# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0001145549-23-006551
**Filing Date:** 2023-2
**Character Count:** 120418
**Document Hash:** 4b468ea126b1a3e3f8becf452672db1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006551.hdr.sgml**: 20230215

**ACCESSION NUMBER**: 0001145549-23-006551

**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:** 23634136

**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 Ultra Short Bond Fund (Series ID: S000043689)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000135467 | Institutional Class | BUBIX           |
| C000135468 | Investor Class      | BUBSX           |

## 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 Ultra Short Bond Fund

- **b. EDGAR series identifier (if any):** S000043689

- **c. LEI of Series:** 5493002ENF40J7P07867

**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:** $5606862771.61

**Total Liabilities:** $1515750.98

**Net Assets:** $5605347020.63

**Cash Not Reported:** $33889.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 141447.550000000000 | **1-Year:** 124034.720000000000 | **5-Year:** 8395.780000000000 | **10-Year:** 2132.920000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 2029.430000000000 | **1-Year:** 1778.450000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000135467 | 0.11%                | 0.52%                | 0.45%                |
| Class ID C000135468 | 0.18%                | 0.40%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-187997.54              | $-3322232.01                               |
| Month 2  | $62405.49                | $13318076.97                               |
| Month 3  | $255985.68               | $11263335.30                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIB GROUP PLC                  | AIB Group PLC                                                  | CUSIP: 00135TAA2<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   6018000 | PA      | $5920732.81   | 0.11%             | 2023-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust      | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9925000 | PA      | $9855369.57   | 0.18%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust      | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  22955000 | PA      | $22803378.32  | 0.41%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust      | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2116700.15   | 0.04%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2020-Z2                      | CUSIP: 00834AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20457210 | PA      | $19901777.96  | 0.36%             | 2025-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2021-Z1                      | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24740023 | PA      | $24043123.29  | 0.43%             | 2025-08-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                 | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8240288.76   | 0.15%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                 | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  31274000 | PA      | $30990735.43  | 0.55%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                 | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1661418.39   | 0.03%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                 | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1038809.07   | 0.02%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE         | Alliant Energy Finance LLC                                     | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |  14870000 | PA      | $14766715.95  | 0.26%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                             | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3228008.30   | 0.06%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                             | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  32785000 | PA      | $31780629.23  | 0.57%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust    | Ally Auto Receivables Trust 2019-3                             | CUSIP: 02007RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687470 | PA      | $686636.54    | 0.01%             | 2024-05-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust    | Ally Auto Receivables Trust 2022-3                             | CUSIP: 02008DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8511266.75   | 0.15%             | 2025-06-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                            | CUSIP: 03027XAB6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3622000 | PA      | $3617643.28   | 0.06%             | 2023-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP         | AmerisourceBergen Corp                                         | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  13327000 | PA      | $13214724.69  | 0.24%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust          | ARI Fleet Lease Trust 2018-B                                   | CUSIP: 04033BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3421837 | PA      | $3420431.32   | 0.06%             | 2027-08-16      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                   | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8495284 | PA      | $7863193.82   | 0.14%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                                   | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4809085 | PA      | $4420252.04   | 0.08%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                   | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15446938 | PA      | $14120060.32  | 0.25%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE       | Pacific National Finance Pty Ltd                               | CUSIP: 04363UAD8<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |  13976000 | PA      | $13968452.96  | 0.25%             | 2023-04-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                            | CUSIP: 053611AG4<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   5561000 | PA      | $5525272.41   | 0.10%             | 2023-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                     | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  15415000 | PA      | $15289461.63  | 0.27%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC               | BGC Partners Inc                                               | CUSIP: 05541TAK7<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |  24196000 | PA      | $24080827.04  | 0.43%             | 2023-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                        | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  42593000 | PA      | $42269954.24  | 0.75%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG       | Banco Bilbao Vizcaya Argentaria SA                             | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   5088000 | PA      | $4927083.50   | 0.09%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                             | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   8400000 | PA      | $8355068.74   | 0.15%             | 2023-04-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                           | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9763307.50   | 0.17%             | 2024-06-14      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                        | CUSIP: 0641598J8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  28133000 | PA      | $27233155.59  | 0.49%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BAPTIST MEMORIAL HEALTH        | BAPTIST MEMORIAL HEALTH                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |  25726000 | PA      | $25724723.99  | 0.46%             | 2023-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                   | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  41162000 | PA      | $40879561.59  | 0.73%             | 2024-05-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                        | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  20078000 | PA      | $19786232.13  | 0.35%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                               | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  10910000 | PA      | $10338769.75  | 0.18%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                               | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   5846000 | PA      | $5812756.78   | 0.10%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                   | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1759000 | PA      | $1752925.49   | 0.03%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                   | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  42078000 | PA      | $40647693.88  | 0.73%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| POSCO                          | POSCO                                                          | CUSIP: 693483AG4<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |  33566000 | PA      | $33532291.01  | 0.60%             | 2023-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C       | Pacific Life Insurance Co                                      | CUSIP: 694606AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |  12825000 | PA      | $13067240.40  | 0.23%             | 2023-12-30      | Fixed         | 7.90%                 | 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        |  11975000 | PA      | $11971238.89  | 0.21%             | 2023-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                  | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11610000 | PA      | $11548193.58  | 0.21%             | 2023-03-14      | Fixed         | 2.70%                 | 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        |   1225000 | PA      | $1218112.54   | 0.02%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                | PerkinElmer Inc                                                | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |  23935000 | PA      | $23184081.74  | 0.41%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN       | Piedmont Operating Partnership LP                              | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |  25100000 | PA      | $24667732.07  | 0.44%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp             | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42718000 | PA      | $42115323.78  | 0.75%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                            | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   9910000 | PA      | $9541744.40   | 0.17%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC               | RELX Capital Inc                                               | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |  35342000 | PA      | $35199157.89  | 0.63%             | 2023-03-16      | Fixed         | 3.50%                 | 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        |   2265165 | PA      | $2149036.32   | 0.04%             | 2057-06-25      | Variable      | 2.75%                 | 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        |  11056564 | PA      | $10546785.30  | 0.19%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM          | Reliance Steel & Aluminum Co                                   | CUSIP: 759509AE2<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |  22905000 | PA      | $22900978.11  | 0.41%             | 2023-04-15      | Fixed         | 4.50%                 | 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        |    725000 | PA      | $723812.33    | 0.01%             | 2023-01-21      | Fixed         | 2.15%                 | 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        |  14393243 | PA      | $13971941.44  | 0.25%             | 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        |    938619 | PA      | $919789.09    | 0.02%             | 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        |  13989427 | PA      | $13021835.97  | 0.23%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                            | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5132000 | PA      | $5099235.98   | 0.09%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                              | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  19340000 | PA      | $19162729.56  | 0.34%             | 2024-06-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                              | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  10488000 | PA      | $10329044.40  | 0.18%             | 2024-05-22      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                            | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1010840.39   | 0.02%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2019-1                    | CUSIP: 89231XAA9<br>LEI: 549300R73PIC25YY4X12 | Long             | ABS-O            | CORP              | US        |   2910000 | PA      | $2804978.39   | 0.05%             | 2031-11-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                             | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  43644000 | PA      | $42280167.33  | 0.75%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                               | CUSIP: 78355HKG3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |  19428000 | PA      | $19372439.03  | 0.35%             | 2023-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc        | SCF Equipment Leasing 2022-2 LLC                               | CUSIP: 78397WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  45825000 | PA      | $45923542.08  | 0.82%             | 2028-07-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| SES SA                         | SES SA                                                         | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |  29924000 | PA      | $29654792.03  | 0.53%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                              | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   6795000 | PA      | $6723191.53   | 0.12%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                              | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1675000 | PA      | $1619708.38   | 0.03%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Tr | Santander Retail Auto Lease Trust 2021-A                       | CUSIP: 80286TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3196934 | PA      | $3186575.13   | 0.06%             | 2024-02-20      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Tr | Santander Retail Auto Lease Trust 2022-A                       | CUSIP: 80287CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9184102 | PA      | $8970753.88   | 0.16%             | 2025-03-20      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin | Santander Bank NA - SBCLN                                      | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16720313 | PA      | $16082147.02  | 0.29%             | 2031-12-15      | Fixed         | 1.83%                 | 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        |  11731673 | PA      | $11453278.88  | 0.20%             | 2032-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA       | Shire Acquisitions Investments Ireland DAC                     | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   5029000 | PA      | $4942002.07   | 0.09%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC         | Skyworks Solutions Inc                                         | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |  34209000 | PA      | $33531871.50  | 0.60%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                            | CUSIP: 83367TBG3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3270000 | PA      | $3235068.19   | 0.06%             | 2024-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2022-1S Trust                       | CUSIP: 83406QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36650000 | PA      | $36652019.42  | 0.65%             | 2031-04-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                     | Sprint LLC                                                     | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  40195000 | PA      | $40761950.48  | 0.73%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                         | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  19163000 | PA      | $19071696.93  | 0.34%             | 2024-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                         | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  24490000 | PA      | $23109958.13  | 0.41%             | 2025-01-12      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage  | STAR 2021-1 Trust                                              | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9521936 | PA      | $8607995.76   | 0.15%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING        | Sumitomo Mitsui Banking Corp                                   | CUSIP: 865622AZ7<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   4175000 | PA      | $4171732.98   | 0.07%             | 2023-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT       | Sumitomo Mitsui Trust Bank Ltd                                 | CUSIP: 86563VAQ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  10729000 | PA      | $10406801.80  | 0.19%             | 2023-09-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                    | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   6510000 | PA      | $6392898.12   | 0.11%             | 2023-06-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED         | Teck Resources Ltd                                             | CUSIP: 878742AY1<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |   7597000 | PA      | $7587807.86   | 0.14%             | 2023-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN       | Teledyne Technologies Inc                                      | CUSIP: 879360AA3<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  23400000 | PA      | $23115472.38  | 0.41%             | 2023-04-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| TENDER OPTION BOND TRUST RECEI | Tender Option Bond Trust Receipts/Certificates                 | CUSIP: 88034Y4V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5625000 | PA      | $5625000.00   | 0.10%             | 2037-05-01      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC       | Thermo Fisher Scientific Inc                                   | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24193821.00  | 0.43%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                        | CUSIP: 89641UAA9<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   5948000 | PA      | $5916130.32   | 0.11%             | 2023-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                             | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |  44377000 | PA      | $42825575.64  | 0.76%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 9128284U1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $99042969.00  | 1.77%             | 2023-06-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 912828ZY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200000000 | PA      | $195140624.00 | 3.48%             | 2023-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CAW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $57693750.00  | 1.03%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CBD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $110000000.00 | 1.96%             | 2022-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120000000 | PA      | $118350000.00 | 2.11%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 265000000 | PA      | $260269336.60 | 4.64%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $146671875.00 | 2.62%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $96433594.00  | 1.72%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust            | Verizon Owner Trust 2020-B                                     | CUSIP: 92290BAA9<br>LEI: 549300ESLK4DH2NBDS67 | Long             | ABS-O            | CORP              | US        |  11928045 | PA      | $11748368.08  | 0.21%             | 2025-02-20      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                     | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4031719.52   | 0.07%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                                 | CUSIP: 927804FN9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4672000 | PA      | $4652905.49   | 0.08%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                             | CUSIP: 92857WBC3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4306000 | PA      | $4295509.12   | 0.08%             | 2023-02-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                        | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  14666000 | PA      | $14548678.31  | 0.26%             | 2023-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C20                       | CUSIP: 92890FAU0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |  19835000 | PA      | $19322400.13  | 0.34%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C14                       | CUSIP: 92890PAE4<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |  20309445 | PA      | $20082631.15  | 0.36%             | 2046-06-15      | Fixed         | 3.34%                 | 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        |     28058 | PA      | $27915.19     | 0.00%             | 2046-06-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C15                       | CUSIP: 92938CAD9<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |  18226000 | PA      | $18013814.73  | 0.32%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C16                       | CUSIP: 92938EAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14833644.00  | 0.26%             | 2046-09-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE       | Walgreens Boots Alliance Inc                                   | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $28876101.60  | 0.52%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO        | Washington Gas Light Co                                        | CUSIP: 93884PCV0<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |   9112000 | PA      | $9142364.01   | 0.16%             | 2023-03-20      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2013-LC12                | CUSIP: 94988QAG6<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |  21087000 | PA      | $20883765.60  | 0.37%             | 2046-07-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2013-LC12                | CUSIP: 94988QAL5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   5355373 | PA      | $5338753.02   | 0.10%             | 2046-07-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                               | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  43150000 | PA      | $42457670.33  | 0.76%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                       | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  11889000 | PA      | $11699024.84  | 0.21%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C18                       | CUSIP: 96221QAE3<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |  21870000 | PA      | $21441089.93  | 0.38%             | 2046-12-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-LC14                      | CUSIP: 96221TAE7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |  11543000 | PA      | $11323689.93  | 0.20%             | 2047-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Wheels SPV LLC                 | Wheels SPV 2 LLC                                               | CUSIP: 96328DBT0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4698564 | PA      | $4640304.96   | 0.08%             | 2029-08-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                 | Whirlpool Corp                                                 | CUSIP: 96332HCF4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |  10609000 | PA      | $10589726.10  | 0.19%             | 2023-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2019-C                       | CUSIP: 98162RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3534118 | PA      | $3507736.22   | 0.06%             | 2024-12-16      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2022-D                       | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12250000 | PA      | $12276767.48  | 0.22%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                | Xcel Energy Inc                                                | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   6080000 | PA      | $5859057.12   | 0.10%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                 | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5090000 | PA      | $5077482.93   | 0.09%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                 | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9902757.30   | 0.18%             | 2025-01-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                  | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7635765.65   | 0.14%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                  | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19923177.60  | 0.36%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP           | Boston Properties LP                                           | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  25005000 | PA      | $24564885.24  | 0.44%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                 | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |  14170000 | PA      | $14047105.72  | 0.25%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                | CUSIP: 12591KAD7<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   7693221 | PA      | $7604582.06   | 0.14%             | 2046-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                | CUSIP: 12591KAE5<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |  57244603 | PA      | $56173361.85  | 1.00%             | 2046-10-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-LC15 Mortgage Trust                                  | CUSIP: 12591TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7525000 | PA      | $7355028.31   | 0.13%             | 2047-04-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-CCRE16 Mortgage Trust                                | CUSIP: 12591VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22750000 | PA      | $22173358.03  | 0.40%             | 2047-04-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                     | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  13844000 | PA      | $13607523.30  | 0.24%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                              | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   5595000 | PA      | $5559453.73   | 0.10%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE11 Mortgage Trust                                | CUSIP: 12626LAD4<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   7442694 | PA      | $7348888.11   | 0.13%             | 2050-08-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CA INC                         | CA Inc                                                         | CUSIP: 12673PAE5<br>LEI: Y7ET3D9SDOFUZ515FE28 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4936405.53   | 0.09%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO               | Campbell Soup Co                                               | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3676000 | PA      | $3665957.79   | 0.07%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                     | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  24926000 | PA      | $24723590.66  | 0.44%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                     | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5080025.83   | 0.09%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva | Capital One Prime Auto Receivables Trust 2022-2                | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21375000 | PA      | $21170526.75  | 0.38%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva | Capital One Prime Auto Receivables Trust 2020-1                | CUSIP: 14043MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11601679 | PA      | $11490818.02  | 0.20%             | 2024-11-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                               | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9675744.00   | 0.17%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH INI            | CATHOLIC HEALTH INI                                            | CUSIP: 14918HNB6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  44600000 | PA      | $44520924.20  | 0.79%             | 2023-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES         | CenterPoint Energy Resources Corp                              | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   6984000 | PA      | $6933623.50   | 0.12%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust         | Chase Auto Owner Trust 2022-A                                  | CUSIP: 16144JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8875000 | PA      | $8804668.29   | 0.16%             | 2025-10-27      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust           | Chase Issuance Trust                                           | CUSIP: 161571HP2<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |  62350000 | PA      | $62280841.38  | 1.11%             | 2025-01-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                  | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  52580000 | PA      | $50391307.02  | 0.90%             | 2024-10-30      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2013-GC15                  | CUSIP: 17321JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12325000 | PA      | $12197945.27  | 0.22%             | 2046-09-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC          | Coca-Cola Europacific Partners PLC                             | CUSIP: 19123MAD5<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |  18460000 | PA      | $18159053.63  | 0.32%             | 2023-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                             | CUSIP: 205887BR2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  41256000 | PA      | $41225084.40  | 0.74%             | 2023-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                             | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6800983.63   | 0.12%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY         | ConocoPhillips Co                                              | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $28995545.40  | 0.52%             | 2024-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                   | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3301989.80   | 0.06%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                       | CUSIP: 21684AAA4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6048000 | PA      | $6003663.62   | 0.11%             | 2023-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                         | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  20842000 | PA      | $20323181.55  | 0.36%             | 2024-06-12      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK         | Credit Suisse AG/New York NY                                   | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   6425000 | PA      | $6273177.25   | 0.11%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CYTEC INDUSTRIES INC           | Cytec Industries Inc                                           | CUSIP: 232820AJ9<br>LEI: 549300CC16G1Y2NHCH33 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.09%             | 2023-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                     | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   6759000 | PA      | $6720608.88   | 0.12%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                      | DLLAD 2021-1 LLC                                               | CUSIP: 233262AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8033469 | PA      | $7912241.74   | 0.14%             | 2024-09-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                | DR Horton Inc                                                  | CUSIP: 23331ABG3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1257411.65   | 0.02%             | 2023-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                        | CUSIP: 233851DD3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7345000 | PA      | $7317747.92   | 0.13%             | 2023-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                        | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4841000 | PA      | $4814273.66   | 0.09%             | 2023-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1995000 | PA      | $1969960.46   | 0.04%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  16615000 | PA      | $16105600.88  | 0.29%             | 2025-03-28      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust   | Dell Equipment Finance Trust 2022-2                            | CUSIP: 24702CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $19822272.00  | 0.35%             | 2027-07-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                              | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3009877.56   | 0.05%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                  | Discover Bank                                                  | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |  42018000 | PA      | $41940288.13  | 0.75%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                  | Discover Bank                                                  | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |  10189000 | PA      | $9780752.55   | 0.17%             | 2028-08-09      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                             | CUSIP: 254687CP9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2477940.83   | 0.04%             | 2023-04-26      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                            | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  45010000 | PA      | $44963080.68  | 0.80%             | 2023-01-15      | Fixed         | 2.45%                 | 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        |   1872572 | PA      | $1809534.06   | 0.03%             | 2034-12-11      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                        | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  16865000 | PA      | $16628507.67  | 0.30%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                           | CUSIP: 26884TAT9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4543028.41   | 0.08%             | 2023-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                   | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4034000 | PA      | $4001322.99   | 0.07%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                             | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  17825000 | PA      | $17790742.13  | 0.32%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                             | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  31959000 | PA      | $31880861.84  | 0.57%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                              | CUSIP: 29379VAZ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  13025000 | PA      | $12987095.04  | 0.23%             | 2023-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                    | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |  23758000 | PA      | $23638460.67  | 0.42%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                  | Stellantis NV                                                  | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |  42122000 | PA      | $42067241.40  | 0.75%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio  | Fidelity Government Portfolio                                  | CUSIP: 31607A703<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6655174 | NS      | $6655174.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                     | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5985000 | PA      | $5939813.85   | 0.11%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                     | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 262848118 | NS      | $262848117.74 | 4.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP             | First Horizon Corp                                             | CUSIP: 320517AC9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |  26728000 | PA      | $26557129.50  | 0.47%             | 2023-05-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS       | Five Corners Funding Trust                                     | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991333.62    | 0.02%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2018-REV2                         | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21334000 | PA      | $21043902.40  | 0.38%             | 2030-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                     | CUSIP: 34528QGD0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  58225000 | PA      | $57984915.04  | 1.03%             | 2025-03-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2019-A                            | CUSIP: 34533FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5067139 | PA      | $5057948.83   | 0.09%             | 2024-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                 | CUSIP: 34964CAC0<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |  42945000 | PA      | $42635485.08  | 0.76%             | 2023-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                           | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  17926000 | PA      | $17877062.02  | 0.32%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                            | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1154000 | PA      | $1120517.04   | 0.02%             | 2025-08-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                            | CUSIP: 361886CM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7468100.73   | 0.13%             | 2025-10-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2013-GCJ14                        | CUSIP: 36198FAE2<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |  11749000 | PA      | $11632586.21  | 0.21%             | 2046-08-10      | Fixed         | 4.24%                 | 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        |   9700000 | PA      | $9478921.48   | 0.17%             | 2047-04-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE        | GSK Consumer Healthcare Capital US LLC                         | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  14375000 | PA      | $13956141.25  | 0.25%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                              | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  22499000 | PA      | $22427979.43  | 0.40%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3063000 | PA      | $3050298.54   | 0.05%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3860754.89   | 0.07%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4074755.58   | 0.07%             | 2023-01-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY          | Georgia Power Co                                               | CUSIP: 373334FS5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6431000 | PA      | $6451557.59   | 0.12%             | 2023-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                           | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  42243000 | PA      | $42023315.28  | 0.75%             | 2023-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI | Golden State Tobacco Securitization Corp                       | CUSIP: 38122ND74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4110000 | PA      | $4052289.44   | 0.07%             | 2031-06-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8755000 | PA      | $8661099.04   | 0.15%             | 2024-03-08      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16930000 | PA      | $16256872.00  | 0.29%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4826292.95   | 0.09%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                            | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   8950000 | PA      | $8379022.49   | 0.15%             | 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        |  28995000 | PA      | $28204407.83  | 0.50%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                               | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24141000 | PA      | $23637566.97  | 0.42%             | 2023-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                              | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  19465000 | PA      | $19312852.80  | 0.34%             | 2024-05-18      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                              | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  18350000 | PA      | $17844234.18  | 0.32%             | 2025-03-11      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust          | HPEFS Equipment Trust 2021-2                                   | CUSIP: 40441JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875451 | PA      | $2863015.93   | 0.05%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                       | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4591000 | PA      | $4502916.48   | 0.08%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| LOUISIANA STADIUM & EXPOSITION | Louisiana Stadium & Exposition District                        | CUSIP: 546410CG4<br>LEI: 5493000QEHWDGVGH7J62 | Long             | DBT              | MUN               | US        |  16595000 | PA      | $16251135.01  | 0.29%             | 2023-07-03      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                        | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    505000 | PA      | $502943.42    | 0.01%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                       | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  19348000 | PA      | $18755155.22  | 0.33%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust          | HPEFS Equipment Trust                                          | CUSIP: 40441RAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2380554 | PA      | $2340947.28   | 0.04%             | 2029-05-21      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                    | Heineken NV                                                    | CUSIP: 423012AD5<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $14909539.20  | 0.27%             | 2023-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                  | CUSIP: 42824CBE8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  21585000 | PA      | $21423992.30  | 0.38%             | 2023-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                  | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7852794.34   | 0.14%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2021-3 Owner Trust                      | CUSIP: 43815EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3987789 | PA      | $3964630.31   | 0.07%             | 2024-02-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                       | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   8470000 | PA      | $8246478.99   | 0.15%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                     | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19483590.60  | 0.35%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                              | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |  31152000 | PA      | $30246662.45  | 0.54%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| HURON OH ECON DEV NON-TAX REVE | City of Huron OH                                               | CUSIP: 447627AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2275000 | PA      | $2284776.13   | 0.04%             | 2023-09-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                              | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  15770000 | PA      | $15328599.91  | 0.27%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                        | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  26456000 | PA      | $26396377.96  | 0.47%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                        | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2422831.40   | 0.04%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                        | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  14605000 | PA      | $13897722.35  | 0.25%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2022-A                 | CUSIP: 44891WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11431909 | PA      | $11277845.68  | 0.20%             | 2024-04-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                    | ING Bank NV                                                    | CUSIP: 449786AY8<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |   9300000 | PA      | $9287534.84   | 0.17%             | 2023-09-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER         | Indiana Michigan Power Co                                      | CUSIP: 454889AP1<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |  11336000 | PA      | $11297015.95  | 0.20%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INFOR INC                      | Infor Inc                                                      | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |   6255000 | PA      | $6108223.36   | 0.11%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                         | CUSIP: 459506AC5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5962462.80   | 0.11%             | 2023-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                              | CUSIP: 465685AG0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3892422.50   | 0.07%             | 2023-07-01      | Fixed         | 4.05%                 | 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        |  18294643 | PA      | $17684834.87  | 0.32%             | 2028-09-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C12            | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36013000 | PA      | $35708614.52  | 0.64%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | CUSIP: 46639YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22295585 | PA      | $22133861.51  | 0.39%             | 2046-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C14            | CUSIP: 46640LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28293645 | PA      | $28086753.04  | 0.50%             | 2046-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C17            | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19073000 | PA      | $18763525.32  | 0.33%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16  | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5360000 | PA      | $5284392.91   | 0.09%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C18            | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8458000 | PA      | $8263743.42   | 0.15%             | 2047-02-15      | Fixed         | 4.08%                 | 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        |  18626000 | PA      | $18089614.04  | 0.32%             | 2047-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                            | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25174000 | PA      | $24922685.69  | 0.44%             | 2024-07-23      | Variable      | 3.80%                 | 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        |   1008600 | PA      | $963920.07    | 0.02%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                   | Evergy Metro Inc                                               | CUSIP: 485134BN9<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2873355.04   | 0.05%             | 2023-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES       | Kerry Group Financial Services Unltd Co                        | CUSIP: 49245PAA4<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |  24675000 | PA      | $24439442.58  | 0.44%             | 2023-04-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                               | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   6407000 | PA      | $6320656.13   | 0.11%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                              | CUSIP: 49456BAB7<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  17047000 | PA      | $17056041.56  | 0.30%             | 2023-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                              | CUSIP: 49456BAM3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  18562000 | PA      | $18545934.22  | 0.33%             | 2023-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP              | Kinross Gold Corp                                              | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   5650000 | PA      | $5672417.00   | 0.10%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust      | Kubota Credit Owner Trust 2021-1                               | CUSIP: 50117TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7905274 | PA      | $7847563.49   | 0.14%             | 2024-04-15      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust      | Kubota Credit Owner Trust 2021-2                               | CUSIP: 50117XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8619952 | PA      | $8512477.97   | 0.15%             | 2024-06-17      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV            | LYB International Finance BV                                   | CUSIP: 50247VAA7<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |  23642000 | PA      | $23465027.81  | 0.42%             | 2023-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                     | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $4508660.73   | 0.08%             | 2023-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                    | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   3313000 | PA      | $3269869.08   | 0.06%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                       | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  34405000 | PA      | $34159924.58  | 0.61%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                       | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3126339.51   | 0.06%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                    | Markel Corp                                                    | CUSIP: 570535AM6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1514580.26   | 0.03%             | 2023-03-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2021-3                                  | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5806488 | PA      | $5730803.63   | 0.10%             | 2031-12-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2021-2                                  | CUSIP: 57108TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297599 | PA      | $296972.64    | 0.01%             | 2031-09-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                  | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |  33650000 | PA      | $32781429.57  | 0.58%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MEADE CNTY KY INDL BLDG REVENU | County of Meade KY                                             | CUSIP: 583022AE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19150000 | PA      | $19150000.00  | 0.34%             | 2061-08-01      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TOWER LIFE        | Metropolitan Tower Life Insurance Co                           | CUSIP: 59260AAA6<br>LEI: C66E209AQ6YDHBXH2I29 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2641329.18   | 0.05%             | 2024-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                                       | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  40207000 | PA      | $40034788.59  | 0.71%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                                       | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1306134.16   | 0.02%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                             | CUSIP: 606822AT1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  22237000 | PA      | $22189620.07  | 0.40%             | 2023-03-02      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                             | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  15700000 | PA      | $15155303.57  | 0.27%             | 2024-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                     | CUSIP: 60687YAS8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  21756000 | PA      | $21410167.49  | 0.38%             | 2024-09-11      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                     | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  22209000 | PA      | $21673961.43  | 0.39%             | 2024-07-10      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC     | MMAF Equipment Finance LLC 2020-A                              | CUSIP: 60700MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2409595 | PA      | $2384250.74   | 0.04%             | 2024-04-09      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                 | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  23014000 | PA      | $22946459.89  | 0.41%             | 2023-11-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                 | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  25995000 | PA      | $25941641.62  | 0.46%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9     | CUSIP: 61762DAW1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |  18145820 | PA      | $18008300.09  | 0.32%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10    | CUSIP: 61762MBW0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |  33705000 | PA      | $33438342.89  | 0.60%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11    | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19025000 | PA      | $18748551.53  | 0.33%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12    | CUSIP: 61762XAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5182823 | PA      | $5123970.49   | 0.09%             | 2046-10-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16    | CUSIP: 61763MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9690909.00   | 0.17%             | 2047-06-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                      | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |  32441000 | PA      | $32416080.77  | 0.58%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                      | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   9805000 | PA      | $9703716.11   | 0.17%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC         | NXP BV / NXP Funding LLC                                       | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15386000 | PA      | $15272996.75  | 0.27%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                        | CUSIP: 63307A2J3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1540000 | PA      | $1536657.94   | 0.03%             | 2023-02-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                           | CUSIP: 636180BL4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  30534000 | PA      | $30451866.29  | 0.54%             | 2023-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                    | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   8900000 | PA      | $8851632.42   | 0.16%             | 2024-03-08      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                    | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  27669000 | PA      | $27311345.53  | 0.49%             | 2024-08-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE INS CO       | Metropolitan Life Insurance Co                                 | CUSIP: 644162AB5<br>LEI: 549300H7EXFMRS487544 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043226.78   | 0.04%             | 2024-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY        | New York State Housing Finance Agency                          | CUSIP: 64987DQ31<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   9390000 | PA      | $9059302.04   | 0.16%             | 2024-11-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                             | CUSIP: 64990CFX4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1481629.20   | 0.03%             | 2023-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                             | CUSIP: 65000BLR7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $985623.80    | 0.02%             | 2023-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne | NextGear Floorplan Master Owner Trust                          | CUSIP: 65341KBN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18472000 | PA      | $18398006.71  | 0.33%             | 2025-02-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                 | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1692644.44   | 0.03%             | 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        |  11805000 | PA      | $11565771.79  | 0.21%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner  | Nissan Auto Receivables 2022-B Owner Trust                     | CUSIP: 65480JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4074337.28   | 0.07%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                              | CUSIP: 664397AK2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2318118.44   | 0.04%             | 2023-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NOVA GAS TRANSMISSION          | NOVA Gas Transmission Ltd                                      | CUSIP: 669771AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6420000 | PA      | $6447353.89   | 0.12%             | 2023-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                      | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2176017.93   | 0.04%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP              | ONEOK Partners LP                                              | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |  13755000 | PA      | $13738938.42  | 0.25%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                    | CUSIP: 68389XBR5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9525000 | PA      | $9495286.86   | 0.17%             | 2023-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                             | CUSIP: 69335PDP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  53266000 | PA      | $52185680.29  | 0.93%             | 2025-06-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                             | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6251000 | PA      | $6025722.71   | 0.11%             | 2025-10-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN       | Time Warner Cable Enterprises LLC                              | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16180000 | PA      | $16281057.37  | 0.29%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP         | Toll Brothers Finance Corp                                     | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985276.81   | 0.05%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                 | Globe Life Inc                                                 | CUSIP: 891027AF1<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1997188.67   | 0.04%             | 2023-05-15      | Fixed         | 7.88%                 | 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        |   2787564 | PA      | $2715905.09   | 0.05%             | 2057-07-25      | Variable      | 2.75%                 | 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        |   2297018 | PA      | $2258387.06   | 0.04%             | 2056-10-25      | Variable      | 2.75%                 | 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