# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0001752724-23-050299
**Filing Date:** 2023-3
**Character Count:** 820799
**Document Hash:** 0a81d3d55d4a96b854954323ebf1d12f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050299.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUNDS
- **CENTRAL INDEX KEY:** 0000857490
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 23693895

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND INC
- **DATE OF NAME CHANGE:** 19910505

## Series and Classes Contracts Data

### Short-Term Investment-Grade Portfolio (Series ID: S000004393)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000012149 | Short-Term Investment-Grade Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD VARIABLE INSURANCE FUNDS

- **b. Investment Company Act file number:** 811-05962

- **c. CIK number of Registrant:** 0000857490

- **d. LEI of Registrant:** 549300N9FZ0B1IR95761

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

- **b. EDGAR series identifier (if any):** S000004393

- **c. LEI of Series:** TH75LL6OWODFQ3T29L81

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2268528167.82

**Total Liabilities:** $97061033.88

**Net Assets:** $2171467133.94

**Delayed Delivery Securities:** $96194175.24

**Cash Not Reported:** $5806253.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2806.60238288 | **1-Year:** -197303.39025797 | **5-Year:** -280310.55399861 | **10-Year:** -18611.37543444 | **30-Year:** -4161.09215912

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

- **3-Month:** -84.91253224 | **1-Year:** -6325.69112943 | **5-Year:** -8069.35449678 | **10-Year:** -217.87066059 | **30-Year:** -1.09322002

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012149 | -0.31%               | 1.85%                | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5103039.30             | $-3240218.92                               |
| Month 2  | $-5224575.29             | $42164525.96                               |
| Month 3  | $-3808516.25             | $1858280.19                                |

**Designated Index Information**

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

- **Index Identifier:** I00643

### Schedule of Portfolio Investments

| Name                                                                            | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    316000 | PA      | $295450.06    | 0.01%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1052000 | PA      | $993195.71    | 0.05%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    480000 | PA      | $438483.45    | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_18-A                                            | MMAF 2018-A A5                 | CUSIP: 60700DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $106596.30    | 0.00%             | 2042-03-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $806343.16    | 0.04%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2362598.88   | 0.11%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    820000 | PA      | $807334.03    | 0.04%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1000000 | PA      | $950950.29    | 0.04%             | 2026-04-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1293919.74   | 0.06%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1598220.98   | 0.07%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                            | HEIMSTADEN BOSTA               | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    500000 | PA      | $445691.71    | 0.02%             | 2026-01-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1040000 | PA      | $1064322.16   | 0.05%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9670000 | PA      | $9483371.51   | 0.44%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2384472.87   | 0.11%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-99280.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS               | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1239343.12   | 0.06%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B                                      | SRT 2022-B B                   | CUSIP: 80287UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $172654.52    | 0.01%             | 2027-03-22      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48101560.00  | 2.22%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1845000 | PA      | $1826326.24   | 0.08%             | 2023-09-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | RECKITT BEN TSY                | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $464360.97    | 0.02%             | 2027-06-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Viatris Inc                                                                     | UPJOHN INC                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $1833624.52   | 0.08%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3168246.33   | 0.15%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                    | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77833.70     | 0.00%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     24000 | PA      | $25779.69     | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1452123.76   | 0.07%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2440000 | PA      | $2267711.28   | 0.10%             | 2025-07-19      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    615000 | PA      | $573281.87    | 0.03%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1853583.85   | 0.09%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $809224.71    | 0.04%             | 2025-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91766.24     | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-1                                         | FORDR 2018-1 B                 | CUSIP: 34532RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $488723.57    | 0.02%             | 2031-07-15      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (PHILIP)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -700000 | NC      | $331.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13516.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                         | DRIVE 2020-2 D                 | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $195505.92    | 0.01%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD               | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35050.49     | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1623000 | PA      | $1547648.09   | 0.07%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAA2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288490.59    | 0.01%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5715000 | PA      | $5325056.18   | 0.25%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $135824.29    | 0.01%             | 2028-06-14      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3869338.14   | 0.18%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    960000 | PA      | $943657.66    | 0.04%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    870000 | PA      | $770454.90    | 0.04%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $280783.31    | 0.01%             | 2026-04-12      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2845245.12   | 0.13%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92705.41     | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    470000 | PA      | $417238.84    | 0.02%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                      | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    600000 | PA      | $559908.59    | 0.03%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4063019.60   | 0.19%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                           | INDONESIA ASAHAN               | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |    314000 | PA      | $308026.72    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: 445545AL0<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   1218000 | PA      | $1216829.64   | 0.06%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1067482.39   | 0.05%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425781.80    | 0.02%             | 2025-03-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $990365.03    | 0.05%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1945000 | PA      | $1739976.71   | 0.08%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                                        | HART 2022-B A3                 | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010000 | PA      | $990460.64    | 0.05%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151150.74    | 0.01%             | 2024-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                       | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1664851.63   | 0.08%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                                      | HERTZ 2022-3A A                | CUSIP: 42806MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $136469.79    | 0.01%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156311.74    | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $607457.59    | 0.03%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                 | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $849399.89    | 0.04%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | ALBEMARLE CORP                 | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488909.17    | 0.02%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU               | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3934286.20   | 0.18%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3780000 | PA      | $3413198.36   | 0.16%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE24 Mortgage Trust                                                 | COMM 2015-CR24 A5              | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322200 | PA      | $306082.33    | 0.01%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2646297.24   | 0.12%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | HEALTH CARE REIT               | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $2161317.37   | 0.10%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-B                                                   | VZOT 2020-B B                  | CUSIP: 92290BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630000 | PA      | $606932.61    | 0.03%             | 2025-02-20      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                 | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $512315.90    | 0.02%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013608.36   | 0.05%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B                                       | SMB 2018-B A2A                 | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360837 | PA      | $346830.85    | 0.02%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1356450.92   | 0.06%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404596.11    | 0.02%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-D                                   | TAOT 2021-D A4                 | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $296515.20    | 0.01%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4882000 | PA      | $4865984.65   | 0.22%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454537.08    | 0.02%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST GCCT_2021-1A                                           | GCCT 2021-1A A                 | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $736222.45    | 0.03%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital UK PLC                                          | GSK CONSUMER                   | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   4875000 | PA      | $4642731.11   | 0.21%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $502510.50    | 0.02%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $575954.70    | 0.03%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2185000 | PA      | $1897075.27   | 0.09%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ12                                         | GSMS 2013-GC12 B               | CUSIP: 36197XAQ7<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98834.41     | 0.00%             | 2046-06-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN               | CUSIP: 276480AK6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    221000 | PA      | $212628.49    | 0.01%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1163159.54   | 0.05%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199977.96    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                                      | HERTZ 2022-3A C                | CUSIP: 42806MAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $96919.48     | 0.00%             | 2025-03-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABHLD 7.375 9/1/2025          | CUSIP: N/A<br>LEI: F2TJC7HPPHLHU1AQMP98       | Long             | DBT              | CORP              | US        |    103000 | PA      | $98727.02     | 0.00%             | 2025-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                               | BRUNSWICK CORP                 | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    750000 | PA      | $693037.56    | 0.03%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2904216.31   | 0.13%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276006.34    | 0.01%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4                   | GMCAR 2020-4 C                 | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $83625.41     | 0.00%             | 2026-05-18      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN               | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $113032.41    | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782930.77    | 0.04%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1906944.23   | 0.09%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1669286.52   | 0.08%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    314000 | PA      | $289783.78    | 0.01%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU               | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2906000 | PA      | $2940469.05   | 0.14%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3285669.75   | 0.15%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution PLC                                      | NAT GRD ELCT DIS               | CUSIP: QJ2268119<br>LEI: 549300HFCD0G1TPU4N09 | Long             | DBT              | CORP              | GB        |    428000 | PA      | $511041.26    | 0.02%             | 2023-11-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $357261.78    | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1816545.64   | 0.08%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1091525.10   | 0.05%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3254601.47   | 0.15%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1075770.93   | 0.05%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    910000 | PA      | $768662.39    | 0.04%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196104.66    | 0.01%             | 2024-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Embraer Overseas Ltd                                                            | EMBRAER OVERSEAS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     37000 | PA      | $36977.93     | 0.00%             | 2023-09-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                        | MSC 2016-BNK2 A3               | CUSIP: 61690YBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $283768.26    | 0.01%             | 2049-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                               | MSC 2017-HR2 ASB               | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139469 | PA      | $133302.57    | 0.01%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                  | JPMCC 2013-LC11 A5             | CUSIP: 46639YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1914 | PA      | $1903.01      | 0.00%             | 2046-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                | CUSIP: 17148PAD3<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |     83896 | PA      | $83686.36     | 0.00%             | 2024-12-27      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93715.94     | 0.00%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | BACM 2017-BNK3 A4              | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $102827.05    | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889577.17    | 0.04%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1039658.93   | 0.05%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2166487.28   | 0.10%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (AXP)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1649.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    945000 | PA      | $924005.17    | 0.04%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1452603.41   | 0.07%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                                              | UNITED ENERGY D                | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |    800000 | PA      | $534712.30    | 0.02%             | 2024-10-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-SA2 Trust                                                     | RFMSI 2006-SA2 2A1             | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131244 | PA      | $81743.06     | 0.00%             | 2036-08-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1479166.37   | 0.07%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $368488.14    | 0.02%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS PLC                                                    | DPS LEHMAN BRTH HLD            | CUSIP: N/A<br>LEI: 213800ERUMY5KWCIHJ87       | Long             | DBT              | CORP              | US        |    210000 | PA      | $21.00        | 0.00%             | 2065-08-19      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254324.16    | 0.01%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1874058.09   | 0.09%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $127302.23    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YBA6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296661.40    | 0.01%             | 2024-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34000.01     | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $747909.75    | 0.03%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC               | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95621.79     | 0.00%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342510.57    | 0.02%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $967445.14    | 0.04%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C                                      | SRT 2021-C C                   | CUSIP: 80286CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    410000 | PA      | $380288.45    | 0.02%             | 2026-03-20      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC               | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    803000 | PA      | $787349.65    | 0.04%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1516476.44   | 0.07%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $182224.20    | 0.01%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1392487.46   | 0.06%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1470780.06   | 0.07%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -15 | NC      | $98892.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                   | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2315022.73   | 0.11%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | SKY LTD                        | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |   1580000 | PA      | $1542592.09   | 0.07%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1636727.60   | 0.08%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $408493.29    | 0.02%             | 2023-01-19      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE               | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1354760.01   | 0.06%             | 2024-11-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1021587.78   | 0.05%             | 2026-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708572.09    | 0.03%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_22-2                                                | HPEFS 2022-2A A3               | CUSIP: 40441TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $225077.98    | 0.01%             | 2029-09-20      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                               | SDART 2022-3 A3                | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $226025.16    | 0.01%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2437000 | PA      | $2351733.59   | 0.11%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $510891.99    | 0.02%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97517.51     | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394752.81    | 0.02%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1530422.26   | 0.07%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192257.89    | 0.01%             | 2027-03-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45571.91     | 0.00%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | JPMCC 2013-C16 AS              | CUSIP: 46641BAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $393632.60    | 0.02%             | 2046-12-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $854858.95    | 0.04%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58527.63     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-3                                                   | BSARM 2007-3 1A1               | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92406 | PA      | $80511.47     | 0.00%             | 2047-05-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                 | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    445000 | PA      | $423152.46    | 0.02%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    480000 | PA      | $450928.79    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                         | COMET 2019-A3 A3               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $237154.24    | 0.01%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1702.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    720000 | PA      | $693211.77    | 0.03%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187781.29    | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                        | MID-ATLANTIC INT               | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $329263.13    | 0.02%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                   | CGCMT 2014-GC23 B              | CUSIP: 17322VAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $122885.24    | 0.01%             | 2047-07-10      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106480.56    | 0.00%             | 2045-05-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                 | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46685.07     | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUST 10Y BOND FUT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -8 | NC      | $35336.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA               | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   5506000 | PA      | $5388178.32   | 0.25%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    330000 | PA      | $287356.96    | 0.01%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   2050000 | PA      | $1824298.05   | 0.08%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46079.16     | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                  | BANK 2017-BNK9 A4              | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $231161.63    | 0.01%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1414749.49   | 0.07%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $994854.41    | 0.05%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $638419.05    | 0.03%             | 2024-09-24      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D                                     | WOART 2022-D A4                | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $277835.40    | 0.01%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1590000 | PA      | $1494310.17   | 0.07%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459572.38    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11593125.60  | 0.53%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: 77586RAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    733000 | PA      | $704617.94    | 0.03%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATIONA               | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    570000 | PA      | $500211.09    | 0.02%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1689729.43   | 0.08%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |   1120000 | PA      | $750567.12    | 0.03%             | 2025-05-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461820.86    | 0.02%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                   | TAOT 2022-C A2A                | CUSIP: 89231CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610000 | PA      | $603979.00    | 0.03%             | 2025-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                           | STIFEL FINANCIAL               | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    485000 | PA      | $475458.50    | 0.02%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                   | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    762000 | PA      | $757684.44    | 0.03%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1445629.78   | 0.07%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |     29564 | PA      | $29305.32     | 0.00%             | 2026-07-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2026000 | PA      | $1829598.81   | 0.08%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2667000 | PA      | $2583602.83   | 0.12%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |    172000 | PA      | $179235.21    | 0.01%             | 2025-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                  | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    645000 | PA      | $804957.29    | 0.04%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                        | WFRBS 2014-C20 B               | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $250575.72    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    285000 | PA      | $351638.47    | 0.02%             | 2028-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145632.04    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | ROYAL BK SCOTLND               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $879998.62    | 0.04%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE               | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |    690000 | PA      | $418334.44    | 0.02%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38689.95     | 0.00%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                | CAMPBELL SOUP CO               | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    670000 | PA      | $654519.73    | 0.03%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   3210000 | PA      | $2973417.51   | 0.14%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177161.92    | 0.01%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1890452.37   | 0.09%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                        | MSC 2014-150E A                | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $337387.24    | 0.02%             | 2032-09-09      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | UNITI/UNITI/CSL                | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $232932.49    | 0.01%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1164598.45   | 0.05%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | BRANCH BKG & TR                | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467188.23    | 0.02%             | 2029-09-17      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                   | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407652.72    | 0.02%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2285669.61   | 0.11%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FIN PLC                  | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1127076.72   | 0.05%             | 2024-04-06      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516354.54    | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FIN II                | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2948619.31   | 0.14%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS-BAMLL Trust                                                                 | UBSBM 2012-WRM A               | CUSIP: 90269PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19204 | PA      | $18063.47     | 0.00%             | 2030-06-10      | Fixed         | 3.66%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                   | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $717012.06    | 0.03%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC CORP                   | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34594.91     | 0.00%             | 2025-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112968.21    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: 219868CE4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   2292000 | PA      | $2128865.07   | 0.10%             | 2024-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DLL FINANCE LLC DLLAD_21-1                                                      | DLLAD 2021-1A A3               | CUSIP: 233262AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $372729.92    | 0.02%             | 2026-09-21      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Persero PT                                                            | PT PERTAMINA                   | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    567000 | PA      | $505085.23    | 0.02%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    900000 | PA      | $854048.80    | 0.04%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $898673.02    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                               | DXC TECH CO                    | CUSIP: 23355LAH9<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280416.27    | 0.01%             | 2026-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1012465.25   | 0.05%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1430000 | PA      | $1298666.57   | 0.06%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $955.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1391721.69   | 0.06%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC30                                          | GSMS 2015-GC30 A4              | CUSIP: 36250GAP0<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    412500 | PA      | $390270.42    | 0.02%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SKYMILES IP LTD                | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    110000 | PA      | $111982.31    | 0.01%             | 2027-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                  | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    647000 | PA      | $595099.67    | 0.03%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                      | CD 2017-CD5 AS                 | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $53650.25     | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $194270.14    | 0.01%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $848236.55    | 0.04%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    333000 | PA      | $276508.26    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |   1199000 | PA      | $1277208.57   | 0.06%             | 2023-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1010647.77   | 0.05%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11093.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EI du Pont de Nemours and Co                                                    | DUPONT EI NEMOUR               | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    460000 | PA      | $424812.58    | 0.02%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                             | WSO FINANCE PTY                | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |    310000 | PA      | $210024.01    | 0.01%             | 2023-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                  | WFCM 2017-C39 A4               | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $109529.84    | 0.01%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_20-1A                               | CPART 2020-1A A4               | CUSIP: 13645YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    200000 | PA      | $194220.10    | 0.01%             | 2025-03-19      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                 | WFCM 2015-LC22 AS              | CUSIP: 94989TBB9<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $257662.27    | 0.01%             | 2058-09-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BH1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    645000 | PA      | $667145.44    | 0.03%             | 2026-03-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    805000 | PA      | $786540.33    | 0.04%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    405000 | PA      | $351551.38    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 1/23                  | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11750000 | PA      | $11788554.10  | 0.54%             | 2023-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |    182000 | PA      | $189768.61    | 0.01%             | 2027-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_19-A                                            | MMAF 2019-A A5                 | CUSIP: 60700FAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $210917.98    | 0.01%             | 2041-11-12      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2849586.11   | 0.13%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE25 Mortgage Trust                                                 | COMM 2015-CR25 A4              | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253300 | PA      | $241949.10    | 0.01%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | OWL ROCK CAPITAL               | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1125995.30   | 0.05%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | BOAD                           | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |    230000 | PA      | $215401.73    | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 A4              | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139727.39    | 0.01%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_17-D                                        | SOFI 2017-D A2FX               | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65842 | PA      | $63013.79     | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    420000 | PA      | $400967.52    | 0.02%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1534345.42   | 0.07%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2017381.09   | 0.09%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216BK5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376264.82    | 0.02%             | 2026-09-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                        | LAMB WESTON HLD                | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71100.13     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                    | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    819000 | PA      | $811420.59    | 0.04%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                            | TALNT 2019-1A A                | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $96450.98     | 0.00%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                | WESTFIELD AMERIC               | CUSIP: AM9809360<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $215662.58    | 0.01%             | 2025-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                              | BX 2019-OC11 A                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $309172.81    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CVS)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1738.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2635284.21   | 0.12%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1850752.56   | 0.09%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CRED SUIS NY                   | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    870000 | PA      | $811987.43    | 0.04%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   6085000 | PA      | $5403938.14   | 0.25%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1822841.55   | 0.08%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                                           | ENCOMPASS HLTH                 | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54471.61     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                  | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2281848.10   | 0.11%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2152954.50   | 0.10%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469290.68    | 0.02%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                 | BANK 2019-BN17 ASB             | CUSIP: 065403BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164000 | PA      | $153917.71    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5245000 | PA      | $4887550.31   | 0.23%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE               | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92751.32     | 0.00%             | 2026-12-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1                                   | DCENT 2021-A2 A2               | CUSIP: 254683CQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $287749.41    | 0.01%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                               | VORNADO RLTY LP                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338848.43    | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1345047.00   | 0.06%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                      | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91927.32     | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | MSBAM 2016-C29 C               | CUSIP: 61766EBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $157616.71    | 0.01%             | 2049-05-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956092.36    | 0.04%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1522188.41   | 0.07%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-1A                                                  | VZMT 2021-2 B                  | CUSIP: 92348KAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $529595.09    | 0.02%             | 2028-04-20      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-C                                        | HART 2020-C C                  | CUSIP: 44891RAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $225973.90    | 0.01%             | 2027-12-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1780000 | PA      | $1741622.17   | 0.08%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                   | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288821.10    | 0.01%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2                   | GMCAR 2021-2 C                 | CUSIP: 380149AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $200840.53    | 0.01%             | 2027-01-19      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317461.07    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    565000 | PA      | $554287.15    | 0.03%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    595000 | PA      | $581948.69    | 0.03%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $277372.05    | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2090972.99   | 0.10%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                            | PT PERTAMINA                   | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | CORP              | ID        |   1688000 | PA      | $1674884.24   | 0.08%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    280000 | PA      | $276859.56    | 0.01%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1020000 | PA      | $949225.30    | 0.04%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                    | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $2838784.50   | 0.13%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $973229.72    | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    850000 | PA      | $755633.82    | 0.03%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3196000 | PA      | $3240365.40   | 0.15%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.607500 17-JAN-2023    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  19102000 | NC      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2517675.35   | 0.12%             | 2025-06-23      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $679309.10    | 0.03%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1073749.91   | 0.05%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                  | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $331520.76    | 0.02%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CMCSA)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1585.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen Finance LLC                                                              | TIAA ASSET MGMT                | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488000 | PA      | $475155.59    | 0.02%             | 2024-11-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20068750.00  | 0.92%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN               | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87323 | PA      | $84689.44     | 0.00%             | 2027-08-02      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC / CRC Finco Inc                                   | CAESARS RESORT                 | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98000.28     | 0.00%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                         | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2871650.31   | 0.13%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1262592.98   | 0.06%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1627520.38   | 0.07%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    920000 | PA      | $911757.98    | 0.04%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -300000 | NC      | $-1179.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                 | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263705.84    | 0.01%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6990000 | PA      | $6933602.72   | 0.32%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST CARD2_21-1A                                                      | CARD2 2021-1A A                | CUSIP: 14161GBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   1460000 | PA      | $1378339.43   | 0.06%             | 2027-04-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1632852.01   | 0.08%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $841686.22    | 0.04%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                        | WFRBS 2014-C21 AS              | CUSIP: 92939FAW9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $162158.21    | 0.01%             | 2047-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1470000 | PA      | $1347027.53   | 0.06%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                             | JPMBB 2013-C12 AS              | CUSIP: 46639NAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $178163.64    | 0.01%             | 2045-07-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113354.52    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                               | DXC TECH CO                    | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    770000 | PA      | $669657.56    | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                    | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602904.05    | 0.03%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                    | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1756298.10   | 0.08%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    196000 | PA      | $161343.98    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | JPMCC 2013-C16 B               | CUSIP: 46641BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $540952.01    | 0.02%             | 2046-12-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37377.14     | 0.00%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2552680.34   | 0.12%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                               | TESLA 2020-A A4                | CUSIP: 88167HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $129642.71    | 0.01%             | 2023-12-20      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1                   | GMCAR 2021-1 B                 | CUSIP: 36261LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $91695.27     | 0.00%             | 2027-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 AS              | CUSIP: 94988XAW6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $191449.20    | 0.01%             | 2050-08-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3717000 | PA      | $3318935.84   | 0.15%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_17-A                                           | NAVSL 2017-A A2A               | CUSIP: 63939XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71736 | PA      | $69828.85     | 0.00%             | 2058-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4228000 | PA      | $3986634.01   | 0.18%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI               | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    366000 | PA      | $349593.85    | 0.02%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L               | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $72343.35     | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                     | MSBAM 2013-C10 C               | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $64247.23     | 0.00%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2127711.49   | 0.10%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    395000 | PA      | $382130.65    | 0.02%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TIDEWATER AUTO RECEIVABLES TRUST TMCAT_18-AA                                    | TMCAT 2018-AA D                | CUSIP: 88642MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4287 | PA      | $4284.72      | 0.00%             | 2024-11-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                 | COMM 2015-CR27 A4              | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $777214.89    | 0.04%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC Via Gaz Capital SA                                                 | GAZPROM                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    570000 | PA      | $427080.42    | 0.02%             | 2024-01-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    116000 | PA      | $103651.51    | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1690826.20   | 0.08%             | 2024-02-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1799480.28   | 0.08%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 B                 | CUSIP: 34531NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $187212.56    | 0.01%             | 2031-08-15      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1830321.44   | 0.08%             | 2026-02-13      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3076903.46   | 0.14%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                  | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1050037.09   | 0.05%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561939.09    | 0.03%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1396490.80   | 0.06%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE               | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    720000 | PA      | $672629.16    | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $655573.91    | 0.03%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E                                      | SOFI 2017-E A2B                | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24979 | PA      | $24793.12     | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1113088.63   | 0.05%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                    | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1490478.11   | 0.07%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: 168863CA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    260000 | PA      | $246460.40    | 0.01%             | 2026-01-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1471713.04   | 0.07%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                         | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    650000 | PA      | $593702.38    | 0.03%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470749.69    | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1073958.41   | 0.05%             | 2028-06-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS               | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135242.47    | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                       | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1331216.63   | 0.06%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5793149.61   | 0.27%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                       | MEAD JOHNSON NUT               | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97933.92     | 0.00%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                   | TAOT 2022-C A4                 | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $319146.60    | 0.01%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2038338.56   | 0.09%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1977991.63   | 0.09%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 B               | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $253892.23    | 0.01%             | 2047-09-10      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2017112.59   | 0.09%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1132.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B C                 | CUSIP: 88161KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $213374.17    | 0.01%             | 2025-09-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D                                      | SOFI 2016-D A1                 | CUSIP: 83404LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7174 | PA      | $7161.91      | 0.00%             | 2039-01-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1498337.29   | 0.07%             | 2025-05-09      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1896700.16   | 0.09%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_16-6A                                          | NAVSL 2016-6A A2               | CUSIP: 63940LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50954 | PA      | $50939.29     | 0.00%             | 2066-03-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                  | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $997635.21    | 0.05%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1172228.46   | 0.05%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    535000 | PA      | $498319.90    | 0.02%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                      | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $147849.58    | 0.01%             | 2024-01-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    875000 | PA      | $846875.67    | 0.04%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                        | REP OF KOREA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    257000 | PA      | $240367.17    | 0.01%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $332582.16    | 0.02%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2348336.59   | 0.11%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $927012.00    | 0.04%             | 2026-02-12      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1085481.48   | 0.05%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    667000 | PA      | $680365.39    | 0.03%             | 2026-05-08      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                              | JPMDB 2017-C7 A5               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $147090.00    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | JPMCC 2013-C13 C               | CUSIP: 46640JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $68858.18     | 0.00%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1342447.63   | 0.06%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                   | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1568335.67   | 0.07%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                  | FIRST-CITIZENS                 | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    515000 | PA      | $486110.98    | 0.02%             | 2025-09-27      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                  | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1552126.13   | 0.07%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                         | STACR 2022-HQA1 M1A            | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122021 | PA      | $120358.26    | 0.01%             | 2042-03-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140212.32    | 0.01%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4                   | GMCAR 2020-4 B                 | CUSIP: 36260KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $222872.42    | 0.01%             | 2026-03-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                  | WFCM 2015-C30 A4               | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $522230.45    | 0.02%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    623000 | PA      | $577765.28    | 0.03%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                          | AP MOLLER                      | CUSIP: 00203QAD9<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $771003.61    | 0.04%             | 2025-09-28      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 2015-SFR2 B               | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $95659.62     | 0.00%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-6                                                  | VZMT 2022-6 A                  | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580000 | PA      | $560418.97    | 0.03%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2717000 | PA      | $2368572.65   | 0.11%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1723509.23   | 0.08%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107331.62    | 0.00%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.602500 03-FEB-2023    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  19119000 | NC      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $948279.22    | 0.04%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                     | BRDCOM CRP / FIN               | CUSIP: 11134LAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    900000 | PA      | $865054.22    | 0.04%             | 2025-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |   1458000 | PA      | $1462762.52   | 0.07%             | 2025-03-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5377595.97   | 0.25%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80537.96     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477192.61    | 0.02%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 948741AK9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335822.48    | 0.02%             | 2024-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP               | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    246000 | PA      | $227360.81    | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELEC PWR                 | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    385000 | PA      | $386822.22    | 0.02%             | 2026-04-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                              | JPMDB 2018-C8 A4               | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9398.14      | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83406.64     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121562.36    | 0.01%             | 2023-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | SBSN INDO III                  | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    469000 | PA      | $464589.71    | 0.02%             | 2027-06-06      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUST 3YR BOND FUT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -31 | NC      | $30579.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Ohio Gas Co/The                                                            | EAST OHIO GAS CO               | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    285000 | PA      | $258277.98    | 0.01%             | 2025-06-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    530000 | PA      | $533875.03    | 0.02%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                 | COMM 2015-CR27 C               | CUSIP: 12635QBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $742698.99    | 0.03%             | 2048-10-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $992027.07    | 0.05%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144923.94    | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-2                         | AMXCA 2022-2 A                 | CUSIP: 02582JJT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    890000 | PA      | $863963.85    | 0.04%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3002127.54   | 0.14%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                         | ACTIVISION BLIZZ               | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219003.60    | 0.01%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (D)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1457.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                 | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1040000 | PA      | $977748.91    | 0.05%             | 2024-06-17      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                             | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    140000 | PA      | $93933.85     | 0.00%             | 2026-01-08      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2                                  | GFORT 2020-2 B                 | CUSIP: 361886CN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $269734.67    | 0.01%             | 2025-10-15      | Fixed         | 0.96%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1400871.09   | 0.06%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2455000 | PA      | $2358495.10   | 0.11%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $94371.30     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 AM                 | CUSIP: 12514MBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $70806.53     | 0.00%             | 2049-08-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Csail 2015-C2 Commercial Mortgage Trust                                         | CSAIL 2015-C2 A4               | CUSIP: 12634NAT5<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $312339.59    | 0.01%             | 2057-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    100000 | PA      | $92296.75     | 0.00%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                    | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $946025.75    | 0.04%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                         | CFCRE 2016-C4 A4               | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $94501.14     | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | UPJOHN INC                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $892170.44    | 0.04%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_21-3                                         | EFF 2021-3 A2                  | CUSIP: 29373MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    384713 | PA      | $367760.73    | 0.02%             | 2027-08-20      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS               | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351124.77    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2897155.37   | 0.13%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-A                                        | HART 2021-A B                  | CUSIP: 44933LAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $243588.60    | 0.01%             | 2027-05-17      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97621.92     | 0.00%             | 2025-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1665139.21   | 0.08%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482563.14    | 0.02%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BA)                     | CUSIP: BVN61PXB6<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |   -635000 | NC      | $290.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                    | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248568.08    | 0.01%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    563000 | PA      | $515452.11    | 0.02%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                     | MSBAM 2013-C13 A4              | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196089.20    | 0.01%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1057427.61   | 0.05%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A                                      | AESOP 2019-2A A                | CUSIP: 05377RDL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460000 | PA      | $444138.42    | 0.02%             | 2025-09-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190149.93    | 0.01%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3079564.77   | 0.14%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1                                | DLLMT 2021-1A A3               | CUSIP: 23345FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $333518.50    | 0.02%             | 2025-07-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    477000 | PA      | $446581.77    | 0.02%             | 2024-04-15      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2437768.68   | 0.11%             | 2026-03-03      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC13                                          | GSMS 2013-GC13 C               | CUSIP: 36198EAY1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $120756.09    | 0.01%             | 2046-07-10      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   3035000 | PA      | $2889714.09   | 0.13%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    910000 | PA      | $898570.18    | 0.04%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A2                             | COMET 2022-A2 A                | CUSIP: 14041NGA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1274037.23   | 0.06%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                 | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1163834.93   | 0.05%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | JPMCC 2013-C16 A3              | CUSIP: 46641BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28525 | PA      | $28216.15     | 0.00%             | 2046-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1250000 | PA      | $1169329.03   | 0.05%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                | CUSIP: 233851DS0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982682.86    | 0.05%             | 2024-02-22      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $505963.74    | 0.02%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $476065.96    | 0.02%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                   | APOLLO MNGMT HLD               | CUSIP: 03765HAA9<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159648.23    | 0.01%             | 2024-05-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1060000 | PA      | $985036.59    | 0.05%             | 2025-04-01      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2017909.54   | 0.09%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR               | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281199.74    | 0.01%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    386000 | PA      | $330507.13    | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                 | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1459782.08   | 0.07%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN               | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    780000 | PA      | $745269.03    | 0.03%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1067050.20   | 0.05%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arab Petroleum Investments Corp                                                 | ARAB PETROLEUM                 | CUSIP: 03845EAA0<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | CORP              | N/A       |    442000 | PA      | $437867.14    | 0.02%             | 2023-09-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142879.61    | 0.01%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    725000 | PA      | $618162.18    | 0.03%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                                         | TRINITY ACQ PLC                | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $38724.52     | 0.00%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3563752.11   | 0.16%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3                 | GMCAR 2020-3 D                 | CUSIP: 362590AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $94526.02     | 0.00%             | 2027-09-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2301451.33   | 0.11%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE26 Mortgage Trust                                                 | COMM 2015-CR26 A4              | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753000 | PA      | $712995.59    | 0.03%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 A                 | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $382370.12    | 0.02%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    662000 | PA      | $657015.64    | 0.03%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1370639.26   | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-68482.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                 | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    512000 | PA      | $478500.90    | 0.02%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp                                                         | KOREA NATL OIL                 | CUSIP: 50066RAM8<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $531537.07    | 0.02%             | 2025-10-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62133.83     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                 | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1017486.84   | 0.05%             | 2024-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comm 2013-CCRE13 Mortgage Trust                                                 | COMM 2013-CR13 A4              | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76000 | PA      | $74960.05     | 0.00%             | 2046-11-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1323414.15   | 0.06%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4702495.20   | 0.22%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402520.74    | 0.02%             | 2026-03-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2893812.34   | 0.13%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NTPC Ltd                                                                        | NTPC LTD                       | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195046.92    | 0.01%             | 2024-11-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-B                                        | HART 2021-B A4                 | CUSIP: 44934KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630000 | PA      | $571156.74    | 0.03%             | 2027-02-16      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1677644.63   | 0.08%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $854836.98    | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                  | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    630000 | PA      | $600239.65    | 0.03%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    570000 | PA      | $558493.59    | 0.03%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1845277.58   | 0.08%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                        | MOLSON COORS                   | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1016752.36   | 0.05%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2247803.56   | 0.10%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283609.25    | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1663035.69   | 0.08%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3174000 | PA      | $2937606.67   | 0.14%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |    645000 | PA      | $661582.02    | 0.03%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                      | CD 2017-CD4 A4                 | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $166588.18    | 0.01%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    540000 | PA      | $503112.54    | 0.02%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1270000 | PA      | $1103529.19   | 0.05%             | 2027-01-12      | Variable      | 1.34%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                         | CARMX 2020-3 C                 | CUSIP: 14315FAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $150009.26    | 0.01%             | 2026-04-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    680000 | PA      | $629961.01    | 0.03%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1462830.59   | 0.07%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696210.48    | 0.03%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2742059.38   | 0.13%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    520000 | PA      | $505096.42    | 0.02%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 A4                 | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $188496.84    | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Misc Capital Two Labuan Ltd                                                     | MISC CAPITAL TWO               | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    205000 | PA      | $187309.95    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                  | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1269302.38   | 0.06%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F                                      | SOFI 2017-F A2FX               | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65457 | PA      | $62932.89     | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAR3<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    955000 | PA      | $959014.90    | 0.04%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47092.81     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    835000 | PA      | $819694.38    | 0.04%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BA)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    310000 | NC      | $479.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                        | WFRBS 2014-C20 C               | CUSIP: 92890FAZ9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $77720.19     | 0.00%             | 2047-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    302000 | PA      | $290565.28    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    230000 | PA      | $205528.84    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 B               | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $94640.48     | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                             | FORDF 2020-1 D                 | CUSIP: 34528QHP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $184785.56    | 0.01%             | 2025-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3202000 | PA      | $2944278.42   | 0.14%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                     | MSBAM 2015-C23 A3              | CUSIP: 61690QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116728 | PA      | $110642.00    | 0.01%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A                                      | AESOP 2018-2A A                | CUSIP: 05377RDC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $314312.38    | 0.01%             | 2025-03-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72911.83     | 0.00%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651649.62    | 0.03%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2482439.02   | 0.11%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $59047.06     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CBA1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142873.70    | 0.01%             | 2024-01-12      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    750000 | PA      | $511208.45    | 0.02%             | 2025-06-28      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (ALLY)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $-4579.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH               | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4455074.46   | 0.21%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2553000 | PA      | $2493419.13   | 0.11%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1700000 | PA      | $1474745.05   | 0.07%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516240.47    | 0.02%             | 2024-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1796000 | PA      | $1732992.84   | 0.08%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    940000 | PA      | $848814.55    | 0.04%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    950000 | PA      | $899901.05    | 0.04%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (T)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -5240000 | NC      | $6293.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1616999.90   | 0.07%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105053.18    | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    835000 | PA      | $825402.48    | 0.04%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD               | CUSIP: BJ6318445<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1460000 | PA      | $1009554.40   | 0.05%             | 2030-05-28      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| COMM 2013-LC13 Mortgage Trust                                                   | COMM 2013-LC13 AM              | CUSIP: 12626GAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $430444.51    | 0.02%             | 2046-08-10      | Variable      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044CY5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    302000 | PA      | $298328.02    | 0.01%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29187.76     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    515000 | PA      | $486836.70    | 0.02%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: 715638AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1096000 | PA      | $1148704.34   | 0.05%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $169427.54    | 0.01%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3008743.29   | 0.14%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    415000 | PA      | $403683.65    | 0.02%             | 2024-06-30      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                         | CSAIL 2015-C3 C                | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $206966.81    | 0.01%             | 2048-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                    | SETANTA AIRCRAFT               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   1045000 | PA      | $1037815.63   | 0.05%             | 2028-11-05      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558502.28    | 0.03%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1034420.67   | 0.05%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC               | CUSIP: 52107QAG0<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222184.46    | 0.01%             | 2025-02-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1785182.76   | 0.08%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                | BMARK 2018-B8 A4               | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93399.82     | 0.00%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1550150.34   | 0.07%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $450604.29    | 0.02%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | OWL ROCK CAPITAL               | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55294.77     | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Security Benefit Global Funding                                                 | SECURITY BENEFIT               | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |    405000 | PA      | $379717.14    | 0.02%             | 2024-05-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3689627.73   | 0.17%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2155000 | PA      | $1945690.88   | 0.09%             | 2030-07-22      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1784846.24   | 0.08%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2370000 | PA      | $2341007.84   | 0.11%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    310000 | PA      | $276290.36    | 0.01%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                  | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2323468.94   | 0.11%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1258961.26   | 0.06%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1418532.32   | 0.07%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2273483.92   | 0.10%             | 2026-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding 2006-H Trust                                            | BAFC 2006-H 2A2                | CUSIP: 05950PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67894 | PA      | $57301.91     | 0.00%             | 2046-09-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $418249.14    | 0.02%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $613625.65    | 0.03%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                | BMARK 2018-B2 A5               | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $188417.74    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118544.26    | 0.01%             | 2024-04-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-4                         | AMXCA 2022-4 A                 | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $644436.74    | 0.03%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    134000 | PA      | $123720.88    | 0.01%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR3                              | FHASI 2006-AR3 1A1             | CUSIP: 32052EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39241 | PA      | $26842.67     | 0.00%             | 2036-11-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    393000 | PA      | $392491.34    | 0.02%             | 2025-01-20      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                     | BRDCOM CRP / FIN               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1570000 | PA      | $1486313.29   | 0.07%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190587.95    | 0.01%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1193964.61   | 0.05%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2115745.50   | 0.10%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fidelity & Guaranty Life Holdings Inc                                           | FIDELITY & GUARA               | CUSIP: 315786AC7<br>LEI: 549300WCR5QBFH98VZ75 | Long             | DBT              | CORP              | US        |    264000 | PA      | $260284.12    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    875000 | PA      | $862031.51    | 0.04%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                  | CAPITAL ONE NA                 | CUSIP: 14042TCT2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1435422.46   | 0.07%             | 2026-01-28      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    310000 | PA      | $202784.21    | 0.01%             | 2024-03-08      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1238267.44   | 0.06%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61675.60     | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL               | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1282063.26   | 0.06%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2390403.95   | 0.11%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    850000 | PA      | $839581.86    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP               | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769269.10    | 0.04%             | 2025-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER               | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    580000 | PA      | $556449.04    | 0.03%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $256771.47    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                | CUSIP: 171239AE6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    685000 | PA      | $682432.50    | 0.03%             | 2024-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462906.55    | 0.02%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157666.38    | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                         | DRIVE 2020-2 C                 | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114829 | PA      | $114149.51    | 0.01%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                   | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |    400000 | PA      | $264235.30    | 0.01%             | 2025-04-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1575663.48   | 0.07%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                              | KIMBERLY-CLA MEX               | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | DBT              | CORP              | MX        |    350000 | PA      | $331296.60    | 0.02%             | 2025-03-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR4                              | FHASI 2006-AR4 1A1             | CUSIP: 32053AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77154 | PA      | $51615.95     | 0.00%             | 2037-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4492143.90   | 0.21%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1                                 | TALNT 2021-1A A                | CUSIP: 89237MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280000 | PA      | $1135196.67   | 0.05%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST                                        | FORDF 2018-4 A                 | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $159369.88    | 0.01%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $642630.61    | 0.03%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780082AM5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $826570.26    | 0.04%             | 2025-12-12      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437745.53    | 0.02%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2                                  | GFORT 2020-2 A                 | CUSIP: 361886CM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $636226.34    | 0.03%             | 2025-10-15      | Fixed         | 0.69%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC               | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    891000 | PA      | $806632.00    | 0.04%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410870.88    | 0.02%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130681.94    | 0.01%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCB9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508293.79    | 0.02%             | 2024-06-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1151273.47   | 0.05%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    770000 | PA      | $782211.45    | 0.04%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2264038.17   | 0.10%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2460000 | PA      | $2162530.13   | 0.10%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 22                                      | PEPAU 22A A1U                  | CUSIP: 71338AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     27798 | PA      | $27702.42     | 0.00%             | 2060-06-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                  | WFCM 2018-C44 A5               | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $302808.96    | 0.01%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1998054.75   | 0.09%             | 2024-07-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| New Terminal Financing Co Pty Ltd                                               | NEW TERMINAL FIN               | CUSIP: AO1975298<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    250000 | PA      | $168884.40    | 0.01%             | 2024-07-12      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134274.27    | 0.01%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $760536.12    | 0.04%             | 2026-03-17      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Resimac MBS Trust                                                               | RESI 2018-2A A1A               | CUSIP: 76119TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      9656 | PA      | $9643.75      | 0.00%             | 2050-04-10      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| US Airways 2001-1C Pass Through Trust                                           | US AIRWAYS 2001                | CUSIP: 90332UAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       829 | PA      | $829.07       | 0.00%             | 2023-09-20      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1119939.09   | 0.05%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_21-A1                                   | BACCT 2021-A1 A1               | CUSIP: 05522RDD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $122316.05    | 0.01%             | 2026-09-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $770494.78    | 0.04%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP               | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $327594.20    | 0.02%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3398257.62   | 0.16%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2680000 | PA      | $2309652.57   | 0.11%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 A4                 | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $86185.83     | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $239143.61    | 0.01%             | 2025-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C15                             | JPMBB 2013-C15 A5              | CUSIP: 46640NAE8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98721.70     | 0.00%             | 2045-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    730000 | PA      | $674202.36    | 0.03%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     45000 | PA      | $35630.23     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 C                  | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $34462.44     | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $488090.75    | 0.02%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1110053.87   | 0.05%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3085000 | PA      | $2825248.00   | 0.13%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    625000 | PA      | $596552.23    | 0.03%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                          | GSMS 2019-GC40 A4              | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $96726.48     | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE9 Mortgage Trust                                                  | COMM 2013-CR9 A4               | CUSIP: 12625UBF9<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |    242267 | PA      | $240775.52    | 0.01%             | 2045-07-10      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    205000 | PA      | $211070.26    | 0.01%             | 2024-04-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12629.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    585000 | PA      | $555605.15    | 0.03%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    850000 | PA      | $833734.96    | 0.04%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | JPMCC 2013-C16 C               | CUSIP: 46641BAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $263843.43    | 0.01%             | 2046-12-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3                 | GMCAR 2020-3 C                 | CUSIP: 362590AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $94806.05     | 0.00%             | 2026-01-16      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust                                                      | FIVE COR FND TRS               | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $857753.33    | 0.04%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: 74977RDF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1015000 | PA      | $974084.12    | 0.04%             | 2024-07-22      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1393451.03   | 0.06%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                 | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    530000 | PA      | $496503.49    | 0.02%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1587035.70   | 0.07%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 B               | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $89216.20     | 0.00%             | 2039-04-17      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1119867.32   | 0.05%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO               | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13957.13     | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1250000 | PA      | $1139247.40   | 0.05%             | 2025-09-10      | Variable      | 0.98%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1065000 | PA      | $1015236.30   | 0.05%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59762.98     | 0.00%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1113638.94   | 0.05%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                    | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1095354.51   | 0.05%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8937500.00   | 0.41%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3360000 | PA      | $2973673.01   | 0.14%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C18                                        | WFRBS 2013-C18 B               | CUSIP: 96221QAJ2<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $134015.99    | 0.01%             | 2046-12-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2                                | GMALT 2020-2 D                 | CUSIP: 36259PAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $209463.60    | 0.01%             | 2024-12-20      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7                      | MSBAM 2013-C7 AS               | CUSIP: 61690KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24940 | PA      | $24804.29     | 0.00%             | 2046-02-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: AZ7115639<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1424000 | PA      | $971690.90    | 0.04%             | 2029-07-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: 86959LAG8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    700000 | PA      | $655898.51    | 0.03%             | 2024-06-11      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A                      | WOLS 2021-A A4                 | CUSIP: 98163JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $304362.27    | 0.01%             | 2026-11-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    364000 | PA      | $371395.09    | 0.02%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                 | WFCM 2015-LC22 C               | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $283991.62    | 0.01%             | 2058-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    470000 | PA      | $452460.06    | 0.02%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261685.24    | 0.01%             | 2025-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE9 Mortgage Trust                                                  | COMM 2013-CR9 AM               | CUSIP: 12625UAC7<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246624.55    | 0.01%             | 2045-07-10      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                 | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    715000 | PA      | $677044.70    | 0.03%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                              | SIXTH STREET                   | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262707.34    | 0.01%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_20-B                                      | SRT 2020-B C                   | CUSIP: 80286RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $294861.83    | 0.01%             | 2024-12-20      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C21                             | JPMBB 2014-C21 A4              | CUSIP: 46642EAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92902 | PA      | $90151.94     | 0.00%             | 2047-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_22-1                                                    | TMUST 2022-1A A                | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $707368.17    | 0.03%             | 2028-05-22      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                                      | SRT 2021-B A3                  | CUSIP: 80286DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $541866.81    | 0.02%             | 2024-08-20      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                           | UBSCM 2017-C7 A4               | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $138237.00    | 0.01%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CR6 B                | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69757.20     | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $693777.61    | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    856000 | PA      | $809984.75    | 0.04%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FEDERAL REALTY I               | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    323000 | PA      | $295253.32    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1472967.92   | 0.07%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                       | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249406.54    | 0.01%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1285275.45   | 0.06%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291503.11    | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1050641.74   | 0.05%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | PIONEER NATURAL                | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1149568.12   | 0.05%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                    | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150649.87    | 0.01%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHINA)                  | CUSIP: BVN61DLK6<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |   -295000 | NC      | $2790.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1198196.20   | 0.06%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $61394528.00  | 2.83%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                        | WFRBS 2014-C21 A4              | CUSIP: 92939FAT6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     63133 | PA      | $60975.28     | 0.00%             | 2047-08-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    845000 | PA      | $793810.79    | 0.04%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                  | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $84768.18     | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1011312.38   | 0.05%             | 2025-10-11      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2422100.75   | 0.11%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1107276.84   | 0.05%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C13                                        | WFRBS 2013-C13 AS              | CUSIP: 92937UAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49531.33     | 0.00%             | 2045-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: ZQ0115043<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    885000 | PA      | $600876.79    | 0.03%             | 2024-10-16      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    930000 | PA      | $919283.34    | 0.04%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1646363.92   | 0.08%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1545100.14   | 0.07%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1                   | GMCAR 2021-1 C                 | CUSIP: 36261LAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $63764.32     | 0.00%             | 2027-05-17      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO               | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $595316.95    | 0.03%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                  | FIRST-CITIZENS                 | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247659.91    | 0.01%             | 2024-06-19      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| COMET_21-A3                                                                     | COMET 2021-A3 A3               | CUSIP: 14041NFY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1340000 | PA      | $1251172.74   | 0.06%             | 2026-11-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1909442.04   | 0.09%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                             | JPMBB 2014-C24 A5              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1204300 | PA      | $1157733.81   | 0.05%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                   | GMCAR 2022-3 A3                | CUSIP: 36265WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    950000 | PA      | $928750.21    | 0.04%             | 2027-04-16      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 2/23                    | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8750000 | PA      | $8622852.00   | 0.40%             | 2023-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN               | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2266817.51   | 0.10%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC               | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1270161.46   | 0.06%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477157.21    | 0.02%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1804275.82   | 0.08%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265247.55    | 0.01%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-4                                         | DRIVE 2019-4 D                 | CUSIP: 26209AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156249 | PA      | $153494.89    | 0.01%             | 2027-02-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1180635.04   | 0.05%             | 2023-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    392000 | PA      | $370666.97    | 0.02%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $370436.85    | 0.02%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-56724.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292273.84    | 0.01%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                  | DIGNITY HEALTH                 | CUSIP: 254010AD3<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29069.59     | 0.00%             | 2024-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $144405.78    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1105948.14   | 0.05%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                                    | WOART 2021-D C                 | CUSIP: 98163KAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $127654.63    | 0.01%             | 2028-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                     | COOP RAB UA/NY                 | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $265325.18    | 0.01%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC20                                          | GSMS 2014-GC20 AS              | CUSIP: 36252WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $19344.11     | 0.00%             | 2047-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 B                | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $211330.10    | 0.01%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $692005.23    | 0.03%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85464.50     | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2058449.67   | 0.09%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    405000 | PA      | $361309.94    | 0.02%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -126 | NC      | $245478.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $315830.25    | 0.01%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION               | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    303000 | PA      | $296570.54    | 0.01%             | 2025-05-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | MSBAM 2016-C32 A3              | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109065 | PA      | $101973.24    | 0.00%             | 2049-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4097796.78   | 0.19%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                 | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2300159.32   | 0.11%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    145000 | PA      | $141288.92    | 0.01%             | 2025-05-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                             | JPMBB 2013-C12 A5              | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39000 | PA      | $38679.17     | 0.00%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-124664.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238531.02    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 C                 | CUSIP: 34531NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $211948.11    | 0.01%             | 2031-08-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2514897.85   | 0.12%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1232890.61   | 0.06%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48729.93     | 0.00%             | 2024-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | STHRN GAS CRIDOR               | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    400000 | PA      | $409326.40    | 0.02%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    385000 | PA      | $369148.48    | 0.02%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    660000 | PA      | $652763.25    | 0.03%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    675000 | PA      | $657827.12    | 0.03%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAN 5YR BOND FUT  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -6 | NC      | $2517.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190326.10    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1054976.39   | 0.05%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                     | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293453.67    | 0.01%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2010765.45   | 0.09%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $237924.27    | 0.01%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                | CUSIP: 195325CX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    490000 | PA      | $460697.85    | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 2022-1A C                | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $125921.61    | 0.01%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 C                  | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $75423.46     | 0.00%             | 2051-08-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 B                 | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $51621.43     | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1973137.10   | 0.09%             | 2027-03-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1609492.81   | 0.07%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1477769.93   | 0.07%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1695937.60   | 0.08%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    790000 | PA      | $730378.88    | 0.03%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1208858.55   | 0.06%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAM3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1373848.48   | 0.06%             | 2023-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395653.92    | 0.02%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    580000 | PA      | $519787.94    | 0.02%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                     | BK OF NY MELLON                | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2487916.47   | 0.11%             | 2025-11-21      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1066804.44   | 0.05%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                       | PG&E RECOV FND                 | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1905213.07   | 0.09%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1009494.75   | 0.05%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1252135.64   | 0.06%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $68476.01     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                    | CUSIP: EK3445401<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $712044.30    | 0.03%             | 2024-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                 | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162489.99    | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2308160.22   | 0.11%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    930000 | PA      | $888011.55    | 0.04%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3689706.11   | 0.17%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $2952966.95   | 0.14%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152498.09    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    980000 | PA      | $947551.13    | 0.04%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    710000 | PA      | $666154.31    | 0.03%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DOWDUPONT                      | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2056665.86   | 0.09%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1104154.22   | 0.05%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1160213.98   | 0.05%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    750000 | PA      | $665928.55    | 0.03%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    910000 | PA      | $876995.83    | 0.04%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | PRICELINE GROUP                | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479077.00    | 0.02%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1424508.92   | 0.07%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1466951.60   | 0.07%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2015985.23   | 0.09%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $564025.49    | 0.03%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60340.90     | 0.00%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II                  | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |      9948 | PA      | $9907.06      | 0.00%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3256545.08   | 0.15%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                     | ENBRIDGE ENERGY                | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    820000 | PA      | $833431.02    | 0.04%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $777837.26    | 0.04%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                 | BANK 2018-BN14 ASB             | CUSIP: 06035RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $467349.78    | 0.02%             | 2060-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    990000 | PA      | $920560.54    | 0.04%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    686000 | PA      | $466373.25    | 0.02%             | 2024-02-16      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $851359.96    | 0.04%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    475000 | PA      | $481175.73    | 0.02%             | 2025-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 AS               | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $45139.60     | 0.00%             | 2050-09-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142494.58    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3542614.12   | 0.16%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                   | BBCMS 2022-C16 A1              | CUSIP: 05552YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257075 | PA      | $248418.65    | 0.01%             | 2055-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    299000 | PA      | $289226.85    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    200000 | PA      | $259428.38    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: N/A<br>LEI: 549300BKPEP01R3V6C59       | Long             | DBT              | CORP              | US        |    732000 | PA      | $747214.17    | 0.03%             | 2025-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2320000 | PA      | $2139731.15   | 0.10%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HDGS                    | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    840000 | PA      | $762156.52    | 0.04%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1370481.40   | 0.06%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    900000 | PA      | $794119.82    | 0.04%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    700000 | PA      | $623915.19    | 0.03%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41112.08     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                          | GSMS 2015-GC34 C               | CUSIP: 36250VAL6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $281355.85    | 0.01%             | 2048-10-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | BRANCH BKG & TR                | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    635000 | PA      | $610636.65    | 0.03%             | 2025-09-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MPC)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1043.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1630000 | PA      | $1410981.71   | 0.06%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1774020.73   | 0.08%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757786.80    | 0.03%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | AGL CAPITAL CORP               | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93455.95     | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1061831.48   | 0.05%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2707000 | PA      | $2594232.74   | 0.12%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                          | GSMS 2015-GC34 A4              | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    588000 | PA      | $553443.71    | 0.03%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    625000 | PA      | $594683.69    | 0.03%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2013 Ltd                                     | SINOPEC OVERSEAS               | CUSIP: 82937VAB3<br>LEI: 529900F9XKMFEV9DNO17 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $796146.53    | 0.04%             | 2023-10-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1638045.16   | 0.08%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    303000 | PA      | $296514.23    | 0.01%             | 2024-07-02      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    951000 | PA      | $868768.38    | 0.04%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (IBM)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1707.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1667343.39   | 0.08%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $2709931.00   | 0.12%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4050006.31   | 0.19%             | 2025-03-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2290000 | PA      | $2381917.65   | 0.11%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    870000 | PA      | $813727.01    | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    490000 | PA      | $456201.52    | 0.02%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2928000 | PA      | $2727603.82   | 0.13%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2036033.90   | 0.09%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1932994.32   | 0.09%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                          | UBSCM 2019-C16 ASB             | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $154574.45    | 0.01%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69383.56     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    830000 | PA      | $781281.29    | 0.04%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MALAYS)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -167000 | NC      | $1427.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1189000 | PA      | $1129639.52   | 0.05%             | 2024-03-11      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | MSBAM 2017-C34 A4              | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69171.61     | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                            | BAYER US FINANCE               | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    730000 | PA      | $705096.95    | 0.03%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-7                                                  | VZMT 2022-7 A1A                | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580000 | PA      | $582578.85    | 0.03%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C                                           | DRB 2017-C A2B                 | CUSIP: 518889AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38352 | PA      | $37776.79     | 0.00%             | 2042-11-25      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68458.27     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    885000 | PA      | $783969.90    | 0.04%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 A5              | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606600 | PA      | $585499.12    | 0.03%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1424000 | PA      | $1209792.15   | 0.06%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1200.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436908.95    | 0.02%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL               | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $193606.00    | 0.01%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $593517.41    | 0.03%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                 | COMM 2014-CR17 AM              | CUSIP: 12631DBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $625842.10    | 0.03%             | 2047-05-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (GM)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $-1681.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1584000 | PA      | $1492025.80   | 0.07%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    155000 | PA      | $134365.91    | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5                                         | DRIVE 2018-5 D                 | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    316906 | PA      | $316360.01    | 0.01%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7547000 | PA      | $7225670.85   | 0.33%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A3                                  | DCENT 2022-A3 A3               | CUSIP: 254683CW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2880000 | PA      | $2791364.54   | 0.13%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2048583.26   | 0.09%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2350000 | PA      | $2466391.13   | 0.11%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 A               | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99735 | PA      | $94189.04     | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST               | CUSIP: 133131AV4<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173477.46    | 0.01%             | 2024-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D                                      | SOFI 2016-D A2B                | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17577 | PA      | $17107.69     | 0.00%             | 2033-04-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust                   | WAMU 2003-AR7 A7               | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3704 | PA      | $3591.76      | 0.00%             | 2033-08-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                      | KOJAMO OYJ                     | CUSIP: AN7912800<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |    150000 | PA      | $152056.09    | 0.01%             | 2024-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_18-A                                            | MMAF 2018-A A4                 | CUSIP: 60700DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52701 | PA      | $52543.17     | 0.00%             | 2025-01-10      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (SPG)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $924.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $785764.04    | 0.04%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                      | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261228.16    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2427577.68   | 0.11%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (LNC)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $-535.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBNGP Finance Co Pty Ltd                                                        | DBNGP FINANCE CO               | CUSIP: N/A<br>LEI: 213800Q5H1Q4B99WAX06       | Long             | DBT              | CORP              | AU        |    240000 | PA      | $159070.46    | 0.01%             | 2025-05-28      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | MSBAM 2014-C16 B               | CUSIP: 61763MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $533001.90    | 0.02%             | 2047-06-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1647180.30   | 0.08%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    975000 | PA      | $855186.73    | 0.04%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C                                    | WOART 2020-C C                 | CUSIP: 98163CAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $92961.89     | 0.00%             | 2027-05-17      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                     | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291928.11    | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4123200.40   | 0.19%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268335.38    | 0.01%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                             | AMCAR 2020-2 C                 | CUSIP: 03066EAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $237033.80    | 0.01%             | 2026-02-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                             | JPMBB 2013-C17 A4              | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98408.09     | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $935191.18    | 0.04%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                    | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    890000 | PA      | $886551.66    | 0.04%             | 2025-10-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1094575.70   | 0.05%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61052.02     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CRED SUIS NY                   | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $496180.51    | 0.02%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                 | CUSIP: 67021CAK3<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274294.94    | 0.01%             | 2025-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    730000 | PA      | $705593.17    | 0.03%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY-DAVIDSON                | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468479.09    | 0.02%             | 2025-06-08      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | MSBAM 2016-C32 A4              | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    904000 | PA      | $837469.31    | 0.04%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $368229.35    | 0.02%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659017.49    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3291230.05   | 0.15%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2139300.87   | 0.10%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 AS              | CUSIP: 36253GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $360880.57    | 0.02%             | 2047-09-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1827052.25   | 0.08%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2                                  | GFORT 2020-2 C                 | CUSIP: 361886CP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $193025.70    | 0.01%             | 2025-10-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1978069.95   | 0.09%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2                                | GMALT 2021-2 A4                | CUSIP: 380144AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $192605.96    | 0.01%             | 2025-05-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5096000 | PA      | $4891884.71   | 0.23%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1539280.88   | 0.07%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    390000 | PA      | $369250.62    | 0.02%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP FINANCIAL                  | CUSIP: 125094AQ5<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    670000 | PA      | $653207.94    | 0.03%             | 2024-07-24      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Harvest Operations Corp                                                         | HARVEST OPERATIO               | CUSIP: N/A<br>LEI: B1EEF6ML54YDWRC6ZK53       | Long             | DBT              | CORP              | CA        |    560000 | PA      | $528557.68    | 0.02%             | 2024-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MET)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1297.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915549.46    | 0.04%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1325698.57   | 0.06%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC               | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    735000 | PA      | $677744.49    | 0.03%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust 2015-HBS                                             | HBCT 2015-HB7 A7               | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $446459.95    | 0.02%             | 2034-08-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (KR)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1314.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556042.22    | 0.03%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2                      | MLMI 2003-A2 2A2               | CUSIP: 589929M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6509 | PA      | $6498.18      | 0.00%             | 2033-02-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-B D                   | CUSIP: 80286RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $569853.60    | 0.03%             | 2025-10-20      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    610000 | PA      | $586779.48    | 0.03%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                                      | SRT 2021-B D                   | CUSIP: 80286DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $437394.64    | 0.02%             | 2025-11-20      | Fixed         | 1.41%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN               | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $999359.23    | 0.05%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                 | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3356902.98   | 0.15%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    341000 | PA      | $316976.57    | 0.01%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C                                    | WOART 2021-C C                 | CUSIP: 98164CAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $63669.01     | 0.00%             | 2028-04-17      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $645807.39    | 0.03%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B                                      | SOFI 2017-B A2FX               | CUSIP: 83403YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18811 | PA      | $18552.32     | 0.00%             | 2040-05-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    600000 | PA      | $405287.63    | 0.02%             | 2030-09-10      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     80000 | PA      | $77649.39     | 0.00%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $848148.37    | 0.04%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $747781.04    | 0.03%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A                     | PHEAA 2016-2A A                | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211048 | PA      | $203328.46    | 0.01%             | 2065-11-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434683.38    | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    510000 | PA      | $476349.90    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UB11                                        | MSC 2016-UB11 A4               | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154000 | PA      | $139004.79    | 0.01%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -2 | NC      | $17639.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2029030.85   | 0.09%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                                | GMALT 2022-2 B                 | CUSIP: 36266FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $252339.93    | 0.01%             | 2026-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                                   | HAROT 2021-3 A4                | CUSIP: 43815EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $319996.15    | 0.01%             | 2027-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST               | CUSIP: 133131AU6<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1498159.07   | 0.07%             | 2024-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1203751.27   | 0.06%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    509000 | PA      | $470241.73    | 0.02%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    735000 | PA      | $672266.58    | 0.03%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    935000 | PA      | $902832.36    | 0.04%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                   | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1808479.04   | 0.08%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CRED SUIS NY                   | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $859721.45    | 0.04%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 C               | CUSIP: 46641JBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $233931.38    | 0.01%             | 2047-02-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1974304.41   | 0.09%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1543210.88   | 0.07%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CB)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $2278.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                    | VERISIGN INC                   | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    507000 | PA      | $506135.88    | 0.02%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    596000 | PA      | $578925.02    | 0.03%             | 2026-03-30      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | OWL ROCK CAPITAL               | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305559.10    | 0.01%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                             | JPMBB 2015-C32 A4              | CUSIP: 46590JAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $115700.28    | 0.01%             | 2048-11-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                                     | INEOS QUATTRO FI               | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $45225.46     | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2218904.93   | 0.10%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479556.70    | 0.02%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                               | SDART 2022-3 B                 | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $389762.60    | 0.02%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $331725.75    | 0.02%             | 2025-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |    600000 | PA      | $401879.11    | 0.02%             | 2024-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    570000 | PA      | $518863.46    | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     78000 | PA      | $67533.22     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-8AR                                     | MSM 2006-8AR 5A1               | CUSIP: 61749LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40188 | PA      | $40571.90     | 0.00%             | 2036-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    910000 | PA      | $886272.67    | 0.04%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |   1370000 | PA      | $1359052.00   | 0.06%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION               | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    680000 | PA      | $655927.71    | 0.03%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    770000 | PA      | $758961.53    | 0.03%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1489972.84   | 0.07%             | 2025-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (AIG)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1016.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $1055591.87   | 0.05%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                  | BANK 2017-BNK7 A5              | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $249057.15    | 0.01%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                                        | REL STAN LIFE II               | CUSIP: 75951AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1104196.25   | 0.05%             | 2023-09-19      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                                          | ALLYA 2022-3 A3                | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460000 | PA      | $461588.56    | 0.02%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    840000 | PA      | $812174.70    | 0.04%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    795000 | PA      | $773642.64    | 0.04%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $963751.92    | 0.04%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1                             | COPAR 2021-1 A4                | CUSIP: 14044CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $336602.43    | 0.02%             | 2027-04-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2598406.27   | 0.12%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1775286.16   | 0.08%             | 2025-11-01      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $172172.09    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                            | MSBAM 2012-CKSV A2             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229276 | PA      | $192729.53    | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304AT4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110465.22    | 0.01%             | 2025-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225574.65    | 0.01%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO FINANCIAL                  | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745281.57    | 0.03%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $308530.86    | 0.01%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $700997.54    | 0.03%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    688000 | PA      | $665316.39    | 0.03%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    935000 | PA      | $953758.57    | 0.04%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2                             | COPAR 2022-2 A4                | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $487887.11    | 0.02%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    885000 | PA      | $856644.53    | 0.04%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                             | JPMBB 2015-C31 A3              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512196 | PA      | $488513.67    | 0.02%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-2                                   | HAROT 2021-2 A4                | CUSIP: 43811JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $368629.64    | 0.02%             | 2027-08-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2405735.27   | 0.11%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                    | 7-ELEVEN INC                   | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3924000 | PA      | $3732718.62   | 0.17%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1032037.09   | 0.05%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-4                                                   | BSARM 2006-4 2A1               | CUSIP: 073882AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96991 | PA      | $78681.72     | 0.00%             | 2036-10-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CBC7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    670000 | PA      | $598803.53    | 0.03%             | 2026-04-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                 | HANOVER INSURANC               | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292343.47    | 0.01%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-719.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                 | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    614000 | PA      | $579015.01    | 0.03%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1490859.57   | 0.07%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365197.30    | 0.02%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2071821.76   | 0.10%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    429000 | PA      | $417127.24    | 0.02%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1296846.59   | 0.06%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2105632.41   | 0.10%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     97000 | PA      | $66207.54     | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    560000 | PA      | $501111.96    | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | NATIONAL FUEL GA               | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294139.38    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP               | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1215018.11   | 0.06%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2413820.09   | 0.11%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1328784.20   | 0.06%             | 2025-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS                 | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    935000 | PA      | $934119.04    | 0.04%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38730.40     | 0.00%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-2                                         | FORDR 2020-2 B                 | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $186731.90    | 0.01%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1094832.23   | 0.05%             | 2029-11-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_21-1                                                  | VZMT 2021-1 C                  | CUSIP: 92348KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $367083.25    | 0.02%             | 2027-05-20      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41726.93     | 0.00%             | 2027-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $261405.98    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC / Westfield UK & Europe Finance PLC                             | WEA FINANCE LLC/               | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $198489.31    | 0.01%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1455169.74   | 0.07%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1248000 | PA      | $1190299.87   | 0.05%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1403281.76   | 0.06%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    198000 | PA      | $166514.25    | 0.01%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | REPUB UZBEKISTAN               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    260000 | PA      | $254010.25    | 0.01%             | 2024-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-C                                      | SOFI 2017-C A1                 | CUSIP: 83405DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2574 | PA      | $2562.26      | 0.00%             | 2040-07-25      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FED RLTY INVS TR               | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    724000 | PA      | $714601.73    | 0.03%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    980000 | PA      | $947914.06    | 0.04%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                             | AVERY DENNISON                 | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    650000 | PA      | $607768.06    | 0.03%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE E               | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263504.08    | 0.01%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | WFCM 2013-LC12 AS              | CUSIP: 94988QAN1<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $108310.44    | 0.00%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436486.33    | 0.02%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    267000 | PA      | $251586.39    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6960000 | PA      | $6281902.86   | 0.29%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3364214.56   | 0.15%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2723.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL                  | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $460836.26    | 0.02%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    470000 | PA      | $451699.61    | 0.02%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                 | GMCAR 2021-4 B                 | CUSIP: 362554AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $71908.66     | 0.00%             | 2027-10-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                             | AMCAR 2020-2 D                 | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $251291.11    | 0.01%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY-DAVIDSON                | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3100028.49   | 0.14%             | 2027-02-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    615000 | PA      | $592515.63    | 0.03%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | AFFIL MANAGERS                 | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288233.97    | 0.01%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    985000 | PA      | $917933.66    | 0.04%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL               | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    495000 | PA      | $463798.52    | 0.02%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                        | WFRBS 2014-C21 A5              | CUSIP: 92939FAU3<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    588800 | PA      | $568077.36    | 0.03%             | 2047-08-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1760142.50   | 0.08%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                           | JACKSON FIN INC                | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    635000 | PA      | $612198.19    | 0.03%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1027528.67   | 0.05%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $577017.64    | 0.03%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_22-1                                         | FORDR 2022-1 A                 | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $334444.74    | 0.02%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $731820.21    | 0.03%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | BMARK 2018-B1 AM               | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $143963.78    | 0.01%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                         | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2732730.53   | 0.13%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B B                 | CUSIP: 88161KAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340000 | PA      | $316281.91    | 0.01%             | 2025-09-22      | Fixed         | 0.91%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1356131.62   | 0.06%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    900000 | PA      | $823295.94    | 0.04%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2035067.07   | 0.09%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045350.78   | 0.09%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAA3<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    565000 | PA      | $544635.16    | 0.03%             | 2026-03-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-118.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO               | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1074675.06   | 0.05%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    256000 | PA      | $233447.02    | 0.01%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281776.41    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1205000 | PA      | $1159959.61   | 0.05%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A                                       | SMB 2016-A A2A                 | CUSIP: 78449FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66701 | PA      | $64309.34     | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A2                                  | DCENT 2022-A2 A                | CUSIP: 254683CS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1290000 | PA      | $1244151.85   | 0.06%             | 2027-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                      | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    565000 | PA      | $500407.49    | 0.02%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1405779.67   | 0.06%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1771464.25   | 0.08%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | JPMCC 2017-JP5 A5              | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186766.04    | 0.01%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963223.17    | 0.04%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1011605.95   | 0.05%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1296234.45   | 0.06%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (GE)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $798.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3089000 | PA      | $2743302.75   | 0.13%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514562.68    | 0.02%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    820000 | PA      | $806395.25    | 0.04%             | 2024-11-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200433.41    | 0.01%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-AR8                                          | CMLTI 2007-AR8 2A1A            | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38940 | PA      | $36114.24     | 0.00%             | 2037-07-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4191000 | PA      | $3755882.96   | 0.17%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY               | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    762000 | PA      | $704395.69    | 0.03%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property AB                                                 | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |    800000 | PA      | $872316.20    | 0.04%             | 2025-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SYNIT_22-A2                                                                     | SYNIT 2022-A2 A                | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870000 | PA      | $848228.60    | 0.04%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   3815000 | PA      | $3727855.48   | 0.17%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP               | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933361.30    | 0.04%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3830374.30   | 0.18%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172958.75    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290554.74    | 0.01%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894055.09    | 0.04%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568797.33    | 0.03%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                  | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $27363.88     | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189468.84    | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3723000 | PA      | $3666130.65   | 0.17%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    495000 | PA      | $480649.37    | 0.02%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    663000 | PA      | $627893.12    | 0.03%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1089110.25   | 0.05%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98550.23     | 0.00%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.HY.37.V2)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   1123650 | NC      | $-32940.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN               | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    672000 | PA      | $660170.27    | 0.03%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                              | RAYBURN CTRY                   | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296162 | PA      | $266050.19    | 0.01%             | 2032-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   9437153 | NS      | $9436208.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236627.14    | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $655538.28    | 0.03%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201494.87    | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166351.80    | 0.01%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $2017020.61   | 0.09%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1058621.66   | 0.05%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                | CUSIP: N/A<br>LEI: 549300ZT0RVWCG8T4L55       | Long             | DBT              | CORP              | GB        |    911000 | PA      | $1102237.16   | 0.05%             | 2023-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $755778.74    | 0.03%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1654861.37   | 0.08%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1990000 | PA      | $1729539.21   | 0.08%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2620550.90   | 0.12%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67218.80     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802207.23    | 0.04%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2910135.40   | 0.13%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1587708.74   | 0.07%             | 2027-04-30      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6759000 | PA      | $6100289.69   | 0.28%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1956703.13   | 0.09%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | WFCM 2017-RC1 A4               | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69938.43     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2367364.68   | 0.11%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13375782.00  | 0.62%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 2015-SFR2 A               | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166084 | PA      | $157480.03    | 0.01%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1044000 | PA      | $928850.13    | 0.04%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2                                | GMALT 2020-2 C                 | CUSIP: 36259PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $149565.24    | 0.01%             | 2024-07-22      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -1 | NC      | $1121.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1952244.51   | 0.09%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1722501.34   | 0.08%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $287001.10    | 0.01%             | 2025-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253726.02    | 0.01%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4436638.83   | 0.20%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B                                       | SMB 2017-B A2A                 | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    184718 | PA      | $176046.49    | 0.01%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2371870.18   | 0.11%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2363631.85   | 0.11%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1131350.34   | 0.05%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1784496.20   | 0.08%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A3A7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    360000 | PA      | $330153.89    | 0.02%             | 2024-08-19      | Fixed         | 0.91%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB               | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1378016.22   | 0.06%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    913000 | PA      | $907049.27    | 0.04%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC               | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2356222.34   | 0.11%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HCP Inc                        | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    114000 | PA      | $109742.90    | 0.01%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                         | FORDO 2022-B A3                | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $486999.55    | 0.02%             | 2026-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                    | DBJPM 2016-C3 A4               | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $272152.92    | 0.01%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                            | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |    300000 | PA      | $270752.64    | 0.01%             | 2025-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2900000 | PA      | $2674299.99   | 0.12%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3                 | GMCAR 2020-3 B                 | CUSIP: 362590AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $187389.20    | 0.01%             | 2026-01-16      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    856000 | PA      | $808479.07    | 0.04%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                  | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    840000 | PA      | $821936.39    | 0.04%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    100000 | PA      | $67617.27     | 0.00%             | 2028-02-16      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2810912.77   | 0.13%             | 2024-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                               | CNH INDUSTRIAL N               | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $337747.86    | 0.02%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2019-30HY Mortgage Trust                                           | HY 2019-30HY A                 | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $283413.54    | 0.01%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1                                | CPART 2019-1A A4               | CUSIP: 13646BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     88183 | PA      | $87932.53     | 0.00%             | 2024-06-19      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                             | ANTARES HOLDINGS               | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $848798.81    | 0.04%             | 2027-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Series 2006-SA3 Trust                                                     | RFMSI 2006-SA3 2A1             | CUSIP: 749575AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43836 | PA      | $20509.78     | 0.00%             | 2036-09-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR BROADC                 | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86633.69     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2250000 | PA      | $1984738.21   | 0.09%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1858371.21   | 0.09%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    633000 | PA      | $588216.58    | 0.03%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | RECKITT BEN TSY                | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   3825000 | PA      | $3692905.73   | 0.17%             | 2024-06-26      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5268363.77   | 0.24%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1498000 | PA      | $1281197.71   | 0.06%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1                                 | TALNT 2020-1A A                | CUSIP: 89237JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $538720.27    | 0.02%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $817227.74    | 0.04%             | 2027-01-22      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1256000 | PA      | $1190453.38   | 0.05%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022130.39   | 0.05%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1420000 | PA      | $1253943.99   | 0.06%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1494333.54   | 0.07%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                   | GMCAR 2022-3 A4                | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $494684.90    | 0.02%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-C                                        | HART 2020-C B                  | CUSIP: 44891RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $255536.43    | 0.01%             | 2026-11-16      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    820000 | PA      | $781517.42    | 0.04%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP / Regency Energy Finance Corp                                | ENERGY TRANSFER                | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2134362.94   | 0.10%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $358484.55    | 0.02%             | 2025-10-21      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                   | TAOT 2022-C A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $699375.53    | 0.03%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    311000 | PA      | $313465.83    | 0.01%             | 2026-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NAT                | CUSIP: AS0267813<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $193184.42    | 0.01%             | 2025-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                           | COSTCO COMPANIES               | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1174641.59   | 0.05%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                | CUSIP: 233851DX9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1565355.48   | 0.07%             | 2024-06-14      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    730000 | PA      | $693213.79    | 0.03%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    150000 | PA      | $142330.39    | 0.01%             | 2025-07-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HYB2                                       | CWHL 2007-HYB2 3A1             | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80165 | PA      | $70056.97     | 0.00%             | 2047-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                              | JPMDB 2017-C7 AS               | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223383.95    | 0.01%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    770000 | PA      | $666123.26    | 0.03%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    882000 | PA      | $856299.53    | 0.04%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                        | NEW YORK TRANSPRTN DE          | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $148965.39    | 0.01%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                           | GSMS 2017-GS6 A3               | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69057.08     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME               | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2243182.80   | 0.10%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1402596.68   | 0.06%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022726.26   | 0.09%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1331255.08   | 0.06%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    790000 | PA      | $707333.95    | 0.03%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (ITRAXX.EUR.38.V1)        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -300000 | NC      | $1348.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1798000 | PA      | $1717575.75   | 0.08%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923037.13    | 0.04%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                                    | WOART 2021-D A4                | CUSIP: 98163KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $345037.07    | 0.02%             | 2027-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    640000 | PA      | $608284.88    | 0.03%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                   | CGCMT 2015-GC33 C              | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90325.91     | 0.00%             | 2058-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $747095.38    | 0.03%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                 | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1292398.64   | 0.06%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_21-1                                                  | VZMT 2021-1 A                  | CUSIP: 92348KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1540000 | PA      | $1447961.90   | 0.07%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1807000 | PA      | $1751400.96   | 0.08%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206603.36    | 0.01%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_20-1                             | COPAR 2022-2 A3                | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $547108.02    | 0.03%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    597000 | PA      | $540857.43    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    870000 | PA      | $868067.23    | 0.04%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                    | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684525.79    | 0.03%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                        | MSC 2015-UBS8 A4               | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915700 | PA      | $860908.54    | 0.04%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-D                                         | FORDO 2022-D A4                | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $282521.26    | 0.01%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                 | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2410924.67   | 0.11%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $109756.33    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2181496.99   | 0.10%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30853.53     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2040000 | PA      | $1909971.36   | 0.09%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1680000 | PA      | $1589487.46   | 0.07%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1924.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2375000 | PA      | $2241601.48   | 0.10%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                         | OMNICOM GP/OMNI                | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1017811.54   | 0.05%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17483.05     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494146.12    | 0.02%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1589814.40   | 0.07%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1089643.96   | 0.05%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                           | GSMS 2018-GS9 A4               | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9397.37      | 0.00%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 A3                 | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187049.38    | 0.01%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $758249.97    | 0.03%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1149.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 A               | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $99052.18     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE               | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1690526.31   | 0.08%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |     34912 | PA      | $34639.76     | 0.00%             | 2027-11-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204952.98    | 0.01%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $738459.59    | 0.03%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                    | LYONDELLBASELL                 | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |   1215000 | PA      | $1217520.89   | 0.06%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                      | SHIRE ACQ INV IE               | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   4970000 | PA      | $4672088.76   | 0.22%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288081.20    | 0.01%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2510784.56   | 0.12%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.602500 13-JAN-2023    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  19049000 | NC      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C6                                  | UBSBB 2013-C6 AS               | CUSIP: 90349GBH7<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49583.57     | 0.00%             | 2046-04-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                  | GSMS 2018-GS10 A5              | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93667.42     | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    599000 | PA      | $597626.82    | 0.03%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    545000 | PA      | $517400.40    | 0.02%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3274779.66   | 0.15%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                                     | WOART 2022-C A4                | CUSIP: 98163TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430000 | PA      | $411872.75    | 0.02%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809126.69    | 0.04%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89762.13     | 0.00%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | BRANCH BKG & TR                | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    543000 | PA      | $516382.70    | 0.02%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $135377.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                         | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $114009.77    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    600000 | PA      | $408868.43    | 0.02%             | 2029-08-27      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1185767.80   | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    575000 | PA      | $531313.29    | 0.02%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    360000 | PA      | $245345.57    | 0.01%             | 2023-04-26      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1616544.74   | 0.07%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898871.92    | 0.04%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TMSQ 2014-1500 Mortgage Trust                                                   | TMSQ 2014-1500 A               | CUSIP: 87264JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $506125.42    | 0.02%             | 2036-10-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-C                                         | FORDO 2020-C C                 | CUSIP: 34533YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $153507.04    | 0.01%             | 2028-05-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    291000 | PA      | $197598.04    | 0.01%             | 2024-02-16      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $18614062.50  | 0.86%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1803538.27   | 0.08%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | FREEPORT INDONES               | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    240000 | PA      | $230510.90    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    720000 | PA      | $702694.56    | 0.03%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 C                | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $128593.68    | 0.01%             | 2050-09-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    680000 | PA      | $648492.57    | 0.03%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WELLS FARGO BANK               | CUSIP: N/A<br>LEI: KB1H1DSPRFMYMCUFXT09       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1210663.54   | 0.06%             | 2023-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corp Financiera de Desarrollo SA                                                | COFIDE                         | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $41781.94     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: 445545AJ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   2152000 | PA      | $2155050.05   | 0.10%             | 2023-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2218803.27   | 0.10%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP               | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $184845.28    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CHEVRON PHILLIPS               | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1122881.48   | 0.05%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | MYLAN NV                       | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2579460.78   | 0.12%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISCONSIN PUBLIC               | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010675.55   | 0.05%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    925000 | PA      | $866941.10    | 0.04%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-2                                         | FORDR 2018-2 C                 | CUSIP: 34528HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $138488.67    | 0.01%             | 2030-01-15      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465972.38    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    520000 | PA      | $354235.31    | 0.02%             | 2024-07-10      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177614.25    | 0.01%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                   | WAMU 2003-AR9 1A7              | CUSIP: 92922FBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4424 | PA      | $4594.47      | 0.00%             | 2033-09-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3728225.69   | 0.17%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                     | MSBAM 2015-C25 A5              | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055200 | PA      | $1001242.56   | 0.05%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3104000 | PA      | $3038236.92   | 0.14%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                                        | HART 2022-B A4                 | CUSIP: 44918MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $525023.64    | 0.02%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B                                   | LRB 2018-B A2FX                | CUSIP: 51888RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64955 | PA      | $63376.86     | 0.00%             | 2043-05-26      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1642223.94   | 0.08%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                    | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1012779.33   | 0.05%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                 | GMCAR 2021-4 A3                | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $216558.41    | 0.01%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1185211.60   | 0.05%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CS5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575374.98    | 0.03%             | 2025-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA_11-1                                | BRHEA 2011-1 A2                | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40369 | PA      | $40331.02     | 0.00%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                        | LENNOX INTL INC                | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171815.23    | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1548942.44   | 0.07%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27                             | JPMBB 2015-C27 A4              | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414300 | PA      | $392145.47    | 0.02%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                                             | PEPAU 21A A1U                  | CUSIP: 71336WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     33673 | PA      | $33610.25     | 0.00%             | 2060-01-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL               | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    475000 | PA      | $437066.75    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1369065.90   | 0.06%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE               | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    401000 | PA      | $389850.10    | 0.02%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL               | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     35000 | PA      | $34794.38     | 0.00%             | 2028-04-20      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    735000 | PA      | $674999.33    | 0.03%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | CGNU PLC                       | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |    240000 | PA      | $289590.01    | 0.01%             | 2036-11-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $273089.93    | 0.01%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $656418.82    | 0.03%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                      | EVERGY INC                     | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1425188.18   | 0.07%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC Via Gaz Capital SA                                                 | GAZPROM                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    100000 | PA      | $76527.18     | 0.00%             | 2023-11-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283868.42    | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31075.66     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1282700.46   | 0.06%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                   | BACCT 2022-A2 A2               | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $554665.21    | 0.03%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                  | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1019281.94   | 0.05%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2136950.69   | 0.10%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Luminor Bank AS/Estonia                                                         | LUMINOR BANK                   | CUSIP: N/A<br>LEI: 213800JD2L89GGG7LF07       | Long             | DBT              | CORP              | EE        |    156000 | PA      | $156090.77    | 0.01%             | 2024-12-03      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     39860 | PA      | $39077.34     | 0.00%             | 2029-03-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $606583.55    | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP               | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184253.35    | 0.01%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4988156.04   | 0.23%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1740000 | PA      | $1674043.98   | 0.08%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2                   | GMCAR 2021-2 B                 | CUSIP: 380149AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $210346.41    | 0.01%             | 2026-12-16      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $463011.93    | 0.02%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $82849.12     | 0.00%             | 2025-10-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195705.49    | 0.01%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $745099.67    | 0.03%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3011666.27   | 0.14%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS               | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    596000 | PA      | $556285.52    | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $51968.37     | 0.00%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1680000 | PA      | $1617854.83   | 0.07%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC25                                   | CGCMT 2014-GC25 A4             | CUSIP: 17322YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651200 | PA      | $626679.85    | 0.03%             | 2047-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                        | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367692.18    | 0.02%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1363259.33   | 0.06%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3890000 | PA      | $4033093.73   | 0.19%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE               | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    240000 | PA      | $230799.05    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $473039.69    | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: 445545AH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   2601000 | PA      | $2601318.31   | 0.12%             | 2023-02-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10146.96     | 0.00%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                   | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1038425.20   | 0.05%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    815000 | PA      | $779966.58    | 0.04%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                    | JPMCC 2010-C2 D                | CUSIP: 46635GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56645 | PA      | $54501.04     | 0.00%             | 2043-11-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                 | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |    400000 | PA      | $387682.52    | 0.02%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    727000 | PA      | $676124.85    | 0.03%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC               | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1902329.83   | 0.09%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                          | AH4R 2014-SFR2 A               | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    256832 | PA      | $247199.40    | 0.01%             | 2036-10-17      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-4                                   | DCENT 2022-A4 A                | CUSIP: 254683CX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610000 | PA      | $615863.14    | 0.03%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373663.58    | 0.02%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2                 | GMCAR 2022-2 B                 | CUSIP: 362585AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $476224.10    | 0.02%             | 2028-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4181000 | PA      | $3811215.43   | 0.18%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7509206.22   | 0.35%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   1730000 | PA      | $1709171.87   | 0.08%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                      | CD 2017-CD3 A4                 | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $102443.65    | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    765000 | PA      | $707757.91    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1126313.11   | 0.05%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                  | WFCM 2015-C30 AS               | CUSIP: 94989NBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $327667.17    | 0.02%             | 2058-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 A                 | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430000 | PA      | $403612.19    | 0.02%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1147097.11   | 0.05%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                  | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188967.58    | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1484929.85   | 0.07%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: EJ8148557<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112533.13    | 0.01%             | 2026-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAP5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328556.97    | 0.02%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC               | CUSIP: 654740BQ1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1499135.31   | 0.07%             | 2024-03-08      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                          | AH4R 2014-SFR2 B               | CUSIP: 02665UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $77381.92     | 0.00%             | 2036-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_22-1                                 | TALNT 2022-1A A                | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $610506.26    | 0.03%             | 2035-04-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1968996.57   | 0.09%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    913000 | PA      | $883799.94    | 0.04%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1461226.48   | 0.07%             | 2025-09-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1071539.78   | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2                   | GMCAR 2021-2 A4                | CUSIP: 380149AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $304522.12    | 0.01%             | 2026-10-16      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -136 | NC      | $524121.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CrownRock LP / CrownRock Finance Inc                                            | CROWNROCK LP/CR                | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53075.00     | 0.00%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Exploration Inc                                                         | NEWFIELD EXPLOR                | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1199510.43   | 0.06%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                                      | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $251907.83    | 0.01%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                 | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    925000 | PA      | $869313.43    | 0.04%             | 2024-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                     | DBGS 2018-C1 A4                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $390339.76    | 0.02%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3                             | COMET 2022-A3 A                | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $714646.24    | 0.03%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525920.68    | 0.02%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                  | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2368832.69   | 0.11%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                        | MSC 2016-BNK2 A4               | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $365046.08    | 0.02%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     59000 | PA      | $53058.29     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 2/23                  | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15500000 | PA      | $15541171.10  | 0.72%             | 2023-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                        | LENNOX INTL INC                | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207584.36    | 0.01%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                     | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199938.49    | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $152604.10    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                      | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    937000 | PA      | $895515.83    | 0.04%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 AS              | CUSIP: 46641JBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $291022.77    | 0.01%             | 2047-02-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-A D                   | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $463515.55    | 0.02%             | 2024-11-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST MCCT_22-1A                                             | MCCT 2022-1A A                 | CUSIP: 576339CM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    440000 | PA      | $411260.08    | 0.02%             | 2026-07-21      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1728151.50   | 0.08%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2810874.76   | 0.13%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | JPMCC 2017-JP6 A4              | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $231805.80    | 0.01%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                   | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231418.72    | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                     | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |     90000 | PA      | $87473.07     | 0.00%             | 2026-08-12      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLD                 | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1370565.71   | 0.06%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1250570.78   | 0.06%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP               | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    820000 | PA      | $830070.93    | 0.04%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                               | BMARK 2019-B10 ASB             | CUSIP: 08162VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $166239.64    | 0.01%             | 2062-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RESIMAC Bastille Trust Series 2018-1NC                                          | RESI 2018-1NCA A1              | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     50646 | PA      | $50576.77     | 0.00%             | 2059-12-05      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-C                                        | HART 2021-C A4                 | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $343737.06    | 0.02%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | JPMCC 2013-C13 A4              | CUSIP: 46640JAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54691 | PA      | $54387.95     | 0.00%             | 2046-01-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1443902.62   | 0.07%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1090000 | PA      | $971328.62    | 0.04%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                  | HART 2021-C A3                 | CUSIP: 44935FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $226156.51    | 0.01%             | 2026-05-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                  | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1099032.03   | 0.05%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                       | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46034.43     | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2664487.64   | 0.12%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    348000 | PA      | $324470.75    | 0.01%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3895493.00   | 0.18%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                     | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $169105.82    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    455000 | PA      | $435584.97    | 0.02%             | 2025-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426599.68    | 0.02%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1046265.59   | 0.05%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                               | SDART 2022-6 A3                | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $646911.01    | 0.03%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                 | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10699.33     | 0.00%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $93281.40     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2922031.44   | 0.13%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GAS NETWORKS LTD                                                     | AGIAGN 7/1/2024                | CUSIP: BVN09Z2C1<br>LEI: 213800FSBEPXHNIOUB98 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $336331.97    | 0.02%             | 2024-07-01      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252039.22    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC Via Gaz Capital SA                                                 | GAZPROM                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    100000 | PA      | $76150.98     | 0.00%             | 2024-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     39900 | PA      | $37057.13     | 0.00%             | 2029-03-01      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    955000 | PA      | $846593.96    | 0.04%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                         | CUSIP: 698299BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1362000 | PA      | $1317269.24   | 0.06%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80348.03     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |    775000 | PA      | $937213.29    | 0.04%             | 2025-12-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1280000 | PA      | $1184157.93   | 0.05%             | 2027-03-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GGV5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $629249.64    | 0.03%             | 2024-01-07      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_21-1                                                  | VZMT 2021-1 B                  | CUSIP: 92348KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    730000 | PA      | $684454.21    | 0.03%             | 2027-05-20      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1                                         | DRIVE 2020-1 D                 | CUSIP: 26208QAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $176752.19    | 0.01%             | 2027-05-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MMC)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $2262.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                           | GSMS 2016-GS3 A4               | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $481576.71    | 0.02%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254966.38    | 0.01%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1192000 | PA      | $1143968.55   | 0.05%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust 2005-AR6                                              | GMACM 2005-AR6 3A1             | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10226 | PA      | $10165.48     | 0.00%             | 2035-11-19      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                   | CGCMT 2016-GC36 A4             | CUSIP: 17324TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $160212.06    | 0.01%             | 2049-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117884.78    | 0.01%             | 2027-04-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580247.65    | 0.03%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                             | JPMBB 2015-C32 A5              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569700 | PA      | $537390.21    | 0.02%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    835000 | PA      | $796977.27    | 0.04%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP               | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    920000 | PA      | $921488.12    | 0.04%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | PENN NATL GAMING               | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31706.91     | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| William Carter Co/The                                                           | WILLIAM CARTER                 | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81721.33     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1568105.35   | 0.07%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                       | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $2763578.12   | 0.13%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 2022-5 A3                | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820000 | PA      | $802896.52    | 0.04%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C15                                        | WFRBS 2013-C15 A4              | CUSIP: 92938CAD9<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $349031.74    | 0.02%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2028083.70   | 0.09%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1054525.52   | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $947516.72    | 0.04%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HLD               | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6801750 | PA      | $6776900.35   | 0.31%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1433.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147392.43    | 0.01%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC               | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    710000 | PA      | $626452.24    | 0.03%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 C                 | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $86482.85     | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC               | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $947935.10    | 0.04%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC               | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    820000 | PA      | $801434.70    | 0.04%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    590000 | PA      | $581515.41    | 0.03%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183355.04    | 0.01%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust 2019-OBP                                                  | OBP 2019-OBP A                 | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $163170.64    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1174138.68   | 0.05%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $390226.66    | 0.02%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    740000 | PA      | $708958.29    | 0.03%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41338.65     | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                     | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    831000 | PA      | $773968.39    | 0.04%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    390000 | PA      | $370881.29    | 0.02%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                 | HUNGARIAN DEVEL                | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |    541000 | PA      | $522195.10    | 0.02%             | 2025-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1966000 | PA      | $1802404.36   | 0.08%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4153704.19   | 0.19%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $259355.21    | 0.01%             | 2026-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3138000 | PA      | $3075976.93   | 0.14%             | 2028-10-05      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (DOW)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $575.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    458000 | PA      | $442321.75    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $965760.96    | 0.04%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1291067.58   | 0.06%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                                                                   | INGEVITY CORP                  | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60385.38     | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $675259.20    | 0.03%             | 2024-08-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   2275000 | PA      | $2163074.30   | 0.10%             | 2024-09-19      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                                    | CNH 2022-B A4                  | CUSIP: 12663JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $162734.08    | 0.01%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4934000 | PA      | $4356377.36   | 0.20%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $931603.20    | 0.04%             | 2025-01-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                  | WFCM 2016-C37 A4               | CUSIP: 95000PAD6<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $159104.48    | 0.01%             | 2049-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                             | MERITAGE HOMES                 | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46675.99     | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                       | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    605000 | PA      | $618683.78    | 0.03%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253173.65    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                  | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1801826.59   | 0.08%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1876879.02   | 0.09%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5180000 | PA      | $4586331.03   | 0.21%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C                                      | SRT 2021-C A4                  | CUSIP: 80286CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $255106.61    | 0.01%             | 2026-03-20      | Fixed         | 0.59%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208065.61    | 0.01%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14                     | MSBAM 2014-C14 AS              | CUSIP: 61690GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $437986.22    | 0.02%             | 2047-02-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2142670.85   | 0.10%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322126.66    | 0.01%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56909.40     | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-103259.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1605530.79   | 0.07%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1971062.87   | 0.09%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                               | SDART 2022-2 C                 | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $364372.12    | 0.02%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2227000 | PA      | $2227000.00   | 0.10%             | 2024-01-05      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    990000 | PA      | $931902.86    | 0.04%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688627.86    | 0.03%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190373.21    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B                                    | WOART 2021-B C                 | CUSIP: 98163LAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $117863.45    | 0.01%             | 2027-12-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                 | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $742462.31    | 0.03%             | 2026-06-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 A5                 | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $150697.73    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12525.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-1A                                                  | VZMT 2021-2 A                  | CUSIP: 92348KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530000 | PA      | $494240.64    | 0.02%             | 2028-04-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $903698.35    | 0.04%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    406000 | PA      | $389769.69    | 0.02%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                     | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4929000 | PA      | $4832843.84   | 0.22%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    570000 | PA      | $526525.82    | 0.02%             | 2026-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (COLOM)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    300000 | NC      | $17531.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                       | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     38000 | PA      | $32891.44     | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDE6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1478725.23   | 0.07%             | 2025-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC32                                          | GSMS 2015-GC32 A4              | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    229000 | PA      | $218250.17    | 0.01%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279421.08    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102866.85    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $5676211.32   | 0.26%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS&RES                | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    366000 | PA      | $351799.15    | 0.02%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                              | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |    440000 | PA      | $441271.93    | 0.02%             | 2025-04-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $591983.79    | 0.03%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN               | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    790000 | PA      | $779885.67    | 0.04%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                     | MSBAM 2015-C23 A4              | CUSIP: 61690QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932000 | PA      | $883273.83    | 0.04%             | 2050-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32574.75     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    529000 | PA      | $509382.93    | 0.02%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144858.78    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Misc Capital Two Labuan Ltd                                                     | MISC CAPITAL TWO               | CUSIP: 60475DAA9<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   1450000 | PA      | $1383097.15   | 0.06%             | 2025-04-06      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1312260.85   | 0.06%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198137.42    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                                          | GSMS 2019-GC38 A4              | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $183839.16    | 0.01%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1                             | COPAR 2021-1 A3                | CUSIP: 14044CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $376284.00    | 0.02%             | 2026-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939460.94    | 0.04%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                             | BACM 2015-UBS7 C               | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $35860.33     | 0.00%             | 2048-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115753.97    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                  | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    831000 | PA      | $804226.24    | 0.04%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.630000 03-FEB-2023    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  19119000 | NC      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    925000 | PA      | $866038.73    | 0.04%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1038046.86   | 0.05%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                   | COMM 2014-CR14 A3              | CUSIP: 12630DAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49216.39     | 0.00%             | 2047-02-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1950000 | PA      | $1891271.87   | 0.09%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1600676.03   | 0.07%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $942516.55    | 0.04%             | 2023-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (LOW)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1810.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1528000 | PA      | $1445748.80   | 0.07%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B                                    | WOART 2021-B B                 | CUSIP: 98163LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $126877.42    | 0.01%             | 2027-06-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $3447177.38   | 0.16%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                       | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    610000 | PA      | $627598.29    | 0.03%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                                    | CNH 2022-B A2                  | CUSIP: 12663JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $365457.84    | 0.02%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4592000 | PA      | $4329572.11   | 0.20%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                             | FONDO MIVIVIE SA               | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    689000 | PA      | $650633.41    | 0.03%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4                   | GMCAR 2022-4 A4                | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $747004.43    | 0.03%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320851.41    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust                  | WAMU 2002-AR18 A               | CUSIP: 929227ZC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3134 | PA      | $3346.85      | 0.00%             | 2033-01-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1115000 | PA      | $1085199.11   | 0.05%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1965000 | PA      | $1905177.01   | 0.09%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $829300.10    | 0.04%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466626.86    | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -9 | NC      | $5631.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D                                   | TAOT 2022-D A4                 | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $447000.97    | 0.02%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                                                         | CREDIT SUISSE LD               | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | DBT              | CORP              | CH        |    500000 | PA      | $462104.48    | 0.02%             | 2026-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV/NXP FUNDI               | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    520000 | PA      | $516201.67    | 0.02%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1487000 | PA      | $1427282.69   | 0.07%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                       | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334393.72    | 0.02%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                     | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269746.84    | 0.01%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4541.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1354387.39   | 0.06%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC               | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332729.77    | 0.02%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    655000 | PA      | $657101.34    | 0.03%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                                   | HAROT 2021-4 A4                | CUSIP: 43815GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $228963.78    | 0.01%             | 2028-06-21      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                 | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477963.09    | 0.02%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $465347.15    | 0.02%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2085000 | PA      | $1768046.04   | 0.08%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915838.74    | 0.04%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (PRU)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1279.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Finance Canada Ltd                                                 | SCHLUMBERGER                   | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    755000 | PA      | $691938.14    | 0.03%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322251.22    | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR CAPITAL                 | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    440000 | PA      | $390746.76    | 0.02%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANK               | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    337000 | PA      | $332039.86    | 0.02%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Louis Dreyfus Co Finance BV                                                     | LDC FINANCE BV                 | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304589.72    | 0.01%             | 2025-11-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $998345.38    | 0.05%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2115467.92   | 0.10%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NJ ECON-SER A                  | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    425000 | PA      | $457513.56    | 0.02%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    565000 | PA      | $542527.91    | 0.02%             | 2025-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -460000 | NC      | $-1808.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class B Pass Through Trust                               | UNTD AIR 20-1 B                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228600 | PA      | $215198.41    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EX-IM BK OF IN                 | CUSIP: N/A<br>LEI: 335800OFZ8YEIVN1QI11       | Long             | DBT              | NUSS              | IN        |    484000 | PA      | $474810.24    | 0.02%             | 2024-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |   1589000 | PA      | $1456207.79   | 0.07%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV/NXP FUNDI               | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2360000 | PA      | $2341052.88   | 0.11%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas NC Storm Funding LLC                                      | DUKE ENERGY CAR                | CUSIP: 26443KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257747 | PA      | $208369.96    | 0.01%             | 2033-07-01      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1845433.37   | 0.08%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57227.46     | 0.00%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A                                     | HDMOT 2020-A A4                | CUSIP: 41284UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $236479.32    | 0.01%             | 2027-04-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475179.12    | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-BA                                          | NAVSL 2018-BA A2A              | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    226649 | PA      | $219395.68    | 0.01%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE               | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    527000 | PA      | $520376.55    | 0.02%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                         | FORDO 2022-B A4                | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $192624.48    | 0.01%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552739.57    | 0.03%             | 2025-11-03      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 1/23                    | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $8874844.20   | 0.41%             | 2023-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3696000 | PA      | $3431672.32   | 0.16%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | WELLPOINT INC                  | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341274.51    | 0.02%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1366795.70   | 0.06%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $531469.88    | 0.02%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                 | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1395964.85   | 0.06%             | 2024-08-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                              | F&G GLOBAL FUND                | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    320000 | PA      | $292892.47    | 0.01%             | 2024-09-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU               | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1736608.35   | 0.08%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_21-2                                         | EFF 2021-2 A2                  | CUSIP: 29374YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303165 | PA      | $290194.10    | 0.01%             | 2027-05-20      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |    246000 | PA      | $260634.05    | 0.01%             | 2026-01-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                                     | WOART 2022-C A3                | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $377402.81    | 0.02%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B A4                | CUSIP: 88161KAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $215544.89    | 0.01%             | 2025-09-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                      | CD 2017-CD4 AM                 | CUSIP: 12515DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135188.49    | 0.01%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $264634.63    | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Kemper Corp                                                                     | KEMPER                         | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282305.15    | 0.01%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459388.79    | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2739097.48   | 0.13%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    730000 | PA      | $751295.52    | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    940000 | PA      | $890052.97    | 0.04%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1955000 | PA      | $1940452.18   | 0.09%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450927.08    | 0.02%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2209675.17   | 0.10%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240386.45    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    871000 | PA      | $816132.42    | 0.04%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200311.46    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -1235000 | NC      | $-4854.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $684032.78    | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |   1988000 | PA      | $1987596.44   | 0.09%             | 2023-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $293132.27    | 0.01%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1586097.41   | 0.07%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR               | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $923010.06    | 0.04%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                 | CLAR SCI HLD CRP               | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $108438.96    | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986158.51    | 0.05%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1                                 | MBART 2022-1 A4                | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    860000 | PA      | $856680.49    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A                      | WOLS 2022-A B                  | CUSIP: 98163NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $144981.53    | 0.01%             | 2027-06-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $788434.67    | 0.04%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-B                                        | HART 2021-B C                  | CUSIP: 44934KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $219480.65    | 0.01%             | 2028-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                                   | EDP SA                         | CUSIP: LW1558128<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    300000 | PA      | $310886.12    | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                    | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1085340.86   | 0.05%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    910000 | PA      | $851173.25    | 0.04%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4048000 | PA      | $3775678.61   | 0.17%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1295381.50   | 0.06%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $490744.05    | 0.02%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C                                   | TAOT 2021-C A4                 | CUSIP: 89239BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $513547.03    | 0.02%             | 2027-01-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    955000 | PA      | $900149.21    | 0.04%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: N/A<br>LEI: 2138005GYEXN7XRHFA84       | Long             | DBT              | CORP              | US        |    295000 | PA      | $325528.63    | 0.01%             | 2025-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 23                                      | PEPAU 23A A1U                  | CUSIP: 71338BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     27118 | PA      | $27006.22     | 0.00%             | 2060-08-18      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    575000 | PA      | $532065.61    | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                                      | SRT 2021-B A4                  | CUSIP: 80286DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $274135.03    | 0.01%             | 2025-06-20      | Fixed         | 0.54%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1940918.60   | 0.09%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                  | WFCM 2018-C43 C                | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $66864.38     | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $89616.00     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL               | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    771000 | PA      | $751146.75    | 0.03%             | 2024-10-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS               | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337829.82    | 0.02%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                 | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    665000 | PA      | $643754.87    | 0.03%             | 2025-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                   | HAROT 2022-2 A2                | CUSIP: 43815PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $396591.48    | 0.02%             | 2025-03-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MDLZ)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1946.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |   1485000 | PA      | $1496678.29   | 0.07%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB FINANCIAL GR               | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876754.43    | 0.04%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                            | JUNIPER NETWORKS               | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    690000 | PA      | $617104.56    | 0.03%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                  | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183979.77    | 0.01%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                   | CGCMT 2014-GC23 AS             | CUSIP: 17322VAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $295856.96    | 0.01%             | 2047-07-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5075796.22   | 0.23%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140307.80    | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                              | F&G GLOBAL FUND                | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    590000 | PA      | $525911.04    | 0.02%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3762482.54   | 0.17%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1207939.73   | 0.06%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cargo Aircraft Management Inc                                                   | CARGO AIRCRAFT M               | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77083.12     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | MSBAM 2014-C16 AS              | CUSIP: 61763MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $220923.07    | 0.01%             | 2047-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $276598.44    | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2316787.84   | 0.11%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1824198.28   | 0.08%             | 2024-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2006-HYB1                                       | CWHL 2006-HYB1 1A1             | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70009 | PA      | $68791.62     | 0.00%             | 2036-03-20      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4212518.43   | 0.19%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ12                                         | GSMS 2013-GC12 A4              | CUSIP: 36197XAK0<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |    306000 | PA      | $303383.49    | 0.01%             | 2046-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2592693.51   | 0.12%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE9 Mortgage Trust                                                  | COMM 2013-CR9 C                | CUSIP: 12625UAG8<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $268964.30    | 0.01%             | 2045-07-10      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $618368.09    | 0.03%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1550040.33   | 0.07%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | EL PASO PIPELINE               | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    505000 | PA      | $498578.13    | 0.02%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239397.59    | 0.01%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                  | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248126.39    | 0.01%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                      | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    286000 | PA      | $276642.45    | 0.01%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1009772.63   | 0.05%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29500000 | PA      | $28638045.40  | 1.32%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                 | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1410000 | PA      | $1290519.91   | 0.06%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    222000 | PA      | $205342.50    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $297047.82    | 0.01%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                              | JPMDB 2016-C4 A3               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $200899.20    | 0.01%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2169767.42   | 0.10%             | 2025-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77123.72     | 0.00%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1284552.63   | 0.06%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    402000 | PA      | $362526.09    | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1896022.44   | 0.09%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| IIP Operating Partnership LP                                                    | IIP OP PRTNRSHP                | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $107892.00    | 0.00%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                 | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    628000 | PA      | $559656.33    | 0.03%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                         | VICTORIA POWER N               | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |    900000 | PA      | $608163.26    | 0.03%             | 2024-08-23      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6991306.42   | 0.32%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_19-B                                        | HART 2019-B B                  | CUSIP: 44891JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $116613.94    | 0.01%             | 2025-04-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                    | HIGHMARK INC                   | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1548841.38   | 0.07%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    263000 | PA      | $260264.92    | 0.01%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                                         | FORDR 2021-1 C                 | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $174959.32    | 0.01%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-3                                    | MARM 2004-3 5A1                | CUSIP: 576433KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       655 | PA      | $629.00       | 0.00%             | 2034-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON               | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1049706.07   | 0.05%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B A3                | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $442553.79    | 0.02%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR ESCROW                 | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110213.56    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                   | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189794.21    | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197717.88    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    790000 | PA      | $780647.47    | 0.04%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387421.54    | 0.02%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1                                | DLLMT 2021-1A A4               | CUSIP: 23345FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $211654.23    | 0.01%             | 2029-06-20      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44838.55     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1484119.71   | 0.07%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: AM9233876<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $783611.76    | 0.04%             | 2028-03-27      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2537262.06   | 0.12%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                 | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   7875000 | PA      | $6932177.83   | 0.32%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1                                           | EDUSA 2015-1 A                 | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183292 | PA      | $181242.60    | 0.01%             | 2056-10-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1704661.25   | 0.08%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 B               | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $288964.74    | 0.01%             | 2047-02-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2                             | AMCAR 2019-1 D                 | CUSIP: 03066GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490000 | PA      | $482017.41    | 0.02%             | 2025-03-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    715000 | PA      | $698356.12    | 0.03%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN               | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |    200000 | PA      | $207517.10    | 0.01%             | 2024-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST MCCT_21-1A                                             | MCCT 2021-1A A                 | CUSIP: 576339CJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   1420000 | PA      | $1333759.99   | 0.06%             | 2025-11-21      | Fixed         | 0.53%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   7260000 | PA      | $7153583.50   | 0.33%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL               | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529769.70    | 0.02%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                 | VOLKSWAGEN AUST                | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |    390000 | PA      | $264591.36    | 0.01%             | 2023-04-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1203547.78   | 0.06%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    935000 | PA      | $821240.85    | 0.04%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    695000 | PA      | $645286.55    | 0.03%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1225503.09   | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279412.33    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                 | GMCAR 2021-4 A4                | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340000 | PA      | $309389.26    | 0.01%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                  | SYNCHRONY BANK                 | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887853.33    | 0.04%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1252607.90   | 0.06%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     26852 | PA      | $26324.58     | 0.00%             | 2029-03-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                  | WFCM 2019-C49 ASB              | CUSIP: 95001WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $199577.41    | 0.01%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                    | DBJPM 2017-C6 A5               | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $118844.88    | 0.01%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B                                    | WOART 2020-B B                 | CUSIP: 98163WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $140009.06    | 0.01%             | 2026-03-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | CADILLAC FAIRVIE               | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $183046.37    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3723625.85   | 0.17%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    735000 | PA      | $691831.89    | 0.03%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                               | TESLA 2020-A C                 | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99480.57     | 0.00%             | 2024-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | AIRCASTLE LTD                  | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $202977.82    | 0.01%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    440000 | PA      | $452000.43    | 0.02%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FIN SVS               | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160651.10    | 0.01%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6860.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | MSBAM 2014-C16 C               | CUSIP: 61763MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $279807.06    | 0.01%             | 2047-06-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1550000 | PA      | $1494233.67   | 0.07%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                                  | CDK 6/30/2029                  | CUSIP: N/A<br>LEI: 5493000L10CYRTHIJ385       | Long             | LON              | CORP              | US        |     45000 | PA      | $44571.11     | 0.00%             | 2029-06-30      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234487.34    | 0.01%             | 2024-10-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION               | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37224.34     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4200000 | PA      | $4373525.90   | 0.20%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |    400000 | PA      | $271790.17    | 0.01%             | 2024-10-01      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                         | CSAIL 2015-C3 A3               | CUSIP: 12635FAS3<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    198202 | PA      | $187665.68    | 0.01%             | 2048-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    680000 | PA      | $635283.95    | 0.03%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50082.27     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $276870.89    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | KOREA DEV BANK                 | CUSIP: 500630CW6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    295000 | PA      | $289547.78    | 0.01%             | 2024-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4                      | MLMI 2003-A4 2A                | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4909 | PA      | $4938.84      | 0.00%             | 2033-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7946000 | PA      | $7405672.95   | 0.34%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185781.89    | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $748650.25    | 0.03%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS               | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1731785.67   | 0.08%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                                          | ALLYA 2022-3 A4                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140981.69    | 0.01%             | 2031-06-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (T)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -1320000 | NC      | $1585.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                   | HAROT 2022-2 A3                | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $440007.71    | 0.02%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                   | CGCMT 2015-GC31 A4             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1315000 | PA      | $1249791.91   | 0.06%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $177398.35    | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2529205.52   | 0.12%             | 2025-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLD                 | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1251878.84   | 0.06%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                  | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4481937.07   | 0.21%             | 2025-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1044494.42   | 0.05%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL               | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    670000 | PA      | $650054.65    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER               | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     79400 | PA      | $75310.90     | 0.00%             | 2028-10-21      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-B                                        | HART 2021-B B                  | CUSIP: 44934KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $203830.12    | 0.01%             | 2027-02-16      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1630763.31   | 0.08%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                    | HILTON WORLDWIDE               | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |    200000 | PA      | $199175.00    | 0.01%             | 2026-06-21      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                                      | CRVNA 2021-P3 A3               | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $558546.54    | 0.03%             | 2026-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                     | MSBAM 2014-C17 AS              | CUSIP: 61763UBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $152891.79    | 0.01%             | 2047-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (VZ)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $181.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL                 | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1227706.30   | 0.06%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81741.27     | 0.00%             | 2044-03-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                                    | CNH 2022-B A3                  | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $317924.28    | 0.01%             | 2027-08-16      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2                             | FORDF 2020-2 A                 | CUSIP: 34528QHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $63021.97     | 0.00%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    930000 | PA      | $905180.89    | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3414770.04   | 0.16%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4190000 | PA      | $4313330.76   | 0.20%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                   | CGCMT 2014-GC23 C              | CUSIP: 17322VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153000 | PA      | $143262.77    | 0.01%             | 2047-07-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957075.99    | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A                               | EDVES 2019-A A                 | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97600 | PA      | $91457.50     | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                 | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    410000 | PA      | $394867.02    | 0.02%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FIN SVS               | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192608.11    | 0.01%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6116000 | PA      | $5811812.79   | 0.27%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                 | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1476435.61   | 0.07%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                       | WFRBS 2014-LC14 A4             | CUSIP: 96221TAD9<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     39855 | PA      | $39124.67     | 0.00%             | 2047-03-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1039516.46   | 0.05%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 C               | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $148498.83    | 0.01%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1358551.40   | 0.06%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                   | HAROT 2022-2 A4                | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $183521.91    | 0.01%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109430.79    | 0.01%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $48416.78     | 0.00%             | 2171-12-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2216370.11   | 0.10%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C                                    | WOART 2021-C B                 | CUSIP: 98164CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $125418.61    | 0.01%             | 2027-09-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192985.69    | 0.01%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A1                                   | BACCT 2022-A1 A1               | CUSIP: 05522RDE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $408342.98    | 0.02%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    511000 | PA      | $489435.41    | 0.02%             | 2026-12-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS               | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    740000 | PA      | $730824.36    | 0.03%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97087.50     | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BCHINA)                 | CUSIP: BVN5K5AW0<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |    515000 | NC      | $-1572.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $792276.19    | 0.04%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    741000 | PA      | $692810.26    | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                  | BANK 2017-BNK6 AS              | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $71784.81     | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (ENBCN)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $612.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176176.58    | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2070000 | PA      | $1986170.94   | 0.09%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-C                              | HALST 2021-C B                 | CUSIP: 44933MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630000 | PA      | $596358.25    | 0.03%             | 2026-02-17      | Fixed         | 0.76%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $2106877.62   | 0.10%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1617124.25   | 0.07%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 026657AR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $442026.39    | 0.02%             | 2024-10-18      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH               | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4717014.66   | 0.22%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A                                      | SOFI 2017-A A2B                | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1789 | PA      | $1771.01      | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4315000 | PA      | $4260853.27   | 0.20%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    780000 | PA      | $741551.76    | 0.03%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1322444.23   | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1090000 | PA      | $1021531.03   | 0.05%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    570000 | PA      | $521268.41    | 0.02%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1205664.11   | 0.06%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL               | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $126225.43    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1680008.56   | 0.08%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1125000 | PA      | $953702.61    | 0.04%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1241981.35   | 0.06%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-4                                              | CARMX 2020-4 C                 | CUSIP: 14316HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $192694.01    | 0.01%             | 2026-08-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINE               | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     42500 | PA      | $45723.09     | 0.00%             | 2025-07-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2054000 | PA      | $1810236.42   | 0.08%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11989000 | PA      | $10897061.30  | 0.50%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2002052.84   | 0.09%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199642.70    | 0.01%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                     | MSBAM 2014-C15 C               | CUSIP: 61763KBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47698.55     | 0.00%             | 2047-04-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                  | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    550000 | PA      | $529365.12    | 0.02%             | 2028-08-09      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335228.89    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFLD 2014-MONT Mortgage Trust                                                   | WFLD 2014-MONT A               | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $833916.65    | 0.04%             | 2031-08-10      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                        | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $389949.11    | 0.02%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5700000 | PA      | $5263614.95   | 0.24%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: 641062AE4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1025047.07   | 0.05%             | 2025-09-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $435054.01    | 0.02%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                            | CARE CAPITAL                   | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    758000 | PA      | $721967.30    | 0.03%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179252.42    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445948.47    | 0.02%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                    | 7-ELEVEN INC                   | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2012344.61   | 0.09%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $479719.98    | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                | TRGP 6.5 7/15/2027             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $130252.57    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936813.41    | 0.04%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN               | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    335000 | PA      | $308921.50    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (UNH)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $1852.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP               | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57624.13     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1213035.83   | 0.06%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | WFCM 2016-BNK1 A3              | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $289067.26    | 0.01%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1562000 | PA      | $1467874.75   | 0.07%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1051766.21   | 0.05%             | 2024-01-08      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3                         | AMXCA 2022-3 A                 | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2490402.68   | 0.11%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK PARTNERS                 | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315662.95    | 0.01%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $872519.17    | 0.04%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2343425.35   | 0.11%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                 | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3492000 | PA      | $3440906.07   | 0.16%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    630000 | PA      | $613713.85    | 0.03%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    970000 | PA      | $880906.63    | 0.04%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    505000 | PA      | $461945.51    | 0.02%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust 2016-PLSD                                                | PCT 2016-PLSD A                | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $157247.92    | 0.01%             | 2033-04-13      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | QTEL INTL FIN                  | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |    510000 | PA      | $508806.29    | 0.02%             | 2023-02-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1923625.11   | 0.09%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $2638719.04   | 0.12%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140858.23    | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29000000 | PA      | $27948750.00  | 1.29%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    200000 | PA      | $198532.11    | 0.01%             | 2027-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    955000 | PA      | $920227.31    | 0.04%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    724000 | PA      | $711871.15    | 0.03%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1470000 | PA      | $1384411.09   | 0.06%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                             | JPMBB 2015-C30 AS              | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $359350.30    | 0.02%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3073556.74   | 0.14%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE               | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    665000 | PA      | $635941.35    | 0.03%             | 2025-11-01      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 C               | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $373561.17    | 0.02%             | 2047-09-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                               | SDART 2022-3 C                 | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $606718.45    | 0.03%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CR6 AM               | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248874.08    | 0.01%             | 2046-03-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $870584.35    | 0.04%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 2022-1A A                | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $304043.42    | 0.01%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    520000 | PA      | $487070.83    | 0.02%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | BB&T CORPORATION               | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    555000 | PA      | $532920.02    | 0.02%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    870000 | PA      | $876492.29    | 0.04%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL ESC               | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    705000 | PA      | $690756.98    | 0.03%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    580000 | PA      | $569948.15    | 0.03%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $385500.56    | 0.02%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15755.56     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    845000 | PA      | $815034.59    | 0.04%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $692053.39    | 0.03%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $283430.36    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd                                                       | SHARJAH SUKUK                  | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | CORP              | KY        |    769000 | PA      | $733581.17    | 0.03%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2383799.90   | 0.11%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789193.13    | 0.04%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214464.31    | 0.01%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1678340.78   | 0.08%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE               | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    970000 | PA      | $951856.67    | 0.04%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NAT                | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $330278.52    | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA               | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1000 | PA      | $983.02       | 0.00%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                       | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    623000 | PA      | $624672.66    | 0.03%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1696441.12   | 0.08%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4573.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 B               | CUSIP: 94988XAZ9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $137110.64    | 0.01%             | 2050-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204644.78    | 0.01%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    864000 | PA      | $832866.22    | 0.04%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC               | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $966813.74    | 0.04%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS               | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    690000 | PA      | $663318.56    | 0.03%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    925000 | PA      | $897670.59    | 0.04%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1142658.21   | 0.05%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: 77586TAC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    370000 | PA      | $368137.53    | 0.02%             | 2023-08-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3769328.81   | 0.17%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | DOM GAS HOLD LLC               | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    574000 | PA      | $556534.98    | 0.03%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $133358.36    | 0.01%             | 2031-01-29      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54533.72     | 0.00%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    820000 | PA      | $845157.81    | 0.04%             | 2023-09-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3941.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1617126.08   | 0.07%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                             | HARLEY-DAVIDSON                | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $855863.86    | 0.04%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                   | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1267917.75   | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC ROLLED P               | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61097.02     | 0.00%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       846 | NC      | $-352692.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2142094.91   | 0.10%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1636932.95   | 0.08%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                               | SDART 2022-2 B                 | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $685865.68    | 0.03%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER               | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1385923.48   | 0.06%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55500000 | PA      | $55846875.00  | 2.57%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                     | BAXALTA INC                    | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1168877.32   | 0.05%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    731000 | PA      | $701667.86    | 0.03%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Oil Co of the Azerbaijan Republic                                         | STATE OIL CO AZE               | CUSIP: EJ5777036<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    225000 | PA      | $223982.87    | 0.01%             | 2023-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1470000 | PA      | $1442172.17   | 0.07%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        19 | NC      | $-23643.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY RAIL LEASING LP TRL_18-1                                                | TRL 2018-1A A2                 | CUSIP: 89657AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $598539.20    | 0.03%             | 2048-06-17      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1098181.41   | 0.05%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    580000 | PA      | $543874.52    | 0.03%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                | PUGET ENERGY                   | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    393000 | PA      | $375079.60    | 0.02%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1349147.34   | 0.06%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $689814.26    | 0.03%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $306145.05    | 0.01%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C                                       | SMB 2018-C A2A                 | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    499139 | PA      | $466562.38    | 0.02%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    430000 | PA      | $408420.26    | 0.02%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1776308.98   | 0.08%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    915000 | PA      | $856480.96    | 0.04%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    297000 | PA      | $254026.62    | 0.01%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $759506.97    | 0.03%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1083256.38   | 0.05%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1466617.95   | 0.07%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | AXALTA COAT/BV                 | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     80000 | PA      | $73925.82     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 A3               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $54498.92     | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3233000 | PA      | $2827437.83   | 0.13%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP               | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1373981.88   | 0.06%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $459821.97    | 0.02%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                            | FEMSA                          | CUSIP: 344419AA4<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    166000 | PA      | $164514.32    | 0.01%             | 2023-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                               | SDART 2020-2 D                 | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $857148.78    | 0.04%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                       | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372712.58    | 0.02%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1232363.72   | 0.06%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $2950643.39   | 0.14%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank / Debt not acquired by JPMorgan                          | WASH MUT BANK FA               | CUSIP: 93933WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $51.70        | 0.00%             | 2011-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1523184.32   | 0.07%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $871432.07    | 0.04%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -150 | NC      | $42402.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $395964.66    | 0.02%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -73 | NC      | $61990.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $501275.14    | 0.02%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                           | INDONESIA ASAHAN               | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    788000 | PA      | $772112.60    | 0.04%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | MSBAM 2016-C29 A4              | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779000 | PA      | $723652.83    | 0.03%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3                   | GMCAR 2021-3 A4                | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $380165.60    | 0.02%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                 | COMM 2013-CR12 A3              | CUSIP: 12591KAD7<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    156738 | PA      | $154886.50    | 0.01%             | 2046-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466453.79    | 0.02%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3108322.86   | 0.14%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2220000 | PA      | $1975988.37   | 0.09%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                                  | GFORT 2020-1 C                 | CUSIP: 361886CK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $106762.82    | 0.00%             | 2025-08-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                        | MSC 2015-UBS8 C                | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $130893.98    | 0.01%             | 2048-12-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1066976.64   | 0.05%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                                  | GFORT 2020-1 B                 | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $136025.85    | 0.01%             | 2025-08-15      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $22402500.00  | 1.03%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B                                     | HDMOT 2021-B A3                | CUSIP: 41285AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    751357 | PA      | $724924.46    | 0.03%             | 2026-11-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                       | QORVO INC                      | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    440000 | PA      | $405959.46    | 0.02%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $984898.30    | 0.05%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2099764.11   | 0.10%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                          | WFMBS 2006-AR14 2A1            | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53511 | PA      | $56350.09     | 0.00%             | 2036-10-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                        | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1220712.55   | 0.06%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &               | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |     88454 | PA      | $88287.75     | 0.00%             | 2025-05-30      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    329000 | PA      | $311415.53    | 0.01%             | 2027-01-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1357161.64   | 0.06%             | 2027-03-10      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BA)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -100000 | NC      | $-621.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4638062.00   | 0.21%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1830000 | PA      | $1676085.95   | 0.08%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $147330.41    | 0.01%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2222861.77   | 0.10%             | 2024-05-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP               | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152709.35    | 0.01%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |    720000 | PA      | $712433.35    | 0.03%             | 2025-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2109102.00   | 0.10%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5839463.86   | 0.27%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1770000 | PA      | $1794429.15   | 0.08%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8460000 | PA      | $8144263.49   | 0.38%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-420                                         | MSC 2015-420 A                 | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361788 | PA      | $341056.37    | 0.02%             | 2050-10-12      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1605000 | PA      | $1413943.74   | 0.07%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257759.41    | 0.01%             | 2025-05-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD VARIABLE INSURANCE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer