# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0001752724-23-050286
**Filing Date:** 2023-3
**Character Count:** 267789
**Document Hash:** da151e910a271e6b325c92438dcda1f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050286.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050286

**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 BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 23693872

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

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600 V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND MARKET FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Ultra-Short Bond ETF (Series ID: S000071399)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000226472 | ETF Shares   | VUSB            |

## 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 BOND INDEX FUNDS

- **b. Investment Company Act file number:** 811-04681

- **c. CIK number of Registrant:** 0000794105

- **d. LEI of Registrant:** 549300INE5BF80OGAZ51

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

- **b. EDGAR series identifier (if any):** S000071399

- **c. LEI of Series:** 5493007JE7V8J9D1LN10

**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:** $3364312901.21

**Total Liabilities:** $101692082.64

**Net Assets:** $3262620818.57

**Cash Not Reported:** $731578.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -39566.55125990 | **1-Year:** -140197.24008034 | **5-Year:** -8713.50760692 | **10-Year:** -44.93512982 | **30-Year:** 0.00000001

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

- **3-Month:** -181.47594468 | **1-Year:** -182.05118051 | **5-Year:** -2.19089122 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226472 | -0.01%               | 0.50%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4800821.14             | $-695849.66                                |
| Month 2  | $-7645300.95             | $20072120.66                               |
| Month 3  | $-1238559.62             | $6488976.07                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Thai Oil PCL                                                                    | THAI OIL PCL                   | CUSIP: EJ5222306<br>LEI: 549300HG5527UPZLTT69 | Long             | DBT              | CORP              | TH        |      100000 | PA      | $99844.50     | 0.00%             | 2023-01-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO TR&BK                 | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     8560000 | PA      | $8096492.52   | 0.25%             | 2024-03-25      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-2                                            | FCAT 2021-2 A                  | CUSIP: 33844WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050473 | PA      | $1030074.20   | 0.03%             | 2026-12-15      | Fixed         | 0.37%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5220000 | PA      | $5155924.45   | 0.16%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd                                                                   | BK TOKYO-MIT UFJ               | CUSIP: 064255AW2<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |     2660000 | PA      | $2606246.96   | 0.08%             | 2024-03-10      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1156183.95   | 0.04%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST ARIFL_22-A                                                | ARIFL 2022-A A2                | CUSIP: 00217QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $982180.40    | 0.03%             | 2031-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS               | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1114409.34   | 0.03%             | 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        |     1750000 | PA      | $1678585.65   | 0.05%             | 2027-03-22      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANK               | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      500000 | PA      | $494249.97    | 0.02%             | 2023-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      268000 | PA      | $258408.29    | 0.01%             | 2024-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                  | DTAOT 2021-2A A                | CUSIP: 23345EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      301724 | PA      | $300732.26    | 0.01%             | 2025-03-17      | Fixed         | 0.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                         | STACR 2021-DNA6 M1             | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1570000 | PA      | $1549464.40   | 0.05%             | 2041-10-25      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1523000 | PA      | $1515307.01   | 0.05%             | 2023-03-14      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                             | AMCAR 2021-2 A3                | CUSIP: 03066RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2912172.90   | 0.09%             | 2026-12-18      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | TOTAL SYSTEM SVC               | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3637000 | PA      | $3607857.52   | 0.11%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-3                                              | CARMX 2021-3 A2A               | CUSIP: 14317DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      762371 | PA      | $758889.28    | 0.02%             | 2024-09-16      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4251000 | PA      | $4051368.58   | 0.12%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    11815000 | PA      | $11434207.87  | 0.35%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AV1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $995983.87    | 0.03%             | 2023-03-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: 445545AL0<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |      730000 | PA      | $729298.55    | 0.02%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                                | GMALT 2022-2 A4                | CUSIP: 36266FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2750000 | PA      | $2666965.95   | 0.08%             | 2026-05-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1596000 | PA      | $1585178.72   | 0.05%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_21-A                                               | NALT 2021-A A2                 | CUSIP: 65480DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      658835 | PA      | $657133.97    | 0.02%             | 2023-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EVM8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      242000 | PA      | $241648.83    | 0.01%             | 2023-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      725000 | PA      | $723372.80    | 0.02%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     4096000 | PA      | $4020217.12   | 0.12%             | 2024-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                       | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     4098000 | PA      | $4048998.21   | 0.12%             | 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        |     1760000 | PA      | $1715620.19   | 0.05%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-4                                            | FCAT 2021-4 A                  | CUSIP: 33845AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      893117 | PA      | $865900.23    | 0.03%             | 2026-07-17      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_19-C                                                   | VZOT 2019-C C                  | CUSIP: 92348AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2989627.20   | 0.09%             | 2024-04-22      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET COR               | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6256537.62   | 0.19%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8940000 | PA      | $8910672.42   | 0.27%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      335000 | PA      | $329031.60    | 0.01%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    11800000 | PA      | $11327109.10  | 0.35%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ12                                         | GSMS 2013-GC12 B               | CUSIP: 36197XAQ7<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $345920.44    | 0.01%             | 2046-06-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                                      | HERTZ 2022-3A C                | CUSIP: 42806MAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $494289.35    | 0.02%             | 2025-03-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109AY7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      928000 | PA      | $919837.83    | 0.03%             | 2023-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                               | TESLA 2021-B A2                | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1249299 | PA      | $1221038.01   | 0.04%             | 2025-09-22      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| USAA Capital Corp                                                               | USAA CAP CORP                  | CUSIP: 90327QD48<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1732080.32   | 0.05%             | 2023-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11781000 | PA      | $11791032.58  | 0.36%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448AQ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      721000 | PA      | $716693.03    | 0.02%             | 2023-03-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114QCJ5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     4949000 | PA      | $4796958.55   | 0.15%             | 2023-09-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                 | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     4024000 | PA      | $3987771.04   | 0.12%             | 2023-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     7655000 | PA      | $7528398.78   | 0.23%             | 2024-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-3                                            | GCAR 2021-3A A                 | CUSIP: 36263LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179945 | PA      | $179081.46    | 0.01%             | 2025-01-15      | Fixed         | 0.42%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHS FIN GLB               | CUSIP: 10921U2G2<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      851000 | PA      | $815357.86    | 0.02%             | 2023-12-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2047981.87   | 0.06%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4593000 | PA      | $4526211.81   | 0.14%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1341 | NC      | $-450884.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5062000 | PA      | $4872394.49   | 0.15%             | 2023-11-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST TLOT_21-B                                              | TLOT 2021-B A3                 | CUSIP: 89239CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1750796.28   | 0.05%             | 2024-10-21      | Fixed         | 0.42%                 | Yes           |                  2 | On Loan: No      |
| Cummins Inc                                                                     | CUMMINS INC                    | CUSIP: 231021AR7<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     8107000 | PA      | $8030735.83   | 0.25%             | 2023-10-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     4182000 | PA      | $4124541.91   | 0.13%             | 2024-01-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    10757000 | PA      | $10581359.70  | 0.32%             | 2023-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CBB9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5136934.30   | 0.16%             | 2023-04-12      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-395973.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP               | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $9001162.17   | 0.28%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $272328.86    | 0.01%             | 2023-01-19      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YAY5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     4154000 | PA      | $4111963.97   | 0.13%             | 2023-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WCJ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1453000 | PA      | $1440715.16   | 0.04%             | 2023-07-14      | Fixed         | 3.45%                 | 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        |     1780000 | PA      | $1741907.82   | 0.05%             | 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        |     4600000 | PA      | $4520503.26   | 0.14%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    10360000 | PA      | $10253851.65  | 0.31%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5211000 | PA      | $5142642.21   | 0.16%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7645000 | PA      | $7622853.28   | 0.23%             | 2023-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89233P7F7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     4236000 | PA      | $4235095.70   | 0.13%             | 2023-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      505000 | PA      | $494964.37    | 0.02%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      690000 | PA      | $462558.74    | 0.01%             | 2023-11-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10664000 | PA      | $10554638.97  | 0.32%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DIAMOND 1 FIN/DI               | CUSIP: 25272KAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      866000 | PA      | $866076.93    | 0.03%             | 2023-06-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                      | SHIRE ACQ INV IE               | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     6157000 | PA      | $6049679.73   | 0.19%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1425888.96   | 0.04%             | 2023-04-06      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | AIG GLOBAL FUNDI               | CUSIP: 00138CAT5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    10344000 | PA      | $10011525.84  | 0.31%             | 2023-09-13      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                 | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5563749.20   | 0.17%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3640000 | PA      | $3549651.71   | 0.11%             | 2024-07-10      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Shopping Centres Australasia Property Retail Trust                              | SHOP CTR AU PRPT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     1440000 | PA      | $964731.72    | 0.03%             | 2024-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661CZ8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1602000 | PA      | $1585617.10   | 0.05%             | 2023-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR               | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      716000 | PA      | $714443.80    | 0.02%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 58155QAG8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2862487.40   | 0.09%             | 2023-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                   | TAOT 2022-C A2A                | CUSIP: 89231CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7250000 | PA      | $7178438.88   | 0.22%             | 2025-08-15      | Fixed         | 3.83%                 | 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      | $-819.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | AIG GLOBAL FUNDI               | CUSIP: 00138CAQ1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     5902000 | PA      | $5652598.71   | 0.17%             | 2023-12-08      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7334000 | PA      | $7220619.15   | 0.22%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      228000 | PA      | $224273.34    | 0.01%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                   | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4545000 | PA      | $4519259.57   | 0.14%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                                        | HART 2022-B A2A                | CUSIP: 44918MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5190000 | PA      | $5136645.24   | 0.16%             | 2025-05-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1923000 | PA      | $1891435.95   | 0.06%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HVC3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     9540000 | PA      | $9335925.95   | 0.29%             | 2023-06-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-396018.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AQ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      481000 | PA      | $476718.03    | 0.01%             | 2023-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_22-A                                          | VWALT 2022-A A2                | CUSIP: 92868AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9261839 | PA      | $9144223.90   | 0.28%             | 2024-10-21      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FIN II                | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    15299000 | PA      | $15062079.07  | 0.46%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                             | WSO FINANCE PTY                | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |     1540000 | PA      | $1043345.09   | 0.03%             | 2023-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARMACEU               | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    10446000 | PA      | $10361599.14  | 0.32%             | 2023-11-26      | Fixed         | 4.40%                 | 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      | $319.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $9618400.57   | 0.29%             | 2024-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_22-A                                              | BMWOT 2022-A A2A               | CUSIP: 05602RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4759344 | PA      | $4712468.63   | 0.14%             | 2024-12-26      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                | ANZ NZ INTL/LDN                | CUSIP: 00182EBL2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     2966000 | PA      | $2956625.99   | 0.09%             | 2023-02-13      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     4820000 | PA      | $3278145.55   | 0.10%             | 2023-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      115000 | PA      | $113451.83    | 0.00%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_22-A                                               | CHAOT 2022-AA A2               | CUSIP: 16144JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6500000 | PA      | $6450570.75   | 0.20%             | 2025-10-27      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAK0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      975000 | PA      | $972923.96    | 0.03%             | 2023-03-15      | Fixed         | 4.45%                 | 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        |     1603000 | PA      | $1602494.89   | 0.05%             | 2023-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $978065.02    | 0.03%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                      | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    15001000 | PA      | $14869152.76  | 0.46%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $1095616.35   | 0.03%             | 2024-03-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: 64952WDP5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      526000 | PA      | $518929.59    | 0.02%             | 2023-05-05      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-4                                            | GCAR 2021-4A A                 | CUSIP: 36263DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638978 | PA      | $630537.58    | 0.02%             | 2025-07-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FN9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169289.67    | 0.01%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WDK4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1958736.78   | 0.06%             | 2023-07-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                       | MYLAN INC                      | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      800000 | PA      | $799042.54    | 0.02%             | 2023-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3967000 | PA      | $3939106.28   | 0.12%             | 2024-05-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2386548.65   | 0.07%             | 2023-08-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5304000 | PA      | $5062251.90   | 0.16%             | 2024-01-19      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                       | DELMARVA PR & LT               | CUSIP: 247109BS9<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |      404000 | PA      | $398757.36    | 0.01%             | 2023-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10333000 | PA      | $10294478.06  | 0.32%             | 2024-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4423673.21   | 0.14%             | 2024-02-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAS4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      699000 | PA      | $693558.39    | 0.02%             | 2023-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4240000 | PA      | $4148608.71   | 0.13%             | 2025-06-14      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HH9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      285000 | PA      | $277454.43    | 0.01%             | 2023-08-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                   | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3647975.35   | 0.11%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                    | ILLUMINA INC                   | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5933420.76   | 0.18%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-394520.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     5700000 | PA      | $3825976.83   | 0.12%             | 2028-06-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     6787000 | PA      | $6660393.88   | 0.20%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $191811.29    | 0.01%             | 2023-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | PIONEER NATURAL                | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4917154.65   | 0.15%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-1                                          | ALLYA 2022-1 A3                | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3403200.85   | 0.10%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      483000 | PA      | $456281.95    | 0.01%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214DZ3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $49777.00     | 0.00%             | 2023-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A2M2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1340975.02   | 0.04%             | 2023-05-26      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Resimac Bastille Trust Series 2021-2NC                                          | RESI 2021-2NCA A1B             | CUSIP: 76120BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      981125 | PA      | $973987.39    | 0.03%             | 2053-02-03      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CN0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4994612.00   | 0.15%             | 2023-04-18      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NAT LIFE               | CUSIP: 46849LSS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      246000 | PA      | $240757.29    | 0.01%             | 2024-01-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1813699.33   | 0.06%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN               | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     5146000 | PA      | $5118772.51   | 0.16%             | 2023-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BA6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2386216.30   | 0.07%             | 2023-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL               | CUSIP: 14913Q2L2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     2088000 | PA      | $2076691.35   | 0.06%             | 2023-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1950353.14   | 0.06%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                                         | FORDL 2022-A C                 | CUSIP: 34528LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1208056.00   | 0.04%             | 2025-10-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST               | CUSIP: 133131AS1<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     5526000 | PA      | $5510109.38   | 0.17%             | 2023-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-5                                                  | VZMT 2022-5 A1A                | CUSIP: 92348KAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7500000 | PA      | $7391654.25   | 0.23%             | 2027-07-20      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4313000 | PA      | $4290221.54   | 0.13%             | 2023-04-24      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                | CUSIP: 233851DS0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     4280000 | PA      | $4205882.64   | 0.13%             | 2024-02-22      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4                   | GMCAR 2022-4 A2A               | CUSIP: 36265QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12500000 | PA      | $12442647.50  | 0.38%             | 2025-11-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244AD1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     1132000 | PA      | $1120432.94   | 0.03%             | 2023-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE               | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3117000 | PA      | $3091396.74   | 0.09%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     7807000 | PA      | $7723493.83   | 0.24%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516BD7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     2892000 | PA      | $2851584.97   | 0.09%             | 2023-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     9345000 | PA      | $9274639.16   | 0.28%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                 | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     5448000 | PA      | $5372865.54   | 0.16%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT_22-1                                    | DTRT 2022-1 A2                 | CUSIP: 233869AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4440000 | PA      | $4430329.24   | 0.14%             | 2024-09-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING               | CUSIP: 36143L2F1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     1228000 | PA      | $1180551.38   | 0.04%             | 2023-12-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2900000 | PA      | $2855422.42   | 0.09%             | 2023-09-29      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332AN2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1509571.59   | 0.05%             | 2023-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                  | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    15157000 | PA      | $15065369.57  | 0.46%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                        | CUSIP: 00185AAD6<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    13614000 | PA      | $13478828.91  | 0.41%             | 2023-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      200000 | PA      | $136223.84    | 0.00%             | 2023-05-16      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3856654.32   | 0.12%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1084477.33   | 0.03%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2282000 | PA      | $2275410.73   | 0.07%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN               | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      475000 | PA      | $471017.82    | 0.01%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-B                                                   | VZOT 2020-B C                  | CUSIP: 92290BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2740000 | PA      | $2637021.48   | 0.08%             | 2025-02-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BL6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     3736000 | PA      | $3672719.07   | 0.11%             | 2023-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                             | FORDF 2020-1 D                 | CUSIP: 34528QHP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $486277.80    | 0.01%             | 2025-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WDM0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3395147.91   | 0.10%             | 2023-09-08      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      894000 | PA      | $896268.86    | 0.03%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4944552.15   | 0.15%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CBA1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2686025.47   | 0.08%             | 2024-01-12      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| DLL FINANCE LLC DLLAD_21-1                                                      | DLLAD 2021-1A A2               | CUSIP: 233262AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1836222 | PA      | $1809434.00   | 0.06%             | 2024-09-20      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                   | GMCAR 2022-3 A2A               | CUSIP: 36265WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9720000 | PA      | $9627142.90   | 0.30%             | 2025-09-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA CACLN_21-2                                               | CACLN 2021-2 B                 | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2586153 | PA      | $2484812.93   | 0.08%             | 2028-12-26      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                    | OKLAHOMA GAS & E               | CUSIP: 678858BW0<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       53000 | PA      | $51977.64     | 0.00%             | 2023-05-26      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | TREASURY BILL                  | CUSIP: 912796ZD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   231425000 | PA      | $221892349.68 | 6.80%             | 2023-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $3799751.60   | 0.12%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: 2027A0JX8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      160000 | PA      | $159553.64    | 0.00%             | 2023-03-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                         | DRIVE 2021-3 A3                | CUSIP: 262081AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      942400 | PA      | $936839.09    | 0.03%             | 2025-10-15      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     5698000 | PA      | $5542625.11   | 0.17%             | 2024-06-30      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $14883526.05  | 0.46%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| QPH Finance Co Pty Ltd                                                          | QPH FINANCE CO P               | CUSIP: N/A<br>LEI: 549300DAS54SITV58008       | Long             | DBT              | CORP              | AU        |       50000 | PA      | $33999.89     | 0.00%             | 2023-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                 | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    14169000 | PA      | $13730685.67  | 0.42%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | AFFIL MANAGERS                 | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     1704000 | PA      | $1683593.22   | 0.05%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | TOYOTA MTR CORP                | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $1898183.36   | 0.06%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CH1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2945325.18   | 0.09%             | 2023-08-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     4654000 | PA      | $4597067.71   | 0.14%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A                                     | HDMOT 2022-A A3                | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1215119.00   | 0.04%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EU8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     7983000 | PA      | $7929120.66   | 0.24%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                | CUSIP: 37331NAD3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1485188.81   | 0.05%             | 2023-07-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1361039.20   | 0.04%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      285000 | PA      | $269974.23    | 0.01%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     2615000 | PA      | $2479945.81   | 0.08%             | 2024-04-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    10210000 | PA      | $9696731.66   | 0.30%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-1                                         | DRIVE 2019-1 D                 | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      127076 | PA      | $126863.09    | 0.00%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1056244.31   | 0.03%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1124000 | PA      | $1097644.01   | 0.03%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12477000 | PA      | $12026820.48  | 0.37%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                               | WLAKE 2022-1A A3               | CUSIP: 96042WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1848608.04   | 0.06%             | 2025-07-15      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B                                  | NAROT 2022-B A2                | CUSIP: 65480JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6530000 | PA      | $6479475.43   | 0.20%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                | ANZ NZ INTL/LDN                | CUSIP: 00182EBK4<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     4863000 | PA      | $4759692.32   | 0.15%             | 2024-03-19      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A                      | WOLS 2022-A A4                 | CUSIP: 98163NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $519046.00    | 0.02%             | 2027-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-B                                         | FORDL 2021-B A2                | CUSIP: 345329AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      743392 | PA      | $741644.14    | 0.02%             | 2024-04-15      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-540259.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                                      | LOEWS CORP                     | CUSIP: 540424AQ1<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     8443000 | PA      | $8361805.10   | 0.26%             | 2023-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: 63859UBE2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $299185.22    | 0.01%             | 2023-01-27      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5119000 | PA      | $5092752.74   | 0.16%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Property Trust                                                          | GENERAL PROPERTY               | CUSIP: N/A<br>LEI: 549300SW9ZVCAW2QHF98       | Long             | DBT              | CORP              | AU        |     3380000 | PA      | $2282245.61   | 0.07%             | 2023-11-07      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                               | SDART 2022-4 A3                | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1705644.68   | 0.05%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST USAOT_22-A                                                | USAOT 2022-A A2                | CUSIP: 90291UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10140000 | PA      | $10109478.60  | 0.31%             | 2025-02-18      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      931000 | PA      | $884219.48    | 0.03%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_22-1                                              | BMWLT 2022-1 A2                | CUSIP: 05601XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1432626 | PA      | $1421611.04   | 0.04%             | 2024-05-28      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust                                                      | FIVE COR FND TRS               | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    37505000 | PA      | $37147850.76  | 1.14%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     5344000 | PA      | $5282454.17   | 0.16%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DIAMOND 1 FIN/DI               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6074000 | PA      | $6074539.55   | 0.19%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | ADOBE INC                      | CUSIP: 00724PAA7<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     2476000 | PA      | $2469170.03   | 0.08%             | 2023-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FUNDING DFLF2_21-2                                           | DFLF2 2021-2 A2                | CUSIP: 257812AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1101513 | PA      | $1069110.48   | 0.03%             | 2034-12-11      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     2795000 | PA      | $2755048.21   | 0.08%             | 2023-05-21      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: AZ7115639<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      432000 | PA      | $294782.63    | 0.01%             | 2029-07-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3447000 | PA      | $3374041.42   | 0.10%             | 2024-02-01      | Fixed         | 3.90%                 | 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        |     3000000 | PA      | $2902857.90   | 0.09%             | 2024-08-20      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10300000 | PA      | $10228981.50  | 0.31%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUST               | CUSIP: N/A<br>LEI: 984500E3D9SF5M749X15       | Long             | DBT              | NUSS              | AU        |     1060000 | PA      | $718975.78    | 0.02%             | 2023-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: 82620KAS2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      474000 | PA      | $463117.36    | 0.01%             | 2024-03-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3168000 | PA      | $3130048.44   | 0.10%             | 2024-03-08      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANK               | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3071405.36   | 0.09%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368BJ1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1180597.96   | 0.04%             | 2023-06-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-4                          | ACAR 2021-4 B                  | CUSIP: 02530TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $796526.32    | 0.02%             | 2026-02-13      | Fixed         | 0.86%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                     | BRDCOM CRP / FIN               | CUSIP: 11134LAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      238000 | PA      | $237842.41    | 0.01%             | 2023-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                    | HSBC USA INC                   | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     5540000 | PA      | $5437072.01   | 0.17%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO TR&BK                 | CUSIP: 86563VAQ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     3889000 | PA      | $3767831.28   | 0.12%             | 2023-09-12      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Thaioil Treasury Center Co Ltd                                                  | THAIOIL TRSRY                  | CUSIP: 88323AAA0<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $199804.32    | 0.01%             | 2023-01-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5376000 | PA      | $5237547.14   | 0.16%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81930.05     | 0.00%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                     | COOP RAB UA/NY                 | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2335000 | PA      | $2294571.48   | 0.07%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78015K7J7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2702000 | PA      | $2605540.71   | 0.08%             | 2023-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBD0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $3891934.81   | 0.12%             | 2023-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4456000 | PA      | $4385141.18   | 0.13%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $380590.00    | 0.01%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    19498000 | PA      | $19231120.93  | 0.59%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    14263000 | PA      | $14020075.15  | 0.43%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     7446000 | PA      | $7360610.46   | 0.23%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DAIMLER TRUCKS                 | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     6170000 | PA      | $5926092.50   | 0.18%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN CO GAS                | CUSIP: 8426EPAA6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2588449.03   | 0.08%             | 2023-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EAW5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     6480000 | PA      | $6452947.17   | 0.20%             | 2023-04-12      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                  | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     1744000 | PA      | $1739483.58   | 0.05%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE               | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     3553000 | PA      | $3524539.65   | 0.11%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $224265.71    | 0.01%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                                      | SRT 2021-B A2                  | CUSIP: 80286DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      418384 | PA      | $416790.27    | 0.01%             | 2024-01-22      | Fixed         | 0.31%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2                                       | AESOP 2017-2A A                | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1745018.10   | 0.05%             | 2024-03-20      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAM3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      633000 | PA      | $632469.88    | 0.02%             | 2023-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR               | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      210000 | PA      | $208461.61    | 0.01%             | 2023-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBB8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     4944000 | PA      | $4856884.69   | 0.15%             | 2024-02-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                 | CUSIP: 224044CA3<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     9540000 | PA      | $9450292.23   | 0.29%             | 2023-06-30      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_21-2                                          | DEFT 2021-2 A2                 | CUSIP: 24702VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600117 | PA      | $592309.53    | 0.02%             | 2026-12-22      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | ROCKWELL AUTOMAT               | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     3185000 | PA      | $3095732.44   | 0.09%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-2                                          | ALLYA 2022-2 A2                | CUSIP: 02008MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12500000 | PA      | $12435468.75  | 0.38%             | 2025-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513AY1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1403268.13   | 0.04%             | 2024-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3303000 | PA      | $3135490.80   | 0.10%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     3520000 | PA      | $3393011.60   | 0.10%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                | CUSIP: 233851BJ2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     3514000 | PA      | $3407884.16   | 0.10%             | 2024-08-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     6813000 | PA      | $6558731.69   | 0.20%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     1564000 | PA      | $1063276.62   | 0.03%             | 2024-02-16      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                  | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     6311000 | PA      | $6268153.93   | 0.19%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                                      | CRVNA 2021-P3 A2               | CUSIP: 14687JAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      396076 | PA      | $392540.05    | 0.01%             | 2025-01-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                    | SUMITOMO MITSUI                | CUSIP: 865622BJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      477000 | PA      | $470297.82    | 0.01%             | 2024-01-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5849000 | PA      | $5792992.02   | 0.18%             | 2024-07-23      | Variable      | 3.80%                 | 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      | $287.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BFN5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7027000 | PA      | $6981183.75   | 0.21%             | 2023-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2681391.11   | 0.08%             | 2023-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3394000 | PA      | $3363131.16   | 0.10%             | 2023-05-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                    | WALGREENS BOOTS                | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     8571000 | PA      | $8265821.49   | 0.25%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     5368000 | PA      | $5170219.96   | 0.16%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      779000 | PA      | $754217.17    | 0.02%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05583JAF9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4160000 | PA      | $4109119.04   | 0.13%             | 2023-09-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     6000000 | PA      | $5700451.74   | 0.17%             | 2024-03-11      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK AB                 | CUSIP: 65557CAY9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     4640000 | PA      | $4593678.28   | 0.14%             | 2023-08-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLBL                | CUSIP: 57629WCV0<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1941385.58   | 0.06%             | 2023-08-28      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      807000 | PA      | $784134.63    | 0.02%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5                                         | DRIVE 2018-5 D                 | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3985337 | PA      | $3978466.70   | 0.12%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      536000 | PA      | $528855.24    | 0.02%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| State Bank of India/London                                                      | ST BK INDIA/LON                | CUSIP: AU5885655<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |      650000 | PA      | $645559.14    | 0.02%             | 2023-09-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                         | FORDO 2022-B A2A               | CUSIP: 34534LAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8380158 | PA      | $8315238.17   | 0.25%             | 2025-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                                  | DTAOT 2022-2A A                | CUSIP: 23345AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3505219 | PA      | $3448391.21   | 0.11%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_20-A                                                    | CNH 2020-A A3                  | CUSIP: 12597PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122824 | PA      | $121151.31    | 0.00%             | 2025-06-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $969126.82    | 0.03%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 0641598J8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     9285000 | PA      | $8983909.55   | 0.28%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                       | DLLST 2022-1A A3               | CUSIP: 23292GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2926369.20   | 0.09%             | 2025-01-21      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813CY3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7934463.68   | 0.24%             | 2023-12-01      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                    | LYB INTL FIN                   | CUSIP: 50247VAA7<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     3210000 | PA      | $3185903.33   | 0.10%             | 2023-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3441000 | PA      | $3420747.03   | 0.10%             | 2024-04-24      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B                                       | MBALT 2021-B A3                | CUSIP: 58769KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4859078.50   | 0.15%             | 2024-11-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBR5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4484853.54   | 0.14%             | 2023-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $984291.88    | 0.03%             | 2024-05-19      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $1118613.89   | 0.03%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-4                                   | HAROT 2019-4 A3                | CUSIP: 43813VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      226234 | PA      | $225486.49    | 0.01%             | 2024-01-18      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 17 II Ltd                                            | CK HUTCHISON INT               | CUSIP: 12563XAB7<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |      305000 | PA      | $303361.31    | 0.01%             | 2023-03-29      | Fixed         | 2.75%                 | Yes           |                  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        |     1750000 | PA      | $1698441.85   | 0.05%             | 2026-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_22-1                                            | GCAR 2022-1A A                 | CUSIP: 36263XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1015509 | PA      | $1001071.85   | 0.03%             | 2025-08-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_21-C                                                    | CNH 2021-C A2                  | CUSIP: 12598LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      644416 | PA      | $636040.81    | 0.02%             | 2025-01-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     2160000 | PA      | $1465151.11   | 0.04%             | 2023-05-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                             | AMCAR 2021-2 A2                | CUSIP: 03066RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       81409 | PA      | $81295.42     | 0.00%             | 2024-11-18      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      586000 | PA      | $563607.27    | 0.02%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     2954000 | PA      | $2948262.33   | 0.09%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  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        |     1289000 | PA      | $1273449.89   | 0.04%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                                         | FORDR 2019-1 A                 | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6330000 | PA      | $6205949.09   | 0.19%             | 2030-07-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE                                                  | WLAKE 2021-3A A3               | CUSIP: 96043JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2780000 | PA      | $2700416.66   | 0.08%             | 2025-06-16      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1837000 | PA      | $1736134.90   | 0.05%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FY4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7643000 | PA      | $7547703.79   | 0.23%             | 2023-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     8720000 | PA      | $8650316.39   | 0.27%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2                             | AMCAR 2022-2 A2A               | CUSIP: 03065WAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10468492 | PA      | $10381377.37  | 0.32%             | 2025-12-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                                        | REL STAN LIFE II               | CUSIP: 75951AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5619570.21   | 0.17%             | 2023-09-19      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                                                       | DLLST 2022-1A A4               | CUSIP: 23292GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1437210.90   | 0.04%             | 2028-09-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC               | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      735000 | PA      | $720972.28    | 0.02%             | 2023-09-21      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC               | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     3530000 | PA      | $3480627.41   | 0.11%             | 2023-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    13115000 | PA      | $12987132.16  | 0.40%             | 2023-10-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | DR PEPPER SNAPPL               | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4702966.75   | 0.14%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1221000 | PA      | $1181879.06   | 0.04%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                    | 7-ELEVEN INC                   | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    16013000 | PA      | $15232421.82  | 0.47%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                  | CUSIP: 879360AA3<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1678630.86   | 0.05%             | 2023-04-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2377927.68   | 0.07%             | 2023-07-01      | 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        |     4796000 | PA      | $4733746.58   | 0.15%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1053511.31   | 0.03%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      630000 | PA      | $628645.99    | 0.02%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AK1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1382000 | PA      | $1367618.36   | 0.04%             | 2023-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    13897000 | PA      | $13727379.05  | 0.42%             | 2023-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                | CARLISLE COS INC               | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     3565000 | PA      | $3450014.17   | 0.11%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FED RLTY INVS TR               | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493509.49    | 0.02%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4382000 | PA      | $4235809.07   | 0.13%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D                                     | WOART 2022-D A2A               | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7000000 | PA      | $7003419.50   | 0.21%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10296000 | PA      | $10255814.61  | 0.31%             | 2023-11-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAB7<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     5707000 | PA      | $5707633.93   | 0.17%             | 2023-11-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAK5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     5796000 | PA      | $5727727.99   | 0.18%             | 2023-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                 | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     6205000 | PA      | $6158003.39   | 0.19%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK                    | CUSIP: 65557CBE2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1835000 | PA      | $1803981.45   | 0.06%             | 2023-06-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Jackson Financial Inc                                                           | JACKSON FIN INC                | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1470239.75   | 0.05%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GZ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      658000 | PA      | $650781.74    | 0.02%             | 2023-04-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368FAA7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    15137000 | PA      | $14653632.90  | 0.45%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DD6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    19698000 | PA      | $19488927.00  | 0.60%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     5540000 | PA      | $5451613.84   | 0.17%             | 2024-07-26      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5547000 | PA      | $5500299.20   | 0.17%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL               | CUSIP: 904764BA4<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169493.89    | 0.01%             | 2023-03-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WDH1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1337782.85   | 0.04%             | 2023-05-10      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4916751.35   | 0.15%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital Canada Ltd                                                | TOTAL CAP CANADA               | CUSIP: 89153UAF8<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |     3950000 | PA      | $3903563.05   | 0.12%             | 2023-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2194000 | PA      | $2178463.25   | 0.07%             | 2023-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     5800000 | PA      | $5764121.37   | 0.18%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                         | PRICOA GLOB FUND               | CUSIP: 741531FA0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |      347000 | PA      | $343076.37    | 0.01%             | 2023-09-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG LONDON                  | CUSIP: 902674YF1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1228000 | PA      | $1204574.45   | 0.04%             | 2023-06-01      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     5337000 | PA      | $5215089.04   | 0.16%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_22-2                                          | DEFT 2022-2 A2                 | CUSIP: 24702CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3270000 | PA      | $3233911.30   | 0.10%             | 2027-07-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHS FIN GLB               | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    10575000 | PA      | $10334956.81  | 0.32%             | 2023-06-28      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1919000 | PA      | $1871923.36   | 0.06%             | 2024-06-14      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422ERT8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      104000 | PA      | $103876.64    | 0.00%             | 2023-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RAP2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1609000 | PA      | $1542516.96   | 0.05%             | 2023-12-07      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     6561000 | PA      | $6480662.39   | 0.20%             | 2023-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    78315402 | NS      | $78307570.06  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449WAG2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     6939000 | PA      | $6855053.64   | 0.21%             | 2023-04-06      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     2334000 | PA      | $2300309.81   | 0.07%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_22-B                                                | JDOT 2022-B A2                 | CUSIP: 47800AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3180000 | PA      | $3152165.46   | 0.10%             | 2025-06-16      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_22-1                                                | HPEFS 2022-1A A2               | CUSIP: 40441RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1093669 | PA      | $1075959.29   | 0.03%             | 2029-05-21      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GCT4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     7294000 | PA      | $7183681.97   | 0.22%             | 2024-01-11      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     3491000 | PA      | $3443529.21   | 0.11%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_22-1A                                       | WFLF 2022-1A A                 | CUSIP: 96328GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      680658 | PA      | $663159.72    | 0.02%             | 2036-10-18      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC               | CUSIP: 29449WAC1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    10024000 | PA      | $9615810.49   | 0.29%             | 2023-11-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: 83051GAN8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     6253000 | PA      | $6066351.08   | 0.19%             | 2023-09-01      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578AAA6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1945000 | PA      | $1944430.82   | 0.06%             | 2023-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EUA5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      136000 | PA      | $135985.07    | 0.00%             | 2023-01-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-C                                         | FORDO 2022-C A2A               | CUSIP: 34535AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3530000 | PA      | $3515687.62   | 0.11%             | 2025-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC               | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      610000 | PA      | $597628.12    | 0.02%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA               | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2811817.63   | 0.09%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DLLAA_21-1                                                                      | DLLAA 2021-1A A2               | CUSIP: 23291YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      798856 | PA      | $795376.31    | 0.02%             | 2024-05-17      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-1                                          | ALLYA 2022-1 A2                | CUSIP: 02008JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6841754 | PA      | $6773837.27   | 0.21%             | 2025-04-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                               | CNH INDUSTRIAL N               | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     2844000 | PA      | $2825161.54   | 0.09%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2255000 | PA      | $2233498.71   | 0.07%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                            | SSM HEALTH CARE                | CUSIP: 784710AB1<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15907174.56  | 0.49%             | 2023-06-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | WELLPOINT INC                  | CUSIP: 94973VBA4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      698000 | PA      | $697632.34    | 0.02%             | 2023-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1255000 | PA      | $1244949.22   | 0.04%             | 2023-07-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | CAS 2021-R02 2M1               | CUSIP: 20754KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1379575 | PA      | $1351974.19   | 0.04%             | 2041-11-25      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1                                | DLLMT 2021-1A A2               | CUSIP: 23345FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      859360 | PA      | $849963.81    | 0.03%             | 2024-03-20      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| State Grid Overseas Investment 2013 Ltd                                         | STATE GRID OSEAS               | CUSIP: N/A<br>LEI: 529900GBH9XYPD4XZZ70       | Long             | DBT              | CORP              | VG        |     1258000 | PA      | $1249118.27   | 0.04%             | 2023-05-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     3050000 | PA      | $3003413.42   | 0.09%             | 2023-06-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $624345.67    | 0.02%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3318000 | PA      | $3295902.78   | 0.10%             | 2024-06-01      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2                                   | EART 2022-2A A3                | CUSIP: 30166QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2474328.50   | 0.08%             | 2025-11-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_19-A                                         | FORDO 2019-A A4                | CUSIP: 34533FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      483901 | PA      | $482928.01    | 0.01%             | 2024-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                 | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     7563000 | PA      | $7434097.97   | 0.23%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     7889000 | PA      | $7828953.19   | 0.24%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    13386000 | PA      | $12948536.82  | 0.40%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GRP                | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      246000 | PA      | $244641.83    | 0.01%             | 2023-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                | WLAKE 2021-2A A2A              | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1266642 | PA      | $1254051.84   | 0.04%             | 2025-04-15      | Fixed         | 0.32%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5319000 | PA      | $5229711.01   | 0.16%             | 2024-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC               | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     4252000 | PA      | $4233322.92   | 0.13%             | 2023-03-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      940000 | PA      | $907920.55    | 0.03%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                        | MET TOWER                      | CUSIP: 58989V2C7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     1233000 | PA      | $1164535.46   | 0.04%             | 2024-04-05      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     4482000 | PA      | $4444304.32   | 0.14%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1                             | COPAR 2021-1 A2                | CUSIP: 14044CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      662649 | PA      | $654947.03    | 0.02%             | 2025-02-18      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $12052768.75  | 0.37%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50798.40     | 0.00%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECF6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $2941627.77   | 0.09%             | 2023-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTL                    | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     5620000 | PA      | $5587061.24   | 0.17%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                    | LYONDELLBASELL                 | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     2420000 | PA      | $2425021.04   | 0.07%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                             | FORDF 2020-1 A1                | CUSIP: 34528QHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4720000 | PA      | $4567626.13   | 0.14%             | 2025-09-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4489683.93   | 0.14%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-4                                              | CARMX 2021-4 A2A               | CUSIP: 14317JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      492773 | PA      | $489123.91    | 0.01%             | 2024-11-15      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7270861.03   | 0.22%             | 2023-11-03      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE               | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2118706.52   | 0.06%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A2Q3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    17773000 | PA      | $17161950.75  | 0.53%             | 2023-10-13      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | MIDAMERICAN ENER               | CUSIP: 59562VAY3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     2892000 | PA      | $2859167.01   | 0.09%             | 2023-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EAM7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     6446000 | PA      | $6319749.42   | 0.19%             | 2023-09-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     1250000 | PA      | $851970.92    | 0.03%             | 2023-06-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      410000 | PA      | $279421.34    | 0.01%             | 2023-04-26      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAF1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      108000 | PA      | $106701.47    | 0.00%             | 2023-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-B                                         | FORDL 2021-B A3                | CUSIP: 345329AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3780000 | PA      | $3692065.10   | 0.11%             | 2024-10-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     3163000 | PA      | $2147775.19   | 0.07%             | 2024-02-16      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1984000 | PA      | $1976795.54   | 0.06%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    14702000 | PA      | $14348632.43  | 0.44%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QBC9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2556000 | PA      | $2532049.64   | 0.08%             | 2023-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY-DAVIDSON                | CUSIP: 41283LAS4<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $996902.40    | 0.03%             | 2023-02-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      732000 | PA      | $722780.02    | 0.02%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748AU6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      840000 | PA      | $829196.06    | 0.03%             | 2023-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                 | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    15698000 | PA      | $15072775.50  | 0.46%             | 2023-11-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3939010.12   | 0.12%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 05348EAT6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5944915.44   | 0.18%             | 2023-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                               | SDART 2021-2 B                 | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2077422 | PA      | $2071605.94   | 0.06%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND               | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    15062000 | PA      | $14621295.67  | 0.45%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET COR               | CUSIP: 857477AM5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      281000 | PA      | $277735.41    | 0.01%             | 2023-11-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8893000 | PA      | $8712735.15   | 0.27%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BE3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      543000 | PA      | $541249.97    | 0.02%             | 2023-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                       | AMER HOME PRODCT               | CUSIP: 026609AC1<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |      149000 | PA      | $149443.56    | 0.00%             | 2023-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      750000 | PA      | $509303.67    | 0.02%             | 2023-03-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-1                                | WLAKE 2021-1A A2A              | CUSIP: 96043FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       85591 | PA      | $85410.40     | 0.00%             | 2024-10-15      | Fixed         | 0.39%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114QC48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3500000 | PA      | $3473883.11   | 0.11%             | 2023-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BU2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4712000 | PA      | $4661465.92   | 0.14%             | 2023-05-10      | Fixed         | 2.12%                 | 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        |      572000 | PA      | $550317.91    | 0.02%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-3                                            | FCAT 2021-3 A                  | CUSIP: 33846QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      892658 | PA      | $864273.53    | 0.03%             | 2027-07-15      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CBE3<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2443065.25   | 0.07%             | 2023-07-07      | Fixed         | 0.39%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     7130000 | PA      | $7099163.32   | 0.22%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: 445545AH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     3478000 | PA      | $3478425.64   | 0.11%             | 2023-02-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_22-P1                                      | CRVNA 2022-P1 A3               | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1440945.75   | 0.04%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                    | ASB BANK LIMITED               | CUSIP: 00216LAA1<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      281000 | PA      | $279298.72    | 0.01%             | 2023-06-14      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CZ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     3247000 | PA      | $3239129.92   | 0.10%             | 2023-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     9594000 | PA      | $9181594.33   | 0.28%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12765000 | PA      | $12655694.84  | 0.39%             | 2024-05-18      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7423000 | PA      | $7317707.42   | 0.22%             | 2024-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2453000 | PA      | $2444166.85   | 0.07%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     7895000 | PA      | $8012884.90   | 0.25%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GAX7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     3011000 | PA      | $3010079.57   | 0.09%             | 2023-01-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4535000 | PA      | $4338121.05   | 0.13%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1321214.24   | 0.04%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      526000 | PA      | $519475.51    | 0.02%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AY4<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     6285000 | PA      | $6173730.86   | 0.19%             | 2023-05-26      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                                         | FORDL 2022-A A4                | CUSIP: 34528LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1698658.85   | 0.05%             | 2025-07-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                    | CAS 2021-R01 1M1               | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      732136 | PA      | $726470.79    | 0.02%             | 2041-10-25      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    21960000 | PA      | $21531509.01  | 0.66%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1610000 | PA      | $1595573.60   | 0.05%             | 2024-02-16      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1                                 | MBART 2022-1 A2                | CUSIP: 58768PAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7690000 | PA      | $7704454.12   | 0.24%             | 2025-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1426000 | PA      | $1366237.27   | 0.04%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP               | CUSIP: 26441CAL9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     8132000 | PA      | $8060717.57   | 0.25%             | 2023-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | TOTAL SYSTEM SVC               | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3699000 | PA      | $3676243.42   | 0.11%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3895988.48   | 0.12%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-A                                         | FORDL 2021-A C                 | CUSIP: 34532QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1022338.07   | 0.03%             | 2025-09-15      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                                         | CONS EDISON INC                | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |     2446000 | PA      | $2349488.15   | 0.07%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                               | SDART 2022-6 A3                | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1107590.07   | 0.03%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-2                                         | FORDR 2018-2 A                 | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1860000 | PA      | $1835420.47   | 0.06%             | 2030-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                    | CUSIP: 69349LAM0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $1150376.46   | 0.04%             | 2023-07-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 59217GGV5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     9161000 | PA      | $8734175.63   | 0.27%             | 2024-01-07      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                | CUSIP: 771196BN1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     4737000 | PA      | $4679000.79   | 0.14%             | 2023-09-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 780097BD2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2620000 | PA      | $2591822.37   | 0.08%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | HEALTH CARE REIT               | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2469000 | PA      | $2445385.67   | 0.07%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAP2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1847068.98   | 0.06%             | 2023-03-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5881000 | PA      | $5864024.08   | 0.18%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 2022-5 A3                | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $4112396.82   | 0.13%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B                              | HALST 2021-B A3                | CUSIP: 44891VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1477355.70   | 0.05%             | 2024-06-17      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     8779000 | PA      | $8504562.23   | 0.26%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     3774000 | PA      | $3708393.61   | 0.11%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1912000 | PA      | $1883168.26   | 0.06%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 05348EAR0<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      402000 | PA      | $399210.30    | 0.01%             | 2023-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                | CUSIP: 44644AAE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     5924000 | PA      | $5859929.51   | 0.18%             | 2023-10-06      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Korea Monetary Stabilization Bond                                               | KOREA MSB                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 40000000000 | PA      | $31503734.28  | 0.97%             | 2023-07-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $1194202.33   | 0.04%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_22-2A                                            | KCOT 2022-2A A2                | CUSIP: 50117JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3920000 | PA      | $3869163.87   | 0.12%             | 2025-06-17      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-1                                                  | VZMT 2022-1 C                  | CUSIP: 92348KAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1465998.00   | 0.04%             | 2027-01-20      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818DN5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     3226000 | PA      | $3203478.36   | 0.10%             | 2023-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Monetary Stabilization Bond                                               | KOREA MSB                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  9000000000 | PA      | $7100249.11   | 0.22%             | 2023-09-09      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    10961000 | PA      | $10808833.26  | 0.33%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CAZ7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     4775000 | PA      | $4609334.77   | 0.14%             | 2023-10-13      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                    | CUSIP: 449786AY8<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |     2629000 | PA      | $2623618.10   | 0.08%             | 2023-09-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | TREASURY BILL                  | CUSIP: 912796ZN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   355000000 | PA      | $339069375.00 | 10.39%            | 2023-12-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     9555000 | PA      | $9438858.12   | 0.29%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4985282.90   | 0.15%             | 2023-01-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC               | CUSIP: 78355HKH1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      123000 | PA      | $122101.47    | 0.00%             | 2023-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    14967000 | PA      | $14643022.52  | 0.45%             | 2023-11-02      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                | PRINCIPAL LFE II               | CUSIP: 74256LEJ4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     7059000 | PA      | $6731646.78   | 0.21%             | 2024-01-08      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    30000000 | PA      | $28405793.10  | 0.87%             | 2024-02-27      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK AB                 | CUSIP: 65557DAY7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     5000000 | PA      | $4950084.35   | 0.15%             | 2023-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    16110000 | PA      | $15678524.74  | 0.48%             | 2024-07-30      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                                        | REL STAN LIFE II               | CUSIP: 75951AAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | PA      | $893470.31    | 0.03%             | 2023-01-21      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B                                      | SRT 2022-B A4                  | CUSIP: 80287UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1199334.25   | 0.04%             | 2026-10-20      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2893000 | PA      | $2876520.95   | 0.09%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-A                              | HALST 2021-A B                 | CUSIP: 44891TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4150000 | PA      | $4047496.25   | 0.12%             | 2025-10-15      | Fixed         | 0.61%                 | Yes           |                  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        |     2790000 | PA      | $2755749.68   | 0.08%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: AO9512929<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1420000 | PA      | $965193.11    | 0.03%             | 2023-03-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     6502000 | PA      | $6390231.01   | 0.20%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DE7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      195000 | PA      | $194893.81    | 0.01%             | 2023-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-2                                              | CARMX 2022-2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1166995.20   | 0.04%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967HD6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4954346.80   | 0.15%             | 2023-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518CV6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1529000 | PA      | $1513932.64   | 0.05%             | 2023-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4871000 | PA      | $4830632.42   | 0.15%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4855000 | PA      | $4850657.74   | 0.15%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     5320000 | PA      | $5288733.46   | 0.16%             | 2023-03-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WCQ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    22631000 | PA      | $22405241.74  | 0.69%             | 2023-10-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     9867000 | PA      | $9898654.82   | 0.30%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1277000 | PA      | $1255937.92   | 0.04%             | 2024-06-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3850000.00   | 0.12%             | 2023-01-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2797000 | PA      | $2748614.59   | 0.08%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_19-3                                          | ALLYA 2019-3 A3                | CUSIP: 02007RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       30406 | PA      | $30376.17     | 0.00%             | 2024-05-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-4                          | ACAR 2021-4 A                  | CUSIP: 02530TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       81143 | PA      | $81051.69     | 0.00%             | 2025-09-15      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MBF6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     3021000 | PA      | $2987336.54   | 0.09%             | 2023-10-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | SUNTRUST BANK                  | CUSIP: 86787EAY3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2170440.34   | 0.07%             | 2024-08-02      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                                     | WOART 2022-C A2                | CUSIP: 98163TAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $7895479.20   | 0.24%             | 2026-03-16      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-1                                                  | VZMT 2022-1 B                  | CUSIP: 92348KAM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3422919.85   | 0.10%             | 2027-01-20      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1317000 | PA      | $1297914.93   | 0.04%             | 2024-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12741698.19  | 0.39%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                               | TAQA ABU DHABI                 | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     1100000 | PA      | $1081745.28   | 0.03%             | 2024-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST ARIFL_22-A                                                | ARIFL 2022-A A3                | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $477974.45    | 0.01%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_21-2                                                | HPEFS 2021-2A A3               | CUSIP: 40441JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2446446.25   | 0.07%             | 2028-09-20      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14993385.45  | 0.46%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-3                                                  | DTAOT 2021-3A A                | CUSIP: 23344QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      334944 | PA      | $331689.01    | 0.01%             | 2025-04-15      | Fixed         | 0.33%                 | Yes           |                  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        |     3525175 | PA      | $3374350.09   | 0.10%             | 2027-05-20      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: 25156PAV5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    11829000 | PA      | $11579078.07  | 0.35%             | 2023-09-19      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | SCHLUMBERGER INV               | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |     6185000 | PA      | $6107487.54   | 0.19%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |     2365000 | PA      | $2338646.00   | 0.07%             | 2023-11-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| First Republic Bank/CA                                                          | FIRST REP BANK                 | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |     3238000 | PA      | $3223837.28   | 0.10%             | 2024-02-12      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                 | CUSIP: 74251VAH5<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     1906000 | PA      | $1892628.76   | 0.06%             | 2023-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4500000 | PA      | $4466513.97   | 0.14%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      840000 | PA      | $839829.48    | 0.03%             | 2023-04-04      | Fixed         | 5.50%                 | 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        |      790000 | PA      | $763569.37    | 0.02%             | 2027-06-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_19-3                                         | EFF 2019-3 A2                  | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       31316 | PA      | $31265.47     | 0.00%             | 2025-05-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      612000 | PA      | $600670.71    | 0.02%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-A                                         | FORDL 2021-A A4                | CUSIP: 34532QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $992157.80    | 0.03%             | 2024-04-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-C                                        | HART 2021-C A2A                | CUSIP: 44935FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3348607 | PA      | $3311027.06   | 0.10%             | 2024-10-15      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | NORTHEAST UTILS                | CUSIP: 664397AK2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2443000 | PA      | $2419610.40   | 0.07%             | 2023-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                         | DRIVE 2021-1 B                 | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84852 | PA      | $84716.56     | 0.00%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                   | HAROT 2022-2 A2                | CUSIP: 43815PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4750000 | PA      | $4709523.83   | 0.14%             | 2025-03-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-1                                              | CARMX 2022-1 A2                | CUSIP: 14317CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2554989 | PA      | $2523310.17   | 0.08%             | 2025-02-18      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING               | CUSIP: 36143L2B0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     7590000 | PA      | $7111708.71   | 0.22%             | 2024-04-08      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    14161000 | PA      | $13896961.78  | 0.43%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_22-A                                              | BMWOT 2022-A A3                | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4250000 | PA      | $4141727.00   | 0.13%             | 2026-08-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | EL PASO PIPELINE               | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     2977000 | PA      | $2939142.74   | 0.09%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4466846.43   | 0.14%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: 19123MAD5<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2457336.40   | 0.08%             | 2023-05-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST ARIFL_21-A                                                | ARIFL 2021-A A2                | CUSIP: 00217FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3536134 | PA      | $3476139.33   | 0.11%             | 2030-03-15      | Fixed         | 0.37%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -21 | NC      | $27705.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd/New York                                            | NATL AUS BANK/NY               | CUSIP: 63254AAY4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $298412.36    | 0.01%             | 2023-04-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR               | CUSIP: 207597EF8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     3960000 | PA      | $3956293.95   | 0.12%             | 2023-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1                   | GMCAR 2022-1 A2                | CUSIP: 380146AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1835950 | PA      | $1811308.75   | 0.06%             | 2025-02-18      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| BNZ International Funding Ltd/London                                            | BNZ INTL FUND/LN               | CUSIP: 05579HAJ1<br>LEI: 549300HVMZ89HDMELW08 | Long             | DBT              | CORP              | NZ        |     2122000 | PA      | $2116956.83   | 0.06%             | 2023-03-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | MARTIN MAR MTLS                | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3897372.76   | 0.12%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                                   | EART 2021-4A A3                | CUSIP: 30165JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      222802 | PA      | $222214.56    | 0.01%             | 2025-07-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2013 Ltd                                     | SINOPEC OVERSEAS               | CUSIP: N/A<br>LEI: 529900F9XKMFEV9DNO17       | Long             | DBT              | CORP              | VG        |      410000 | PA      | $408078.86    | 0.01%             | 2023-10-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      252000 | PA      | $248503.76    | 0.01%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                             | FORDF 2020-1 B                 | CUSIP: 34528QHM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1059734.94   | 0.03%             | 2025-09-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL               | CUSIP: 14912L5Q0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      533000 | PA      | $531276.09    | 0.02%             | 2023-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      281000 | PA      | $272774.28    | 0.01%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FED RLTY INVS TR               | CUSIP: 313747AT4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     1456000 | PA      | $1440170.09   | 0.04%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                 | VOLKSWAGEN AUST                | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |     2590000 | PA      | $1757158.00   | 0.05%             | 2023-04-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    11180000 | PA      | $11064762.37  | 0.34%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5521136.06   | 0.17%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-A                              | HALST 2022-A A2                | CUSIP: 44891WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2685493 | PA      | $2648872.10   | 0.08%             | 2024-04-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     9930000 | PA      | $9828022.67   | 0.30%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                                          | STATE GRID OSEAS               | CUSIP: 857006AL4<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |     2353000 | PA      | $2343348.94   | 0.07%             | 2023-05-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2                             | COPAR 2022-2 A2A               | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $7913375.20   | 0.24%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11951000 | PA      | $11874256.18  | 0.36%             | 2024-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C                                      | SRT 2021-C A2                  | CUSIP: 80286CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       90068 | PA      | $89914.63     | 0.00%             | 2024-04-22      | Fixed         | 0.29%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBZ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7228000 | PA      | $7154736.12   | 0.22%             | 2024-03-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                 | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $192416.86    | 0.01%             | 2023-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     3599000 | PA      | $3546354.15   | 0.11%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     6681000 | PA      | $6653302.38   | 0.20%             | 2023-04-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4965000 | PA      | $4931791.75   | 0.15%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE               | CUSIP: 26884TAT9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    13691000 | PA      | $13377498.01  | 0.41%             | 2023-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      199000 | PA      | $189102.48    | 0.01%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12550232.11  | 0.38%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5339000 | PA      | $5225826.71   | 0.16%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-C                                                    | CNH 2022-C A2                  | CUSIP: 12664JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5630000 | PA      | $5651224.54   | 0.17%             | 2026-07-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44635.01     | 0.00%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    10660000 | PA      | $10110714.72  | 0.31%             | 2024-03-01      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                | PRINCIPAL LFE II               | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     4246000 | PA      | $4005416.63   | 0.12%             | 2024-04-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH               | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1602869.06   | 0.05%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                        | INGERSOLL-RND GL               | CUSIP: 45687AAJ1<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2461747.36   | 0.08%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd                                                                   | BK TOKYO-MIT UFJ               | CUSIP: 064255AR3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |      580000 | PA      | $575532.43    | 0.02%             | 2023-09-09      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                                              | UNITED ENERGY D                | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |     4260000 | PA      | $2882896.94   | 0.09%             | 2023-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    14610000 | PA      | $14440314.05  | 0.44%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    11840000 | PA      | $11717605.89  | 0.36%             | 2023-10-01      | Fixed         | 3.80%                 | 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      | $790.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-C                                        | HART 2022-C A2A                | CUSIP: 44933DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5230000 | PA      | $5241815.09   | 0.16%             | 2025-11-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-393919.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-C                              | HALST 2021-C A2                | CUSIP: 44933MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980863 | PA      | $975758.23    | 0.03%             | 2024-01-16      | Fixed         | 0.24%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG LONDON                  | CUSIP: 902674YB0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1434000 | PA      | $1359485.65   | 0.04%             | 2024-02-09      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     8723000 | PA      | $8658171.10   | 0.27%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2191199.11   | 0.07%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DLL SECURITIZATION TRUST DLL_19-MT3                                             | DLL 2019-MT3 A4                | CUSIP: 23291RAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       50854 | PA      | $50804.80     | 0.00%             | 2026-09-21      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                    | CUSIP: 69353RFL7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     2914000 | PA      | $2895472.26   | 0.09%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368EAT7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      300000 | PA      | $289591.71    | 0.01%             | 2023-10-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST WOSAT_21-A                                         | WOSAT 2021-A A2                | CUSIP: 98163HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160132 | PA      | $159812.49    | 0.00%             | 2025-02-18      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                     | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     8726000 | PA      | $8479417.81   | 0.26%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230710           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-396018.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALT GAS & ELEC                | CUSIP: 059165EF3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     2239000 | PA      | $2218739.13   | 0.07%             | 2023-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_21-1A                             | SBCLN 2021-1A B                | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      809726 | PA      | $778558.14    | 0.02%             | 2031-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D                                   | TAOT 2022-D A2A                | CUSIP: 89239HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8150000 | PA      | $8161295.90   | 0.25%             | 2026-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $883472.42    | 0.03%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: 05565EBH7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     2313000 | PA      | $2255047.46   | 0.07%             | 2024-04-18      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                           | INDONESIA ASAHAN               | CUSIP: AV5448809<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     4126000 | PA      | $4125249.89   | 0.13%             | 2023-11-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $998666.64    | 0.03%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | DUKE ENERGY OHIO               | CUSIP: 26442EAD2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $998205.56    | 0.03%             | 2023-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2812000 | PA      | $2787846.04   | 0.09%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1981985.42   | 0.06%             | 2024-06-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TEL5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      240000 | PA      | $239427.73    | 0.01%             | 2023-01-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1948997.92   | 0.06%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: 64952WCN1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      594000 | PA      | $581310.10    | 0.02%             | 2024-01-17      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7765000 | PA      | $7535580.67   | 0.23%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: 77586TAC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     2388000 | PA      | $2375979.52   | 0.07%             | 2023-08-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-D                                         | FORDO 2022-D A2A               | CUSIP: 345295AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750000 | PA      | $3756774.00   | 0.12%             | 2025-08-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AM2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     2749000 | PA      | $2744640.72   | 0.08%             | 2023-05-15      | Fixed         | 4.75%                 | 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      | $-232879.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CC2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      379000 | PA      | $375058.71    | 0.01%             | 2023-12-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C                                      | SRT 2021-C A3                  | CUSIP: 80286CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      610000 | PA      | $594261.63    | 0.02%             | 2025-03-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816BS7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4391000 | PA      | $4381750.67   | 0.13%             | 2023-02-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS               | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1932801.48   | 0.06%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | EASTERN ENERGY                 | CUSIP: 257375AE5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     9071000 | PA      | $8949854.98   | 0.27%             | 2023-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135AW6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      138000 | PA      | $137580.70    | 0.00%             | 2023-02-22      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2567000 | PA      | $2551159.89   | 0.08%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4750000 | PA      | $4668402.46   | 0.14%             | 2024-01-10      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBC3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      299000 | PA      | $297710.96    | 0.01%             | 2023-02-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                                    | WOART 2021-D A2                | CUSIP: 98163KAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      814013 | PA      | $807390.73    | 0.02%             | 2024-12-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-4A                                                 | DTAOT 2021-4A A                | CUSIP: 26253WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      464925 | PA      | $457465.32    | 0.01%             | 2025-09-15      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1046000 | PA      | $1026910.63   | 0.03%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GL1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1057383.14   | 0.03%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                               | TESLA 2020-A A3                | CUSIP: 88167HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      424588 | PA      | $423186.47    | 0.01%             | 2023-12-20      | Fixed         | 0.68%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $17552642.94  | 0.54%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_21-2                                                | HPEFS 2021-2A A2               | CUSIP: 40441JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      646977 | PA      | $644495.87    | 0.02%             | 2028-09-20      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3313485.63   | 0.10%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607RAD2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     5324000 | PA      | $5261464.62   | 0.16%             | 2023-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CHEVRON PHILLIPS               | CUSIP: 166754AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7579000 | PA      | $7527378.60   | 0.23%             | 2023-05-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                | CUSIP: 233851DL5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      547000 | PA      | $543868.40    | 0.02%             | 2023-05-04      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9686628.80   | 0.30%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5300000 | PA      | $5182656.20   | 0.16%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD BOND INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer