# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0001145549-23-006542
**Filing Date:** 2023-2
**Character Count:** 192419
**Document Hash:** bb51a547a7c208d2995aac8f0083a883
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006542.hdr.sgml**: 20230215

**ACCESSION NUMBER**: 0001145549-23-006542

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230215

**DATE AS OF CHANGE**: 20230215

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BAIRD FUNDS INC
- **CENTRAL INDEX KEY:** 0001282693
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** WI
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 23634126

**BUSINESS ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-3500

**MAIL ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Baird Short-Term Bond Fund (Series ID: S000000757)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000002171 | Institutional  | BSBIX           |
| C000118526 | Investor Class | BSBSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Baird Funds Inc

- **b. Investment Company Act file number:** 811-09997

- **c. CIK number of Registrant:** 0001282693

- **d. LEI of Registrant:** 5493002ENF40J7P07867

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

  - **Street Address 1:** 777 East Wisconsin Avenue

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000000757

- **c. LEI of Series:** 5493001CJOVRFMYFIJ62

**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:** $8968221570.77

**Total Liabilities:** $3023386.50

**Net Assets:** $8965198184.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 87485.940000000000 | **1-Year:** 1000686.680000000000 | **5-Year:** 481746.820000000000 | **10-Year:** 25857.840000000000 | **30-Year:** 4078.450000000000

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

- **3-Month:** 2480.520000000000 | **1-Year:** 11142.730000000000 | **5-Year:** 3662.490000000000 | **10-Year:** 401.830000000000 | **30-Year:** 30.060000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002171 | -0.23%               | 1.08%                | 0.32%                |
| Class ID C000118526 | -0.25%               | 1.06%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-27848545.90            | $-12321244.05                              |
| Month 2  | $-29163107.91            | $106040749.33                              |
| Month 3  | $-22057803.27            | $32779522.88                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                    | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   25000000 | PA      | $24227700.25   | 0.27%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $10278235.50   | 0.11%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                                            | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   33550000 | PA      | $31244511.77   | 0.35%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                                      | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19778326.80   | 0.22%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                                      | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   19492000 | PA      | $19393925.22   | 0.22%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   34475000 | PA      | $33661910.92   | 0.38%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                       | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   18900000 | PA      | $18547388.75   | 0.21%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  312588847 | NS      | $312588847.18  | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2020-SFR2 Trust                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   51386247 | PA      | $45573897.32   | 0.51%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR3 Trust                                                   | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6550000 | PA      | $6186078.07    | 0.07%             | 2026-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                         | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   18999000 | PA      | $18673164.30   | 0.21%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES MI WTR AUTH WTR SP | Great Lakes Water Authority Water Supply System Revenue                          | CUSIP: 39081JDM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $493688.25     | 0.01%             | 2023-07-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES MI WTR AUTH WTR SP | Great Lakes Water Authority Water Supply System Revenue                          | CUSIP: 39081JDN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $479890.70     | 0.01%             | 2024-07-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                            | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   39006000 | PA      | $38213654.35   | 0.43%             | 2024-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS         | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5720000 | PA      | $5734703.95    | 0.06%             | 2025-11-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS         | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8407000 | PA      | $8137792.14    | 0.09%             | 2025-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                 | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12787000 | PA      | $12810934.07   | 0.14%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   14570000 | PA      | $14491097.04   | 0.16%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10939467.84   | 0.12%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                              | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7000000 | PA      | $6613654.74    | 0.07%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                              | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   34050000 | PA      | $31057777.59   | 0.35%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                              | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9895800.00    | 0.11%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                | Nordea Bank Abp                                                                  | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   20000000 | PA      | $19890847.20   | 0.22%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8168331.84    | 0.09%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA PENSN OBLIG         | City of Ontario CA                                                               | CUSIP: 68304FAC0<br>LEI: 254900FN91TH1F225693 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1286471.81    | 0.01%             | 2023-06-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5554000 | PA      | $5273448.74    | 0.06%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12274049.04   | 0.14%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                               | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12500000 | PA      | $11762882.50   | 0.13%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                               | CUSIP: 69335PEK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47550000 | PA      | $45545353.82   | 0.51%             | 2027-05-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| POSCO                          | POSCO                                                                            | CUSIP: 693483AD1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5000000 | PA      | $4957250.00    | 0.06%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POSCO                          | POSCO                                                                            | CUSIP: 693483AG4<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   13575000 | PA      | $13561367.17   | 0.15%             | 2023-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PVH CORP                       | PVH Corp                                                                         | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   25839000 | PA      | $24970397.73   | 0.28%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS        | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    7746000 | PA      | $7726885.58    | 0.09%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9996859.20    | 0.11%             | 2023-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAINT PAUL MN HSG & REDEV AUTH | Housing & Redevelopment Authority of The City of St Paul Minnesota               | CUSIP: 792905DS7<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4964371.00    | 0.06%             | 2023-07-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10000000.00   | 0.11%             | 2024-01-05      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC               | Santander UK PLC                                                                 | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $2292952.80    | 0.03%             | 2023-11-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin | Santander Bank Auto Credit-Linked Notes Series 2022-A                            | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9215211 | PA      | $8996533.26    | 0.10%             | 2032-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN             | Seagate HDD Cayman                                                               | CUSIP: 81180WAH4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   12400000 | PA      | $12330560.00   | 0.14%             | 2023-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16815000 | PA      | $16729368.10   | 0.19%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9995465.10    | 0.11%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN             | Seagate HDD Cayman                                                               | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    2500000 | PA      | $2450497.90    | 0.03%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO            | Sherwin-Williams Co/The                                                          | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6883631.79    | 0.08%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   36675000 | PA      | $35464901.04   | 0.40%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC         | Skyworks Solutions Inc                                                           | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4901030.65    | 0.05%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY         | Smurfit Kappa Treasury Funding DAC                                               | CUSIP: 832724AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5852000 | PA      | $6312966.14    | 0.07%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOC QUIMICA Y MINERA DE        | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AE3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    3000000 | PA      | $2978596.89    | 0.03%             | 2023-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83367TBG3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   14511000 | PA      | $14355986.10   | 0.16%             | 2024-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   17000000 | PA      | $16609931.77   | 0.19%             | 2024-03-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   14000000 | PA      | $13253463.02   | 0.15%             | 2024-10-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9203079.00    | 0.10%             | 2026-01-21      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)       | Solvay Finance America LLC                                                       | CUSIP: 834423AB1<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   32111000 | PA      | $31098504.85   | 0.35%             | 2025-12-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP           | Southern Copper Corp                                                             | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   15534000 | PA      | $14989396.29   | 0.17%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                           | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   18850000 | PA      | $18760188.23   | 0.21%             | 2024-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                           | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   28000000 | PA      | $25586572.76   | 0.29%             | 2025-11-23      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                           | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    8700000 | PA      | $8095540.62    | 0.09%             | 2026-01-30      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| STATE PUBLIC SCH BLDG AUTH PA  | State Public School Building Authority                                           | CUSIP: 85732GWA4<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2485062.00    | 0.03%             | 2023-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                                               | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   21338000 | PA      | $20279309.80   | 0.23%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                            | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    3021000 | PA      | $2961029.74    | 0.03%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STOCKTON CA PENSN OBLG         | City of Stockton CA                                                              | CUSIP: 861361AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13200000 | PA      | $13247963.52   | 0.15%             | 2026-09-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co | Structured Asset Securities Corp                                                 | CUSIP: 86359BHM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9837 | PA      | $9381.53       | 0.00%             | 2034-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIA       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAA8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   14085000 | PA      | $13846928.29   | 0.15%             | 2024-04-02      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT       | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   37000000 | PA      | $35006464.42   | 0.39%             | 2024-03-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1253517.45    | 0.01%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP         | Synovus Financial Corp                                                           | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   31353000 | PA      | $30955359.93   | 0.35%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4206526.62    | 0.05%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   28200000 | PA      | $27422746.81   | 0.31%             | 2025-03-11      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                   | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   46933000 | PA      | $43574413.04   | 0.49%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8797107.69    | 0.10%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                              | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    6367000 | PA      | $6111659.42    | 0.07%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                              | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11787784.08   | 0.13%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $8336070.00    | 0.09%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $14456677.35   | 0.16%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                              | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14634043.95   | 0.16%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4931336.75    | 0.06%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                       | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45645000 | PA      | $44065322.40   | 0.49%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                  | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |   31166000 | PA      | $30510974.20   | 0.34%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5497206.00    | 0.06%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RSDL FIN | Tennessee Housing Development Agency                                             | CUSIP: 880461T73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3180000 | PA      | $3073982.93    | 0.03%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23474206.75   | 0.26%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities  | Thornburg Mortgage Securities Trust 2003-5                                       | CUSIP: 885220ED1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1771816 | PA      | $1686200.57    | 0.02%             | 2043-10-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                    | CUSIP: 887389AJ3<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   33952000 | PA      | $33114484.63   | 0.37%             | 2024-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                 | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19630928 | PA      | $18725816.85   | 0.21%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                 | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3164937 | PA      | $3072296.35    | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-MH1                                               | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3190139 | PA      | $3126139.14    | 0.03%             | 2058-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                               | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16597337 | PA      | $15449367.65   | 0.17%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                               | CUSIP: 89178YAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10672901 | PA      | $9923832.96    | 0.11%             | 2060-02-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-4                                                 | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33835059 | PA      | $29919930.18   | 0.33%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9748720.00    | 0.11%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANSELEC SA                   | Transelec SA                                                                     | CUSIP: 89366LAA2<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    9800000 | PA      | $9768640.00    | 0.11%             | 2023-07-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSELEC SA                   | Transelec SA                                                                     | CUSIP: 89366LAD6<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    5000000 | PA      | $4862341.90    | 0.05%             | 2025-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                               | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   22930000 | PA      | $21226409.00   | 0.24%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                               | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   30000000 | PA      | $28951197.00   | 0.32%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12000000 | PA      | $11737222.56   | 0.13%             | 2026-05-12      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   25000000 | PA      | $24583071.25   | 0.27%             | 2025-08-05      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9454000 | PA      | $9200358.63    | 0.10%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20379083.60   | 0.23%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  232125000 | PA      | $210898257.42  | 2.35%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  172500000 | PA      | $161658105.90  | 1.80%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  210175000 | PA      | $197966787.56  | 2.21%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  277900000 | PA      | $270084062.50  | 3.01%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1083850000 | PA      | $1048370842.24 | 11.69%            | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  521025000 | PA      | $508732066.41  | 5.67%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9690688.80    | 0.11%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST SMALL BUSINESS FIN | Virginia Small Business Financing Authority                                      | CUSIP: 928104MD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10000000 | PA      | $9935504.00    | 0.11%             | 2050-07-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV             | Viterra Finance BV                                                               | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   49121000 | PA      | $42643430.43   | 0.48%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                     | VMware Inc                                                                       | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13963566.60   | 0.16%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10460299.50   | 0.12%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    5056000 | PA      | $4272569.77    | 0.05%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL       | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6912000 | PA      | $6535676.99    | 0.07%             | 2024-09-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C14                                         | CUSIP: 92890PAF1<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    1329968 | PA      | $1323207.37    | 0.01%             | 2046-06-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust                    | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1417889 | PA      | $1299810.02    | 0.01%             | 2034-06-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C23                                         | CUSIP: 92939HAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13979072 | PA      | $13515991.77   | 0.15%             | 2057-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C23                                         | CUSIP: 92939HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17125000 | PA      | $16595224.43   | 0.19%             | 2057-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C23                                         | CUSIP: 92939HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     403936 | PA      | $396884.69     | 0.00%             | 2057-10-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP              | KRC Interim Corp                                                                 | CUSIP: 948741AL7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3801970.95    | 0.04%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                    | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   35325000 | PA      | $33748062.33   | 0.38%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                   | CUSIP: 099724AM8<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    9946000 | PA      | $9753830.75    | 0.11%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAMBLES USA INC               | Brambles USA Inc                                                                 | CUSIP: 10510KAC1<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |   30041000 | PA      | $28906893.97   | 0.32%             | 2025-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4740203.50    | 0.05%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROCKTON MA                    | City of Brockton MA                                                              | CUSIP: 111746AL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   41510000 | PA      | $42146696.98   | 0.47%             | 2027-08-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BROWARD CNTY FL PROFESSIONAL S | County of Broward FL                                                             | CUSIP: 115062DD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   20630000 | PA      | $21293223.56   | 0.24%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $981773.15     | 0.01%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                 | Brunswick Corp/DE                                                                | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11553736.75   | 0.13%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    5006000 | PA      | $4565043.49    | 0.05%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2958000 | PA      | $2957823.70    | 0.03%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19810000 | PA      | $19237094.80   | 0.21%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST       | First-Citizens Bank & Trust Co                                                   | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2213164.58    | 0.02%             | 2025-09-27      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-LC15 Mortgage Trust                                                    | CUSIP: 12591TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2670902 | PA      | $2645472.09    | 0.03%             | 2047-04-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-CCRE16 Mortgage Trust                                                  | CUSIP: 12591VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2494558 | PA      | $2469729.35    | 0.03%             | 2047-04-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9707718.50    | 0.11%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15046028.85   | 0.17%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-LC17 Mortgage Trust                                                    | CUSIP: 12592MBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8600000 | PA      | $8339119.86    | 0.09%             | 2047-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15041332.50   | 0.17%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2014-GC19                                    | CUSIP: 17322AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     954659 | PA      | $943753.45     | 0.01%             | 2047-03-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2014-GC23                                    | CUSIP: 17322VAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4497192 | PA      | $4404070.94    | 0.05%             | 2047-07-10      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9750000 | PA      | $9271828.80    | 0.10%             | 2048-02-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC31                                    | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24365000 | PA      | $23288381.31   | 0.26%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C3                                      | CUSIP: 17325GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1392505 | PA      | $1335446.83    | 0.01%             | 2049-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2018-RP2                                           | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5196009 | PA      | $4981255.44    | 0.06%             | 2058-02-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $6583790.57    | 0.07%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HCL AMERICA INC                | HCL America Inc                                                                  | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3850670.59    | 0.04%             | 2026-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CREEK TX INDEP SCH DIST  | Clear Creek Independent School District                                          | CUSIP: 184541EF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2775000 | PA      | $2617870.34    | 0.03%             | 2038-02-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                               | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13905034.35   | 0.16%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC          | Coca-Cola Europacific Partners PLC                                               | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    5050000 | PA      | $4744673.57    | 0.05%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COLORADO ST BRIDGE ENTERPRISE  | Colorado Bridge Enterprise                                                       | CUSIP: 19633SAZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   50175000 | PA      | $48042938.81   | 0.54%             | 2023-12-31      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2020-RPL1 Trust                                                             | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18465152 | PA      | $15676315.42   | 0.17%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-LC19 Mortgage Trust                                                    | CUSIP: 200474BC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10882530 | PA      | $10372469.08   | 0.12%             | 2048-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST                 | State of Connecticut                                                             | CUSIP: 20772KJV2<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2967444.00    | 0.03%             | 2023-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   20341000 | PA      | $19621840.89   | 0.22%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                           | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   12000000 | PA      | $10613427.84   | 0.12%             | 2025-09-11      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $4273775.70    | 0.05%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $28730300.00   | 0.32%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6883589.58    | 0.08%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                   | DNB Bank ASA                                                                     | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   47550000 | PA      | $47595302.31   | 0.53%             | 2026-10-09      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA        | Daimler Trucks Finance North America LLC                                         | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23213126.75   | 0.26%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                  | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6743000 | PA      | $6314204.00    | 0.07%             | 2025-12-20      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                  | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   15000000 | PA      | $13222602.00   | 0.15%             | 2026-09-11      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15643000 | PA      | $15346115.26   | 0.17%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12200000 | PA      | $11663741.56   | 0.13%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   17000000 | PA      | $16422139.74   | 0.18%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   14500000 | PA      | $13471394.51   | 0.15%             | 2025-04-01      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7000000 | PA      | $6855730.00    | 0.08%             | 2025-05-13      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $1990209.96    | 0.02%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION       | Devon Energy Corp                                                                | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    6010000 | PA      | $6017629.57    | 0.07%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                  | Discover Bank                                                                    | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10559257.83   | 0.12%             | 2028-08-09      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T | Discover Card Execution Note Trust                                               | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   21000000 | PA      | $21226493.40   | 0.24%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS         | Discover Financial Services                                                      | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   13305000 | PA      | $12746069.06   | 0.14%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                            | CUSIP: 88948AAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19590000 | PA      | $18048983.21   | 0.20%             | 2024-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   27100000 | PA      | $26296693.67   | 0.29%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $19774477.00   | 0.22%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9481366 | PA      | $9237630.76    | 0.10%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2016-5                                                 | CUSIP: 89173CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3571697 | PA      | $3511735.22    | 0.04%             | 2056-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2803150 | PA      | $2756007.16    | 0.03%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-2                                                 | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1452340 | PA      | $1433577.69    | 0.02%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12788389 | PA      | $12132762.91   | 0.14%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)           | Weir Group PLC/The                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   13323000 | PA      | $11829333.29   | 0.13%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   31850000 | PA      | $30926467.85   | 0.34%             | 2050-08-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | CUSIP: 94988XAV8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    4126858 | PA      | $4060230.01    | 0.05%             | 2050-08-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-C27                                   | CUSIP: 94989DAX7<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |    1837891 | PA      | $1786503.34    | 0.02%             | 2048-02-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1493897 | PA      | $1447361.90    | 0.02%             | 2048-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1397047.35    | 0.02%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24212853.25   | 0.27%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4902706.50    | 0.05%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP           | Western Digital Corp                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   52570000 | PA      | $49505169.00   | 0.55%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1692000 | PA      | $1601884.08    | 0.02%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $20566037.44   | 0.23%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   30724000 | PA      | $28947903.63   | 0.32%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                  | Westlake Corp                                                                    | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5573532.60    | 0.06%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                             | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   14364000 | PA      | $13997331.46   | 0.16%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                         | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2530026.90    | 0.03%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                             | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   39550000 | PA      | $37991722.88   | 0.42%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS         | Discover Financial Services                                                      | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9170722.31    | 0.10%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP            | Dollar General Corp                                                              | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9864997.20    | 0.11%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Donlen Fleet Lease Funding     | Donlen Fleet Lease Funding 2 LLC                                                 | CUSIP: 257812AD9<br>LEI: 549300ZWUQETU54FDP26 | Long             | ABS-O            | CORP              | US        |   16233547 | PA      | $15687063.68   | 0.17%             | 2034-12-11      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                 | EDP Finance BV                                                                   | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   40833000 | PA      | $39416779.26   | 0.44%             | 2024-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EBAY INC                       | eBay Inc                                                                         | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20440329.20   | 0.23%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EDWARD-ELMHURST HLTHCR         | Edward-Elmhurst Healthcare                                                       | CUSIP: 28167RAC4<br>LEI: 549300HQM2YWM7SVJY37 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34798492.40   | 0.39%             | 2023-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   14147000 | PA      | $13403149.04   | 0.15%             | 2025-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   39475000 | PA      | $37408134.40   | 0.42%             | 2024-04-06      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| EMBOTELLADORA ANDINA SA        | Embotelladora Andina SA                                                          | CUSIP: 29081PAE5<br>LEI: 254900NNPKP1J9XTSA53 | Long             | DBT              | CORP              | CL        |   12389000 | PA      | $12331143.37   | 0.14%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16781000 | PA      | $16267353.56   | 0.18%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   28600000 | PA      | $27037400.68   | 0.30%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP EDUCTN | Florida Development Finance Corp                                                 | CUSIP: 34061UEE4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    1255000 | PA      | $1244295.10    | 0.01%             | 2023-04-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QGW8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   14974000 | PA      | $14524145.10   | 0.16%             | 2026-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHF4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    8283000 | PA      | $7927316.38    | 0.09%             | 2026-09-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2022-D                                              | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22700000 | PA      | $22938971.98   | 0.26%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2020-REV2                                           | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16881000 | PA      | $15128942.96   | 0.17%             | 2033-04-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2018-REV1                                           | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9735000 | PA      | $9304185.36    | 0.10%             | 2031-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3547000 | PA      | $3497320.12    | 0.04%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE II          | Fresenius Medical Care US Finance II Inc                                         | CUSIP: 35802XAJ2<br>LEI: 5493008GJ5TVVTY4UM62 | Long             | DBT              | CORP              | US        |   18720000 | PA      | $18377757.59   | 0.20%             | 2024-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2611569.14    | 0.03%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-CM1 Trust                                                              | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31250410 | PA      | $27837208.59   | 0.31%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886CD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26900000 | PA      | $26099741.14   | 0.29%             | 2026-04-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAB2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    2050000 | PA      | $1942658.71    | 0.02%             | 2048-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19078916 | PA      | $18644076.98   | 0.21%             | 2047-04-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16470023 | PA      | $15974016.73   | 0.18%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2914231.38    | 0.03%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7302000 | PA      | $6840790.05    | 0.08%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28980850.20   | 0.32%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master T | Genesis Sales Finance Master Trust                                               | CUSIP: 37186XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1080000 | PA      | $1011753.83    | 0.01%             | 2026-12-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                 | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14014721.85   | 0.16%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL        | Genpact Luxembourg Sarl                                                          | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |    1184000 | PA      | $1133087.75    | 0.01%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                             | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7411490.78    | 0.08%             | 2024-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                             | CUSIP: 378272AL2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   14043000 | PA      | $13594816.81   | 0.15%             | 2025-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                             | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18117568.60   | 0.20%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   30361000 | PA      | $28585121.05   | 0.32%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9281797.70    | 0.10%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust       | Golden Credit Card Trust                                                         | CUSIP: 380881FP2<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |   34000000 | PA      | $33482989.20   | 0.37%             | 2027-09-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   21800000 | PA      | $21566186.06   | 0.24%             | 2024-03-08      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $7896947.19    | 0.09%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                              | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9362036.30    | 0.10%             | 2024-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC          | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6809134.50    | 0.08%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC          | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5499000 | PA      | $4991065.89    | 0.06%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                 | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   34188000 | PA      | $33155864.28   | 0.37%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                    | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   43531000 | PA      | $42013483.22   | 0.47%             | 2025-04-10      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                    | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    7000000 | PA      | $7133464.73    | 0.08%             | 2026-10-14      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ANR PIPELINE CO                | ANR Pipeline Co                                                                  | CUSIP: 001814AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13017894.76   | 0.15%             | 2024-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   18937000 | PA      | $18206582.68   | 0.20%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   23675000 | PA      | $21846230.31   | 0.24%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2021-B                                         | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27500000 | PA      | $26081302.50   | 0.29%             | 2026-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                      | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    8950000 | PA      | $8491935.60    | 0.09%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALASKA ST INDL DEV & EXPORT AU | Alaska Industrial Development & Export Authority                                 | CUSIP: 011903CA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4925000 | PA      | $4404158.10    | 0.05%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   20250000 | PA      | $19482080.92   | 0.22%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4952804.15    | 0.06%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $11729315.65   | 0.13%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust    | Ally Auto Receivables Trust 2022-3                                               | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16150000 | PA      | $16226228.00   | 0.18%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HARVEST OPERATIONS CORP        | Harvest Operations Corp                                                          | CUSIP: 41754WAT8<br>LEI: B1EEF6ML54YDWRC6ZK53 | Long             | DBT              | CORP              | CA        |   25000000 | PA      | $23623335.50   | 0.26%             | 2024-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP       | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    6465000 | PA      | $5943461.02    | 0.07%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2019-2 Trust                                            | CUSIP: 43732TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48370745 | PA      | $42220317.62   | 0.47%             | 2039-10-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX ARPT SYS REVENUE    | City of Houston TX Airport System Revenue                                        | CUSIP: 442349EK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6000000 | PA      | $5887093.80    | 0.07%             | 2023-07-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   48626000 | PA      | $47018070.44   | 0.52%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                     | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35087924.55   | 0.39%             | 2025-11-18      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                                | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14060160.90   | 0.16%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5557000 | PA      | $4990255.80    | 0.06%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN | Illinois Housing Development Authority                                           | CUSIP: 45201YF36<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    1765000 | PA      | $1732461.34    | 0.02%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                     | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   42700000 | PA      | $43028527.40   | 0.48%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INFOR INC                      | Infor Inc                                                                        | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    8145000 | PA      | $7363905.25    | 0.08%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INFOR INC                      | Infor Inc                                                                        | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |   28072000 | PA      | $27413276.76   | 0.31%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                     | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   24000000 | PA      | $23111032.56   | 0.26%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                           | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $19443506.28   | 0.22%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC CI            | Inversiones CMPC SA/Cayman Islands Branch                                        | CUSIP: 46128MAF8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    2325000 | PA      | $2311050.00    | 0.03%             | 2023-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                                | CUSIP: 465685AG0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7933600.00    | 0.09%             | 2023-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2817803 | PA      | $2751097.87    | 0.03%             | 2028-02-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14521287 | PA      | $14037254.33   | 0.16%             | 2028-09-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23734138 | PA      | $22370013.75   | 0.25%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2005-A4                                                 | CUSIP: 466247RN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80313 | PA      | $79921.44      | 0.00%             | 2035-07-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C14                              | CUSIP: 46640LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3343324 | PA      | $3313310.28    | 0.04%             | 2046-08-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20                    | CUSIP: 46642CBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11750000 | PA      | $11411627.03   | 0.13%             | 2047-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C22                              | CUSIP: 46642NBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23316000 | PA      | $22561279.73   | 0.25%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C24                              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10800000 | PA      | $10384299.36   | 0.12%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9543000 | PA      | $9183435.03    | 0.10%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C28                              | CUSIP: 46644FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $14197596.00   | 0.16%             | 2048-10-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5078632 | PA      | $4920653.05    | 0.05%             | 2048-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO       | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 494386AC9<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    5000000 | PA      | $4740700.00    | 0.05%             | 2025-03-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP              | Kinross Gold Corp                                                                | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   15680000 | PA      | $15742212.12   | 0.18%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO        | Korea Electric Power Corp                                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |   15000000 | PA      | $15134697.30   | 0.17%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO       | Korea East-West Power Co Ltd                                                     | CUSIP: 5006EPAL5<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    5875000 | PA      | $5684574.21    | 0.06%             | 2025-05-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV       | LeasePlan Corp NV                                                                | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |   45018000 | PA      | $42231404.26   | 0.47%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                       | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   10675000 | PA      | $10258669.77   | 0.11%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                      | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   21250000 | PA      | $21147630.04   | 0.24%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                      | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   15892000 | PA      | $15685106.98   | 0.17%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                      | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   11260000 | PA      | $11312649.62   | 0.13%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC       | Lennox International Inc                                                         | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4529463.00    | 0.05%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                                      | CUSIP: 53079QAB3<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2187391.70    | 0.02%             | 2025-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $14260659.75   | 0.16%             | 2026-03-18      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $5875079.22    | 0.07%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   27725000 | PA      | $26875120.62   | 0.30%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6900926.34    | 0.08%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                      | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     800000 | PA      | $707522.38     | 0.01%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25180652 | PA      | $23707522.98   | 0.26%             | 2066-12-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                              | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   25000000 | PA      | $21322626.50   | 0.24%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                              | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   12000000 | PA      | $11959421.28   | 0.13%             | 2026-08-09      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2427973 | PA      | $2352614.09    | 0.03%             | 2048-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3787243.15    | 0.04%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19455140.60   | 0.22%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14671503.90   | 0.16%             | 2025-06-14      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28950000 | PA      | $28917692.09   | 0.32%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC          | Jackson Financial Inc                                                            | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14442002.25   | 0.16%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                               | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   16375000 | PA      | $16029371.73   | 0.18%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   23150000 | PA      | $22029912.25   | 0.25%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                             | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   21850000 | PA      | $20292792.67   | 0.23%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT        | Jersey Central Power & Light Co                                                  | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2958843.45    | 0.03%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $22920848.88   | 0.26%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                    | CUSIP: 57563RRR2<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    1725000 | PA      | $1626559.25    | 0.02%             | 2024-07-01      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                    | CUSIP: 57563RRS0<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4554068.00    | 0.05%             | 2025-07-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                    | CUSIP: 57563RSJ9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $828577.50     | 0.01%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE               | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AB4<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   15648000 | PA      | $15884775.83   | 0.18%             | 2023-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2003-5                                              | CUSIP: 576434FF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275083 | PA      | $1215738.70    | 0.01%             | 2033-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2003-5                                              | CUSIP: 576434FJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33732 | PA      | $11437.19      | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10063867.60   | 0.11%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                                                         | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   48775000 | PA      | $46332140.71   | 0.52%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-2                                             | CUSIP: 59980MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     422887 | PA      | $414433.28     | 0.00%             | 2058-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CITY TN INDL DEV BRD R | Johnson City Industrial Development Board                                        | CUSIP: 478274DD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2725000 | PA      | $2741391.97    | 0.03%             | 2024-03-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                               | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    1651000 | PA      | $1614397.02    | 0.02%             | 2024-07-02      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13577304 | PA      | $12975847.14   | 0.14%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| KEYCORP                        | KeyCorp                                                                          | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6851796.98    | 0.08%             | 2025-05-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   20000000 | PA      | $19306119.20   | 0.22%             | 2024-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   23200000 | PA      | $21565703.61   | 0.24%             | 2025-07-19      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $5942638.26    | 0.07%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9934142.60    | 0.11%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   14700000 | PA      | $14345861.27   | 0.16%             | 2024-07-10      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| MIZUHO FIN GRP CAYMAN 3        | Mizuho Financial Group Cayman 3 Ltd                                              | CUSIP: 60688UAB2<br>LEI: 549300AM6U7J7ZZI1G88 | Long             | DBT              | CORP              | KY        |   37170000 | PA      | $36513819.41   | 0.41%             | 2024-03-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAC8<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $951902.64     | 0.01%             | 2025-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE       | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   12000000 | PA      | $11840423.04   | 0.13%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2780336 | PA      | $2703248.44    | 0.03%             | 2047-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc     | Morgan Stanley ABS Capital I Inc Trust 2005-HE5                                  | CUSIP: 61744CUT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     819221 | PA      | $814256.72     | 0.01%             | 2035-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18797340.60   | 0.21%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14754754.95   | 0.16%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                       | CUSIP: 61762DAU5<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     346411 | PA      | $345677.30     | 0.00%             | 2046-05-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | CUSIP: 61763XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17470000 | PA      | $16889957.57   | 0.19%             | 2047-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                      | CUSIP: 61764XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8078275.90    | 0.09%             | 2048-03-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | CUSIP: 61765TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6993521 | PA      | $6769592.23    | 0.08%             | 2048-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2482891 | PA      | $2375899.42    | 0.03%             | 2049-09-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   22248000 | PA      | $20823490.15   | 0.23%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                       | CUSIP: 62878U2C5<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   36000000 | PA      | $33208198.20   | 0.37%             | 2024-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                             | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   18825000 | PA      | $18741535.22   | 0.21%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                      | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    9670000 | PA      | $9617447.80    | 0.11%             | 2024-03-08      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   22000000 | PA      | $22913230.12   | 0.26%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2019-F                                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10721983 | PA      | $9927276.26    | 0.11%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Student Loan Trust 2019-B                                                | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5150261 | PA      | $4868825.84    | 0.05%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2019-E                                 | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2760499 | PA      | $2599584.65    | 0.03%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10877485 | PA      | $9413450.22    | 0.10%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                 | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26754984 | PA      | $22688903.74   | 0.25%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12596588 | PA      | $11199765.16   | 0.12%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12683559 | PA      | $11440051.71   | 0.13%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9112755 | PA      | $8071195.22    | 0.09%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTHS | New Hampshire Housing Finance Authority                                          | CUSIP: 64469DWN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1180000 | PA      | $1172965.78    | 0.01%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH RE | New Jersey Economic Development Authority                                        | CUSIP: 64577B7Z1<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    2085000 | PA      | $2063742.17    | 0.02%             | 2023-06-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH MT | New Jersey Economic Development Authority                                        | CUSIP: 64578JAQ9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    6150000 | PA      | $6233549.60    | 0.07%             | 2026-07-01      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST SPORTS & EXPOSIT | New Jersey Sports & Exposition Authority                                         | CUSIP: 64603RSM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     675000 | PA      | $667845.54     | 0.01%             | 2024-03-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST SPORTS & EXPOSIT | New Jersey Sports & Exposition Authority                                         | CUSIP: 64603RSQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     490000 | PA      | $489255.59     | 0.01%             | 2023-03-01      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-RPL3                                    | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16254752 | PA      | $15115309.70   | 0.17%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6916642.67    | 0.08%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1578142.02    | 0.02%             | 2023-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9797350.10    | 0.11%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    5291000 | PA      | $4919137.57    | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1342409.73    | 0.01%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7660278.72    | 0.09%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                    | CUSIP: 71270QEB8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   14505000 | PA      | $14246484.64   | 0.16%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERALTA CA CMNTY CLG DIST LTD  | Peralta Community College District                                               | CUSIP: 713580AJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   27850000 | PA      | $24202037.12   | 0.27%             | 2031-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD       | Perrigo Finance Unlimited Co                                                     | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   45957000 | PA      | $43429365.00   | 0.48%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL  | Philadelphia Authority for Industrial Development                                | CUSIP: 71781LBB4<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    7250000 | PA      | $7136979.03    | 0.08%             | 2023-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL  | Philadelphia Authority for Industrial Development                                | CUSIP: 71783DAD7<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    4500000 | PA      | $4402718.10    | 0.05%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| POSCO                          | POSCO                                                                            | CUSIP: 73730EAA1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   15000000 | PA      | $14529546.75   | 0.16%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                          | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |    1954000 | PA      | $1718940.91    | 0.02%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                 | CUSIP: 74256LET2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13884352.50   | 0.15%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING LLC         | Prudential Funding LLC                                                           | CUSIP: 744331AF6<br>LEI: 1DG4ZOS0QLU53YYD8O46 | Long             | DBT              | CORP              | US        |   41192000 | PA      | $41482699.36   | 0.46%             | 2023-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC               | Puget Energy Inc                                                                 | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   13944000 | PA      | $13272590.68   | 0.15%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $16768645.35   | 0.19%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI            | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   12230000 | PA      | $11971726.74   | 0.13%             | 2025-05-23      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ENRGY TRANS LP/REG FIN         | Energy Transfer LP / Regency Energy Finance Corp                                 | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13121000 | PA      | $13023851.98   | 0.15%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                          | CUSIP: 759470AQ0<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    8778000 | PA      | $8525200.80    | 0.10%             | 2025-01-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II         | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9418000 | PA      | $8908698.48    | 0.10%             | 2024-10-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II         | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14975427.45   | 0.17%             | 2023-01-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-2                                        | CUSIP: 75970QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1914212 | PA      | $576622.37     | 0.01%             | 2037-06-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP       | Renesas Electronics Corp                                                         | CUSIP: 75972BAA9<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $27518294.10   | 0.31%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP       | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     809000 | PA      | $694778.42     | 0.01%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA PENSN OBLG   | County of Riverside CA                                                           | CUSIP: 76913CAS8<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |   20000000 | PA      | $19998200.00   | 0.22%             | 2025-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA PENSN OBLG   | County of Riverside CA                                                           | CUSIP: 76913CAX7<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4985752.00    | 0.06%             | 2023-02-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                        | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   28650000 | PA      | $27322403.12   | 0.30%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   14250000 | PA      | $13939325.78   | 0.16%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $895708.24     | 0.01%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK Hynix Inc                                                                     | CUSIP: 78392BAA5<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   37010000 | PA      | $35160930.07   | 0.39%             | 2024-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    1960000 | PA      | $1939287.03    | 0.02%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    6463000 | PA      | $6470826.89    | 0.07%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-28CB                                                 | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     408501 | PA      | $218943.55     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                       | CUSIP: 034863AP5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     956000 | PA      | $938937.95     | 0.01%             | 2025-05-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                       | CUSIP: 034863AV2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   13250000 | PA      | $13111286.15   | 0.15%             | 2025-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                 | CUSIP: 03938LAZ7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1413000 | PA      | $1439689.04    | 0.02%             | 2025-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                 | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    4000000 | PA      | $3872608.88    | 0.04%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARLINGTON TX HGR EDU FIN CORP  | Arlington Higher Education Finance Corp                                          | CUSIP: 041806P61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   28340000 | PA      | $26194500.46   | 0.29%             | 2044-08-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                                                     | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12350639 | PA      | $11322578.43   | 0.13%             | 2056-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5039637 | PA      | $4664663.51    | 0.05%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6416471 | PA      | $5865301.70    | 0.07%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2020-1                                                     | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4184449 | PA      | $3801380.68    | 0.04%             | 2055-03-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   25674000 | PA      | $21937829.40   | 0.24%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                     | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    3073000 | PA      | $3038621.55    | 0.03%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AH9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   18269000 | PA      | $18048363.28   | 0.20%             | 2024-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24334514.00   | 0.27%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   17793000 | PA      | $17658049.35   | 0.20%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   17675000 | PA      | $17307060.41   | 0.19%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5294000 | PA      | $5151535.87    | 0.06%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6970000 | PA      | $6699512.35    | 0.07%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                               | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15423000 | PA      | $14435021.90   | 0.16%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                               | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   16200000 | PA      | $15864712.81   | 0.18%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5227248.96    | 0.06%             | 2024-07-23      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $42204847.95   | 0.47%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27686530.50   | 0.31%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23894714.25   | 0.27%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9881149.30    | 0.11%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10               | CUSIP: 06054MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5509717 | PA      | $5283660.08    | 0.06%             | 2049-07-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    2589000 | PA      | $2562016.51    | 0.03%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   22875000 | PA      | $22691617.53   | 0.25%             | 2026-09-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   55000000 | PA      | $51284736.80   | 0.57%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   29000000 | PA      | $28511491.52   | 0.32%             | 2025-07-13      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8400000 | PA      | $8075144.45    | 0.09%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7250000 | PA      | $7033123.50    | 0.08%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   27787000 | PA      | $25839960.74   | 0.29%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7946717.36    | 0.09%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                          | CUSIP: 07274NAY9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3956751.96    | 0.04%             | 2025-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO        | Becton Dickinson and Co                                                          | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3118000 | PA      | $3047018.48    | 0.03%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                 | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18952831.80   | 0.21%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   10343000 | PA      | $9943422.40    | 0.11%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                 | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   35275000 | PA      | $32911921.05   | 0.37%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| BLOOMINGTON IN REDEV DIST TAX  | Bloomington Redevelopment District                                               | CUSIP: 094717CH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     400000 | PA      | $392252.00     | 0.00%             | 2024-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11390000 | PA      | $11279240.56   | 0.13%             | 2025-01-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   16502000 | PA      | $15639830.90   | 0.17%             | 2025-11-19      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   12500000 | PA      | $11485825.38   | 0.13%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                           | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   40966000 | PA      | $40491993.88   | 0.45%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                    | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9636365.30    | 0.11%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-CCRE21 Mortgage Trust                                                  | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13300222 | PA      | $12805087.93   | 0.14%             | 2047-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12400000 | PA      | $11789147.48   | 0.13%             | 2048-05-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21560955 | PA      | $20534368.94   | 0.23%             | 2048-07-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2019-RPL1 Trust                                                             | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17955177 | PA      | $17117946.64   | 0.19%             | 2058-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE11 Mortgage Trust                                                  | CUSIP: 12626LAE2<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |    5130000 | PA      | $5073407.38    | 0.06%             | 2050-08-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11960000 | PA      | $11391190.77   | 0.13%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NAT5<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   16723632 | PA      | $15879063.50   | 0.18%             | 2057-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |   24716479 | PA      | $23543405.25   | 0.26%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                           | CUSIP: 126650BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5046736 | PA      | $4995904.11    | 0.06%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10713611 | PA      | $10563157.47   | 0.12%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2006-9                                     | CUSIP: 12666RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147711 | PA      | $149446.07     | 0.00%             | 2046-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-J2                                                   | CUSIP: 12667FEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37829 | PA      | $36467.51      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-73CB                                                 | CUSIP: 12668AU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33598 | PA      | $30895.95      | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC         | Cadence Design Systems Inc                                                       | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    4103000 | PA      | $4071536.14    | 0.05%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                             | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9430543.20    | 0.11%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                       | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9373078.90    | 0.10%             | 2026-03-03      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                       | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9771461.80    | 0.11%             | 2025-05-09      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $27445661.04   | 0.31%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4296829.04    | 0.05%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39893746.80   | 0.44%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12751684.53   | 0.14%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD       | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    6595000 | PA      | $6632387.12    | 0.07%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES  | Chicago Transit Authority Sales Tax Receipts Fund                                | CUSIP: 16772PCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $973463.20     | 0.01%             | 2023-12-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14040043.35   | 0.16%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13828392.15   | 0.15%             | 2025-11-03      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $16854880.22   | 0.19%             | 2026-03-17      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9805338.20    | 0.11%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                         | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9958192.50    | 0.11%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President