BONDS   | CUSIP: 06051GHK8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11340000 | PA      | $11369610.55  | 0.10%             | 2024-07-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | VAR.RT. CORP. BONDS   | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $22977437.00  | 0.20%             | 2024-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | VAR.RT. CORP. BONDS   | CUSIP: 64952WDZ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  27255000 | PA      | $27255000.00  | 0.24%             | 2023-02-02      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/NEW YORK NY                                                     | VAR.RT. CORP. BONDS   | CUSIP: 22550UAB7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |  33500000 | PA      | $32753687.00  | 0.29%             | 2024-02-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | VAR.RT. CORP. BONDS   | CUSIP: 55608JAM0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  59608000 | PA      | $59650036.16  | 0.53%             | 2024-03-27      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | VAR.RT. CORP. BONDS   | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  18620000 | PA      | $18619180.72  | 0.16%             | 2023-02-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                      | VAR.RT. CORP. BONDS   | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  65854000 | PA      | $65757853.16  | 0.58%             | 2024-03-08      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | VAR.RT. CORP. BONDS   | CUSIP: 82620KBB8<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  42200000 | PA      | $42190743.01  | 0.37%             | 2024-03-11      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | VAR.RT. CORP. BONDS   | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  51410000 | PA      | $50678166.31  | 0.45%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | VAR.RT. CORP. BONDS   | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  18700000 | PA      | $18698992.07  | 0.17%             | 2023-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/PROVIDENCE RI                                                   | VAR.RT. CORP. BONDS   | CUSIP: 17401QAR2<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |  17893000 | PA      | $17902782.64  | 0.16%             | 2023-03-29      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                          | VAR.RT. CORP. BONDS   | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13994000 | PA      | $13996896.76  | 0.12%             | 2024-03-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | VAR.RT. CORP. BONDS   | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  64462000 | PA      | $64621812.90  | 0.57%             | 2023-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | VAR.RT. CORP. BONDS   | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  18700000 | PA      | $18700531.83  | 0.17%             | 2023-03-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Putnam Investments Inc

**Signature:** Janet C. Smith

**Name of Signer:** NPORT

**Title:** Principal Financial Officer