# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0001752724-23-075096
**Filing Date:** 2023-3
**Character Count:** 849598
**Document Hash:** 82c979ffa1a7fc27a98e6539b7768d55
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075096.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075096

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444
- **IRS NUMBER:** 231899003
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 23784185

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTMINSTER BOND FUND INC
- **DATE OF NAME CHANGE:** 19800619

## Series and Classes Contracts Data

### Vanguard Intermediate-Term Investment-Grade Fund (Series ID: S000002586)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007097 | Investor Shares | VFICX           |
| C000007098 | Admiral Shares  | VFIDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD FIXED INCOME SECURITIES FUNDS

- **b. Investment Company Act file number:** 811-02368

- **c. CIK number of Registrant:** 0000106444

- **d. LEI of Registrant:** 549300F3N7VQKU6I4K64

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND

- **b. EDGAR series identifier (if any):** S000002586

- **c. LEI of Series:** MUT4BJZ240WC155X1V94

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $32670839386.64

**Total Liabilities:** $1655798139.24

**Net Assets:** $31015041247.40

**Delayed Delivery Securities:** $1299985274.09

**Cash Not Reported:** $5284175.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -24693.71057960 | **1-Year:** -555127.17855351 | **5-Year:** -8062812.06014165 | **10-Year:** -8952687.06548619 | **30-Year:** -628298.80766886

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

- **3-Month:** -1749.63557888 | **1-Year:** -56803.29082295 | **5-Year:** -340776.96742103 | **10-Year:** -135567.29264740 | **30-Year:** -11984.79789943

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007098 | 4.65%                | -0.66%               | 3.91%                |
| Class ID C000007097 | 4.64%                | -0.67%               | 3.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-159466314.40           | $1428215488.86                             |
| Month 2  | $-97933095.05            | $-193498998.81                             |
| Month 3  | $-158485462.67           | $1275687337.82                             |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. 5-10 Year Credit Bond Index

- **Index Identifier:** I00648

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2236098.07   | 0.01%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                      | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8004806.20   | 0.03%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   58675000 | PA      | $66096354.23  | 0.21%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9920000 | PA      | $8538074.76   | 0.03%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_18-A                                            | MMAF 2018-A A5                     | CUSIP: 60700DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1580000 | PA      | $1535990.68   | 0.00%             | 2042-03-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                           | PETROLEOS DEL PE                   | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |   25083000 | PA      | $16667653.50  | 0.05%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1855307.62   | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   15998000 | PA      | $14479391.93  | 0.05%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   18470000 | PA      | $18013684.80  | 0.06%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   11200000 | PA      | $11092279.41  | 0.04%             | 2026-04-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3474000 | PA      | $3382880.32   | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                   | COMM 2019-GC44 ASB                 | CUSIP: 12655TBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $165638.65    | 0.00%             | 2057-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                | UTMOST GRP                         | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |    1195000 | PA      | $1105800.30   | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |   18940000 | PA      | $11490083.78  | 0.04%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $11427181.07  | 0.04%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   52186000 | PA      | $47059770.26  | 0.15%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                  | ALLEGHANY CORP                     | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   13328000 | PA      | $12656944.80  | 0.04%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5595063.60   | 0.02%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   24091000 | PA      | $20470291.82  | 0.07%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                     | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4899050.80   | 0.02%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   37150000 | PA      | $35252328.59  | 0.11%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                               | FLIR SYSTEMS                       | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $12501915.48  | 0.04%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DOWDUPONT                          | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12174925.08  | 0.04%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                    | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     390000 | PA      | $418455.42    | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Endeavor Energy Resources LP / EER Finance Inc                                  | ENDEAVOR ENERGY                    | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2637219.40   | 0.01%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                     | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   17000000 | PA      | $14156085.13  | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                        | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |     300000 | PA      | $320721.82    | 0.00%             | 2082-12-21      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN                   | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    9350000 | PA      | $9227901.06   | 0.03%             | 2028-06-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC                   | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2105402.88   | 0.01%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (PHILIP)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1470000 | NC      | $5948.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   25330000 | PA      | $24599398.70  | 0.08%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   35142000 | PA      | $28808388.97  | 0.09%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB FINANCIAL GR                   | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   30625000 | PA      | $26172854.79  | 0.08%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   24620000 | PA      | $22464149.45  | 0.07%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                       | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $11187265.44  | 0.04%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO                   | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2946497.70   | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $410280.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     765000 | PA      | $770645.15    | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15290000 | PA      | $13664071.03  | 0.04%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                      | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   14628000 | PA      | $13164018.79  | 0.04%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22854310.16  | 0.07%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9970000 | PA      | $8054268.79   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   69564000 | PA      | $68411924.86  | 0.22%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   25190000 | PA      | $20498641.86  | 0.07%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                          | MSC 2021-L6 A4                     | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1576551.03   | 0.01%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                 | LIFE STORAGE                       | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    6494000 | PA      | $6014846.96   | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   18745000 | PA      | $17771391.45  | 0.06%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    5410000 | PA      | $3514086.83   | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17193932.40  | 0.06%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                    | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4060483.86   | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $5783734.99   | 0.02%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    3660000 | PA      | $3219806.53   | 0.01%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | PHILLIPS EDIS                      | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15453827.20  | 0.05%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4339000 | PA      | $3823490.22   | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   41394000 | PA      | $34904972.25  | 0.11%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6178000 | PA      | $4292231.36   | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B                                       | SMB 2018-B A2A                     | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4884496 | PA      | $4711461.69   | 0.02%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1167000 | PA      | $1066643.82   | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   17652000 | PA      | $17208347.87  | 0.06%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6753000 | PA      | $6679723.13   | 0.02%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                   | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8419246.50   | 0.03%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   33590000 | PA      | $36155645.85  | 0.12%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST GCCT_2021-1A                                           | GCCT 2021-1A A                     | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6680000 | PA      | $5924358.40   | 0.02%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                    | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   11680000 | PA      | $11164630.28  | 0.04%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7985000 | PA      | $7730158.09   | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   13540000 | PA      | $11320157.08  | 0.04%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC19                                   | CGCMT 2014-GC19 A3                 | CUSIP: 17322AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     415954 | PA      | $409881.38    | 0.00%             | 2047-03-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ12                                         | GSMS 2013-GC12 B                   | CUSIP: 36197XAQ7<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1535011.35   | 0.00%             | 2046-06-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | EL PASO CORP                       | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1153852.17   | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                                      | HERTZ 2022-3A C                    | CUSIP: 42806MAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     270000 | PA      | $262276.87    | 0.00%             | 2025-03-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                      | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   31386000 | PA      | $30802865.38  | 0.10%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABHLD 7.375 9/1/2025              | CUSIP: N/A<br>LEI: F2TJC7HPPHLHU1AQMP98       | Long             | DBT              | CORP              | US        |    1628000 | PA      | $1608695.36   | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                            | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    7660000 | PA      | $6675580.62   | 0.02%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $840838.90    | 0.00%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14398000 | PA      | $12516125.54  | 0.04%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4                   | GMCAR 2020-4 C                     | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1200000 | PA      | $1112526.48   | 0.00%             | 2026-05-18      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11801780.40  | 0.04%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                    | PRAXAIR INC                        | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    5570000 | PA      | $4465473.40   | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   17250000 | PA      | $16400075.60  | 0.05%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5464198.94   | 0.02%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3906093.00   | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                        | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   10680000 | PA      | $10681546.68  | 0.03%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   25450000 | PA      | $21557300.34  | 0.07%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $19606250.00  | 0.06%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                   | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3122130.59   | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   32727000 | PA      | $28535687.80  | 0.09%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   14045000 | PA      | $11787873.13  | 0.04%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO FINANCIAL                      | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   16377000 | PA      | $15974181.32  | 0.05%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1627500 | PA      | $1420820.50   | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18078917.60  | 0.06%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO                   | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10230603.30  | 0.03%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9695581.56   | 0.03%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3783504.53   | 0.01%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Embraer Overseas Ltd                                                            | EMBRAER OVERSEAS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     582000 | PA      | $582000.00    | 0.00%             | 2023-09-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                         | TX ST PRIV ACTIVITY-B              | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8550000 | PA      | $6950666.93   | 0.02%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                        | MSC 2016-BNK2 A3                   | CUSIP: 61690YBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.04         | 0.00%             | 2049-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                                    | SK HYNIX INC                       | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   12700000 | PA      | $12901932.29  | 0.04%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                     | CGCMT 2019-C7 A3                   | CUSIP: 17328CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3564445.60   | 0.01%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8472960.72   | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6498471.90   | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   54260000 | PA      | $48254722.41  | 0.16%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Life Storage LP                                                                 | LIFE STORAGE                       | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5644826.88   | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   16761000 | PA      | $14957515.73  | 0.05%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS                   | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5077948.23   | 0.02%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | BACM 2017-BNK3 A4                  | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1540000 | PA      | $1466749.90   | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                          | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $19428763.75  | 0.06%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10136000 | PA      | $9802782.95   | 0.03%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $16835925.21  | 0.05%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (AXP)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $31971.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                            | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14609380.05  | 0.05%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT                   | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    2078000 | PA      | $1917080.43   | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4                   | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8887229.80   | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   37887000 | PA      | $35580521.28  | 0.11%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                          | GSMS 2020-GC45 A5                  | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3170000 | PA      | $2820221.25   | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   20245000 | PA      | $18586406.51  | 0.06%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $891175.81    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8693751.20   | 0.03%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2760914.47   | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | DUKE ENERGY OHIO                   | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   11650000 | PA      | $9858228.84   | 0.03%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | SEALED AIR CORP                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     605000 | PA      | $610637.56    | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    6670000 | PA      | $5419897.86   | 0.02%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   17320000 | PA      | $17348304.69  | 0.06%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   17178000 | PA      | $13933358.72  | 0.04%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARMACEU                   | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   35329000 | PA      | $35897490.24  | 0.12%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN                   | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2825030.28   | 0.01%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    3302000 | PA      | $3320383.65   | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2031430.03   | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A3                   | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2406485.12   | 0.01%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                     | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1858000 | PA      | $1498713.41   | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   19065000 | PA      | $17268200.77  | 0.06%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $11894618.25  | 0.04%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -209 | NC      | $113182.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'REILLY AUTOMOT                   | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17217799.02  | 0.06%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1423661.81   | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                             | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $989687.62    | 0.00%             | 2026-05-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JSW Infrastructure Ltd                                                          | JSW INFRA                          | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | IN        |    3708000 | PA      | $3290558.92   | 0.01%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $22044444.80  | 0.07%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   20773000 | PA      | $19238495.58  | 0.06%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   14085000 | PA      | $14819851.92  | 0.05%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   77009000 | PA      | $73156530.05  | 0.24%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   20321000 | PA      | $17747061.47  | 0.06%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8658792.00   | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    2132000 | PA      | $1999374.51   | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                    | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   35736000 | PA      | $32224389.10  | 0.10%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   31246000 | PA      | $30890699.23  | 0.10%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   45554000 | PA      | $45141680.27  | 0.15%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                               | SDART 2022-3 A3                    | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     870000 | PA      | $856357.01    | 0.00%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    2604000 | PA      | $2546840.17   | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5315800.16   | 0.02%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG ENERGY CORP                    | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $383723.35    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   27770000 | PA      | $23048817.30  | 0.07%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  775000000 | PA      | $37120077.93  | 0.12%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX CAPITAL INC                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $7807162.35   | 0.03%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     435000 | PA      | $410959.29    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1428320.24   | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   28960000 | PA      | $27334182.12  | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8355251.20   | 0.03%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14733000 | PA      | $14473325.42  | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   13800000 | PA      | $13435105.37  | 0.04%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    7569000 | PA      | $7566186.15   | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                   | CGCMT 2016-GC37 A3                 | CUSIP: 17290XAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2049-04-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                   | CGCMT 2014-GC23 B                  | CUSIP: 17322VAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $759159.52    | 0.00%             | 2047-07-10      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   24815000 | PA      | $22823310.38  | 0.07%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                     | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    9480000 | PA      | $8416813.45   | 0.03%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     471000 | PA      | $471396.65    | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUST 10Y BOND FUT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -400 | NC      | $492228.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vietnam Government International Bond                                           | VIETNAM (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | VN        |   10000000 | PA      | $9907625.00   | 0.03%             | 2024-11-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   15300000 | PA      | $16341839.88  | 0.05%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDD9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     360000 | PA      | $354867.94    | 0.00%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27330000 | PA      | $27542560.17  | 0.09%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  106142000 | PA      | $87453422.03  | 0.28%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    4221000 | PA      | $3998975.65   | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2632495.86   | 0.01%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6064000 | PA      | $5975434.19   | 0.02%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: N/A<br>LEI: ISRPG12PN4EIEOEMW547       | Long             | DBT              | CORP              | US        |    3514000 | PA      | $3927829.32   | 0.01%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1987481.25   | 0.01%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO                   | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5942473.53   | 0.02%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23500062.75  | 0.08%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   37985000 | PA      | $32234883.12  | 0.10%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                     | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   49410000 | PA      | $44778456.31  | 0.14%             | 2029-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   10137000 | PA      | $9728299.07   | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   23191000 | PA      | $21303733.81  | 0.07%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP                      | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1472762.12   | 0.00%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  175000000 | PA      | $154875000.00 | 0.50%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   23240000 | PA      | $23514359.82  | 0.08%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $16594839.20  | 0.05%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   12855000 | PA      | $11709768.88  | 0.04%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC                   | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   31409000 | PA      | $30450834.53  | 0.10%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                     | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4476000 | PA      | $4305969.75   | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    3748000 | PA      | $4840915.34   | 0.02%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12193541.38  | 0.04%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                        | WFRBS 2014-C20 B                   | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    2410000 | PA      | $2169999.91   | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19311724.20  | 0.06%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM                   | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $26795070.00  | 0.09%             | 2029-11-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Bank / Debt not acquired by JPMorgan                          | WASH MUT BANK NV                   | CUSIP: 93933VAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6147000 | PA      | $614.70       | 0.00%             | 2013-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   25300000 | PA      | $21542745.83  | 0.07%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4223422.40   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16872703.00  | 0.05%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.IG.39.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | -200600000 | NC      | $2483055.89   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                        | MSC 2014-150E A                    | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3670000 | PA      | $3271526.81   | 0.01%             | 2032-09-09      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                    | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   19600000 | PA      | $16914642.61  | 0.05%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   16635000 | PA      | $16674545.05  | 0.05%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | UNITI/UNITI/CSL                    | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1499804.38   | 0.00%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2261581.67   | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4184000 | PA      | $3692362.43   | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1947306.58   | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   26734000 | PA      | $25453436.05  | 0.08%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   46001000 | PA      | $44105420.69  | 0.14%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   49243000 | PA      | $52478383.28  | 0.17%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UBS-BAMLL Trust 2012-WRM                                                        | UBSBM 2012-WRM A                   | CUSIP: 90269PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     211468 | PA      | $196589.59    | 0.00%             | 2030-06-10      | Fixed         | 3.66%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24168964.75  | 0.08%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC CORP                       | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     770000 | PA      | $766139.36    | 0.00%             | 2025-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   14752000 | PA      | $12755291.28  | 0.04%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    1884000 | PA      | $1811133.62   | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     828000 | PA      | $806647.75    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3159565.44   | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     276000 | PA      | $288053.47    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN                   | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   22125000 | PA      | $19815013.93  | 0.06%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                    | REXFORD INDUS RE                   | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    5488000 | PA      | $4483205.37   | 0.01%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7190000 | PA      | $6219380.63   | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                    | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   25037000 | PA      | $24714785.33  | 0.08%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   35554000 | PA      | $30356789.88  | 0.10%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2560978.50   | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SKYMILES IP LTD                    | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     859750 | PA      | $888288.54    | 0.00%             | 2027-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                        | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8366705.80   | 0.03%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                      | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     820000 | PA      | $745117.35    | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16358809.83  | 0.05%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   12090000 | PA      | $9825767.75   | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   12200000 | PA      | $10349063.58  | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   19824000 | PA      | $18192139.66  | 0.06%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $4696217.60   | 0.02%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12868302.00  | 0.04%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    6655000 | PA      | $5792053.14   | 0.02%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6195000 | PA      | $5077436.31   | 0.02%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     385000 | PA      | $393283.81    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    9040000 | PA      | $7202811.32   | 0.02%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                         | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1854046.84   | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206192.82    | 0.00%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4770522.35   | 0.02%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | ZAYO GROUP HOLDI                   | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $2595095.66   | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1101861.09   | 0.00%             | 2026-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    5574000 | PA      | $4730209.16   | 0.02%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_19-A                                            | MMAF 2019-A A5                     | CUSIP: 60700FAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2630000 | PA      | $2529514.80   | 0.01%             | 2041-11-12      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1728855.39   | 0.01%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | BOAD                               | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |     626000 | PA      | $597123.23    | 0.00%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    1632000 | PA      | $1518288.72   | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 A4                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1661000 | PA      | $1578549.12   | 0.01%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | REPUB UZBEKISTAN                   | CUSIP: 91822Q2E6<br>LEI: N/A                  | Long             | DBT              | NUSS              | UZ        |   13567000 | PA      | $11156218.45  | 0.04%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                        | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    2534000 | PA      | $2451403.69   | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $12185298.30  | 0.04%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                | WESTFIELD AMERIC                   | CUSIP: AM9809360<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |   16858000 | PA      | $19154428.10  | 0.06%             | 2025-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CVS)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $27060.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   21900000 | PA      | $22088672.44  | 0.07%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    9411000 | PA      | $9064559.26   | 0.03%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                 | BANK 2019-BN17 ASB                 | CUSIP: 065403BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1437000 | PA      | $1365635.27   | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                          | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   22000000 | PA      | $19767922.68  | 0.06%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $17189861.25  | 0.06%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1                                   | DCENT 2021-A2 A2                   | CUSIP: 254683CQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2980000 | PA      | $2635539.42   | 0.01%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | SCHLUMBERGER INV                   | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |   12000000 | PA      | $10686606.12  | 0.03%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $8874906.05   | 0.03%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $10276506.13  | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT GOLDCORP                   | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   32675000 | PA      | $28769005.01  | 0.09%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                       | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9571693.78   | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | MSBAM 2016-C29 C                   | CUSIP: 61766EBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2440000 | PA      | $2162822.59   | 0.01%             | 2049-05-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                      | EVERGY INC                         | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $20475655.47  | 0.07%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HCP Inc                            | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   16479000 | PA      | $15119370.77  | 0.05%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3788683.10   | 0.01%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   63000000 | PA      | $55067544.00  | 0.18%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8101962.80   | 0.03%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   47280000 | PA      | $44240297.41  | 0.14%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   59588000 | PA      | $57855743.47  | 0.19%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  175000000 | PA      | $155750000.00 | 0.50%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   35139000 | PA      | $30333803.95  | 0.10%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8529268.60   | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13213732.95  | 0.04%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KazTransGas JSC                                                                 | KAZTRANSGAS JSC                    | CUSIP: AP2207813<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    2627000 | PA      | $2410810.51   | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CMCSA)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $28124.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                                                            | WMG ACQUISITION                    | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $6853055.34   | 0.02%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Corp Financiera de Desarrollo SA                                                | CORP FINANCIERA                    | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    3226000 | PA      | $3143446.66   | 0.01%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2651733 | PA      | $2603118.98   | 0.01%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC / CRC Finco Inc                                   | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2144000 | PA      | $2145281.25   | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                     | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17990879.40  | 0.06%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GRP                    | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2588196.52   | 0.01%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   29465000 | PA      | $29745997.10  | 0.10%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                     | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   11755000 | PA      | $12727287.32  | 0.04%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -18080000 | NC      | $755.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                | BMARK 2018-B6 A4                   | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6770000 | PA      | $6593956.98   | 0.02%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2559000 | PA      | $2586796.68   | 0.01%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2694000 | PA      | $1799249.51   | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                    | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   43363000 | PA      | $40991698.68  | 0.13%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   20450000 | PA      | $21634841.10  | 0.07%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                       | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |     780000 | PA      | $704629.36    | 0.00%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                      | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12227000 | PA      | $10952267.76  | 0.04%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB FINANCIAL GR                   | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6033967.80   | 0.02%             | 2030-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6189973.20   | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                        | WFRBS 2014-C21 AS                  | CUSIP: 92939FAW9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $673262.52    | 0.00%             | 2047-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   25424000 | PA      | $24583219.93  | 0.08%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                             | JPMBB 2013-C12 AS                  | CUSIP: 46639NAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4956318.00   | 0.02%             | 2045-07-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2520757.82   | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $34036044.48  | 0.11%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                             | NOVARTIS FINANCE                   | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $733611.56    | 0.00%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                     | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2364730.23   | 0.01%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   44445000 | PA      | $38809048.22  | 0.13%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | HYATT HOTELS                       | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     553000 | PA      | $569925.13    | 0.00%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15034999.05  | 0.05%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cedars-Sinai Health System                                                      | CEDARS-SINAI HLT                   | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1678623.16   | 0.01%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   41876000 | PA      | $47443452.31  | 0.15%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   12002000 | PA      | $10778602.65  | 0.03%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   29800000 | PA      | $26164327.59  | 0.08%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   22881000 | PA      | $22697833.02  | 0.07%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   54310000 | PA      | $47219891.41  | 0.15%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 AS                  | CUSIP: 94988XAW6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $676054.82    | 0.00%             | 2050-08-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   37820000 | PA      | $38528148.11  | 0.12%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                    | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   17345000 | PA      | $15686346.56  | 0.05%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_17-A                                           | NAVSL 2017-A A2A                   | CUSIP: 63939XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1336439 | PA      | $1314022.50   | 0.00%             | 2058-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   54631000 | PA      | $46360902.95  | 0.15%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                        | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   18090000 | PA      | $15881705.04  | 0.05%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $588696.93    | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9636856.20   | 0.03%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                     | MSBAM 2013-C10 C                   | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    1830000 | PA      | $1691992.38   | 0.01%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $7626263.38   | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| News Corp                                                                       | NEWS CORP                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4338760.84   | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   81229000 | PA      | $70977073.29  | 0.23%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7700000 | PA      | $7240508.58   | 0.02%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 B                     | CUSIP: 34531NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2530000 | PA      | $2386004.04   | 0.01%             | 2031-08-15      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE FINANC                   | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1160149.46   | 0.00%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | HORMEL FOODS CRP                   | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    9121000 | PA      | $8097877.46   | 0.03%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8046969.80   | 0.03%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2608184.30   | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                        | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $14919340.42  | 0.05%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    8610000 | PA      | $7348888.56   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                   | REGENERON PHARM                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12097731.90  | 0.04%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $189682.42    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $19084164.20  | 0.06%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   24429000 | PA      | $24000128.38  | 0.08%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELEC CAP CRP                   | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |     200000 | PA      | $220434.45    | 0.00%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    5300000 | PA      | $5281689.27   | 0.02%             | 2029-11-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   67175000 | PA      | $54278408.30  | 0.18%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5176000 | PA      | $4809524.03   | 0.02%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS                   | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     635000 | PA      | $628299.01    | 0.00%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -21500000 | NC      | $898.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $2597125.05   | 0.01%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8283000 | PA      | $7311193.46   | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5129496.85   | 0.02%             | 2033-09-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $22288681.71  | 0.07%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                     | STERIS PLC                         | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   22000000 | PA      | $18828208.96  | 0.06%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   20966000 | PA      | $18874815.10  | 0.06%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EX-IM BK OF IN                     | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   10000000 | PA      | $9492783.20   | 0.03%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                   | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8085088.30   | 0.03%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    8068000 | PA      | $7127713.00   | 0.02%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 B                   | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2610000 | PA      | $2465652.91   | 0.01%             | 2047-09-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   24601000 | PA      | $24247808.86  | 0.08%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    8277000 | PA      | $7191518.71   | 0.02%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   43377000 | PA      | $36773293.76  | 0.12%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D                                      | SOFI 2016-D A1                     | CUSIP: 83404LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     103318 | PA      | $102898.11    | 0.00%             | 2039-01-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17416.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A A                    | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3190000 | PA      | $2816422.29   | 0.01%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7910225.40   | 0.03%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                           | STIFEL FINANCIAL                   | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3598000.60   | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36215058.25  | 0.12%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                         | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |   40230000 | PA      | $24387041.56  | 0.08%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   23102000 | PA      | $23213979.32  | 0.07%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                        | REP OF KOREA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    9000000 | PA      | $8642569.76   | 0.03%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                    | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    5966000 | PA      | $5802642.69   | 0.02%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL                   | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |     472000 | PA      | $375851.76    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER                   | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7407281.25   | 0.02%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125000000 | PA      | $113320312.50 | 0.37%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUS SA                         | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2413888.13   | 0.01%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4319317.15   | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                              | JPMDB 2017-C7 A5                   | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1860000 | PA      | $1748391.82   | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   52892000 | PA      | $46738216.26  | 0.15%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1387987.48   | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     886000 | PA      | $751954.07    | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 2015-SFR2 B                   | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1070000 | PA      | $1032034.47   | 0.00%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| American Assets Trust LP                                                        | AMERICAN ASTS LP                   | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   11292000 | PA      | $9214344.72   | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     600000 | PA      | $611410.15    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.602500 03-FEB-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  316703000 | NC      | $3.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   28616000 | PA      | $25752714.80  | 0.08%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3101181.84   | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMP TOBACCO FIN                    | CUSIP: EI8222537<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $615687.21    | 0.00%             | 2026-09-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                   | FIVE CORNERS II                    | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13000156.05  | 0.04%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                     | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   11765000 | PA      | $10040033.82  | 0.03%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    6159000 | PA      | $5761850.19   | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $646549.94    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18413854.80  | 0.06%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                              | JPMDB 2018-C8 A4                   | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $143368.95    | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT                   | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   12099000 | PA      | $10334839.61  | 0.03%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3738958.84   | 0.01%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9612325.30   | 0.03%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14663000 | PA      | $14341474.57  | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                     | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   15650000 | PA      | $11026545.54  | 0.04%             | 2061-08-02      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                    | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1651498.72   | 0.01%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUST 3YR BOND FUT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1179 | NC      | $188512.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9759152.10   | 0.03%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   20850000 | PA      | $19452008.33  | 0.06%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                 | COMM 2015-CR27 C                   | CUSIP: 12635QBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1760000 | PA      | $1599417.42   | 0.01%             | 2048-10-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   41188000 | PA      | $38495205.58  | 0.12%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT                   | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   10755000 | PA      | $9150812.16   | 0.03%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                | CAMPBELL SOUP CO                   | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   11139000 | PA      | $10937460.85  | 0.04%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC                   | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $1588986.44   | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    8535000 | PA      | $6992913.87   | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1141000 | PA      | $1168812.16   | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3512000 | PA      | $2474426.59   | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (D)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $25350.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40 A4                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4030000 | PA      | $3662166.18   | 0.01%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $16968006.99  | 0.05%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                             | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |   22260000 | PA      | $15551794.83  | 0.05%             | 2026-01-08      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP CAREY INC                       | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8161708.40   | 0.03%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   15440000 | PA      | $14440927.63  | 0.05%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3254000 | PA      | $2869799.50   | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 AM                     | CUSIP: 12514MBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1069484.98   | 0.00%             | 2049-08-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   35000000 | PA      | $35527871.05  | 0.11%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2270500 | PA      | $1860983.79   | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                         | CFCRE 2016-C4 A4                   | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     925500 | PA      | $876819.07    | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   12106000 | PA      | $10890875.26  | 0.04%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   39250000 | PA      | $37642891.09  | 0.12%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                         | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1488000 | PA      | $1391896.76   | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5298000 | PA      | $4538129.26   | 0.01%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   34730000 | PA      | $30334507.30  | 0.10%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     426000 | PA      | $402767.16    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $14583815.16  | 0.05%             | 2030-04-30      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15906578.40  | 0.05%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                         | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   40665000 | PA      | $39496583.94  | 0.13%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   44483000 | PA      | $42018496.79  | 0.14%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                          | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9491267.20   | 0.03%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC13                                          | GSMS 2013-GC13 C                   | CUSIP: 36198EAY1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    1210000 | PA      | $1052262.95   | 0.00%             | 2046-07-10      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |     869000 | PA      | $634991.56    | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   39857000 | PA      | $31976684.40  | 0.10%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   35390000 | PA      | $29412795.33  | 0.09%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | JPMCC 2013-C16 A3                  | CUSIP: 46641BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309495 | PA      | $306456.59    | 0.00%             | 2046-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    7198000 | PA      | $5838620.70   | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   71832000 | PA      | $63547151.41  | 0.20%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   36400000 | PA      | $31448288.51  | 0.10%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4498591.05   | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   14960000 | PA      | $13119913.12  | 0.04%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                    | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   15694000 | PA      | $15327561.89  | 0.05%             | 2028-09-24      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10232660.10  | 0.03%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   53325000 | PA      | $43408863.24  | 0.14%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5010983.90   | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   58343000 | PA      | $52062374.30  | 0.17%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    3600000 | PA      | $3144878.87   | 0.01%             | 2032-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                      | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     140000 | PA      | $164654.62    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45990000 | PA      | $39321536.92  | 0.13%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1620309.74   | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3575357.75   | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $4028554.28   | 0.01%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $30800655.90  | 0.10%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $71400.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   36017000 | PA      | $31666201.51  | 0.10%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   31773000 | PA      | $29020605.73  | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (INDON)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -48090000 | NC      | $240451.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10487000 | PA      | $9623090.59   | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO                   | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23776116.00  | 0.08%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                    | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   32016000 | PA      | $30229807.19  | 0.10%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $35579743.92  | 0.11%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   13340000 | PA      | $14238678.98  | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   46893000 | PA      | $41139926.20  | 0.13%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR                   | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   26585000 | PA      | $25694870.93  | 0.08%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                               | VORNADO RLTY LP                    | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $7931451.54   | 0.03%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9557276.30   | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | WYNN RESORTS FIN                   | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2228000 | PA      | $2235552.25   | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   16000000 | PA      | $13163970.40  | 0.04%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $441781.96    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15616339.50  | 0.05%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1494000 | PA      | $1267293.90   | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8319978.50   | 0.03%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13752773.10  | 0.04%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                        | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   28085000 | PA      | $26842215.44  | 0.09%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                      | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2470000 | PA      | $2318815.01   | 0.01%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   31556000 | PA      | $30998088.03  | 0.10%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19960000 | PA      | $21332509.88  | 0.07%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   18742000 | PA      | $15769897.20  | 0.05%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: 085209AF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    6000000 | PA      | $6038504.52   | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   24635000 | PA      | $19922188.76  | 0.06%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   21400000 | PA      | $18908628.05  | 0.06%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                         | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     478000 | PA      | $452472.90    | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   30923000 | PA      | $29687053.77  | 0.10%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   39384000 | PA      | $42357645.20  | 0.14%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   28760000 | PA      | $29652280.73  | 0.10%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 A4                     | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5045000 | PA      | $4846304.19   | 0.02%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9951600.96   | 0.03%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   47634000 | PA      | $37662564.24  | 0.12%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   14022000 | PA      | $12098931.64  | 0.04%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   53383000 | PA      | $48965808.72  | 0.16%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4730181.45   | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F                                      | SOFI 2017-F A2FX                   | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1247203 | PA      | $1195880.96   | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $37371596.85  | 0.12%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   11343000 | PA      | $9647436.22   | 0.03%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     473000 | PA      | $421801.98    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $14616288.39  | 0.05%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                    | OKLAHOMA GAS & E                   | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    8220000 | PA      | $8594488.73   | 0.03%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   35747000 | PA      | $33859184.49  | 0.11%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                    | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5598800.41   | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                        | WFRBS 2014-C20 C                   | CUSIP: 92890FAZ9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    1410000 | PA      | $1228088.85   | 0.00%             | 2047-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     580000 | PA      | $534409.01    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $240149.70    | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $17555146.06  | 0.06%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1417398.69   | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5986000 | PA      | $4977284.41   | 0.02%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   36090000 | PA      | $33464708.74  | 0.11%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     525000 | PA      | $468334.52    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON                   | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26356348.08  | 0.08%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   15516000 | PA      | $14711583.84  | 0.05%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1581134.58   | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8743071.60   | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (ALLY)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $-37459.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY                   | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4159769.87   | 0.01%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   84250000 | PA      | $84205519.37  | 0.27%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  243500000 | PA      | $229118281.25 | 0.74%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17728084.00  | 0.06%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $777912.26    | 0.00%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $18652248.23  | 0.06%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (PERU)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -2835000 | NC      | $-22507.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   10830000 | PA      | $9241252.43   | 0.03%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7901694.50   | 0.03%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11511716.32  | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                       | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $2812914.67   | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1714205.37   | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: BJ6318445<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   40710000 | PA      | $29193485.33  | 0.09%             | 2030-05-28      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2632000 | PA      | $2609842.56   | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    6274000 | PA      | $6612813.44   | 0.02%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                  | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    1090000 | PA      | $1068246.98   | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14701752.30  | 0.05%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                    | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $800196.27    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   15060000 | PA      | $13364091.89  | 0.04%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 AM                     | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2940000 | PA      | $2666597.35   | 0.01%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3453444.96   | 0.01%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   35200000 | PA      | $30979137.02  | 0.10%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $24905648.40  | 0.08%             | 2031-06-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $855974.45    | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                      | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $1588769.54   | 0.01%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     464000 | PA      | $434895.70    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE.COM                     | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   24040000 | PA      | $19936452.29  | 0.06%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                            | TANGER PROP LP                     | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9227453.64   | 0.03%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                         | CSAIL 2015-C3 C                    | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     960000 | PA      | $823230.34    | 0.00%             | 2048-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                    | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   11145000 | PA      | $11121784.97  | 0.04%             | 2028-11-05      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                           | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506901.72    | 0.00%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   18955000 | PA      | $15940131.62  | 0.05%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                | BMARK 2018-B8 A4                   | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1137861.96   | 0.00%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                      | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    7555000 | PA      | $7324662.40   | 0.02%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $16569007.29  | 0.05%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: 455780CD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   15000000 | PA      | $14384391.00  | 0.05%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   57009000 | PA      | $48855661.75  | 0.16%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | ENTERGY TEXAS                      | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4055208.30   | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3682000 | PA      | $2862345.23   | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Highmark Inc                                                                    | HIGHMARK INC                       | CUSIP: 431116AE2<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15835408.20  | 0.05%             | 2031-05-10      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL                     | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   29752000 | PA      | $27433212.72  | 0.09%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   11795000 | PA      | $10569104.84  | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   40459000 | PA      | $38882534.08  | 0.13%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6915516.16   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    9865000 | PA      | $9494808.28   | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4708139.75   | 0.02%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                         | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    1093000 | PA      | $963662.73    | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                         | CBOE GLOBAL MKTS                   | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9170694.54   | 0.03%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   32630000 | PA      | $27041031.79  | 0.09%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19086000 | PA      | $18236511.34  | 0.06%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $112205.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                          | GSMS 2020-GC45 AAB                 | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7336000 | PA      | $6745576.71   | 0.02%             | 2053-02-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT                   | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   13635000 | PA      | $13093300.68  | 0.04%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                | BMARK 2018-B2 A5                   | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5040000 | PA      | $4846850.06   | 0.02%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4778084.95   | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3131000 | PA      | $2921804.30   | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3397478.05   | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd                                                  | TRANSOCEAN TITAN                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     265000 | PA      | $275004.14    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-67943.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                            | STANFORD HEALTH                    | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $15669206.17  | 0.05%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   32835000 | PA      | $29073012.62  | 0.09%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   14909000 | PA      | $12232934.54  | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   80075000 | PA      | $74305405.67  | 0.24%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   86346000 | PA      | $70429582.78  | 0.23%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $6545231.04   | 0.02%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   23035000 | PA      | $18988821.40  | 0.06%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   36495000 | PA      | $30857950.55  | 0.10%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1316033.45   | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                    | REXFORD INDUS RE                   | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   17430000 | PA      | $13940972.76  | 0.04%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12400000 | PA      | $12916192.66  | 0.04%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   10379000 | PA      | $9826090.95   | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   33135000 | PA      | $29362133.59  | 0.09%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                          | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    5217000 | PA      | $4289612.05   | 0.01%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   23961000 | PA      | $19875342.80  | 0.06%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4581919.10   | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $1494396.31   | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Markel Corp                                                                     | MARKEL CORP                        | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   19039000 | PA      | $17293261.73  | 0.06%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                       | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $1051683.96   | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3187500 | PA      | $2892511.51   | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                               | BMARK 2019-B15 AAB                 | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6735000 | PA      | $6197208.90   | 0.02%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   13644000 | PA      | $12491085.41  | 0.04%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46533000 | PA      | $44185386.42  | 0.14%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                     | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   18767000 | PA      | $17836481.84  | 0.06%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | ROCKWELL AUTOMAT                   | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6156035.48   | 0.02%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   26050000 | PA      | $25944315.41  | 0.08%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-737.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   24270000 | PA      | $20547176.89  | 0.07%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   25186000 | PA      | $22176974.43  | 0.07%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |   11936000 | PA      | $12342163.67  | 0.04%             | 2026-05-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3746508.80   | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $950851.46    | 0.00%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   14575000 | PA      | $14471879.83  | 0.05%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                     | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9249993.20   | 0.03%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1900226.18   | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   11250000 | PA      | $10730445.75  | 0.03%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                     | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3579553.83   | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   19825000 | PA      | $17191761.23  | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GRP                    | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6427926.78   | 0.02%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 22                                      | PEPAU 22A A1U                      | CUSIP: 71338AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     440974 | PA      | $439879.23    | 0.00%             | 2060-06-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     176000 | PA      | $172967.96    | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1014155.59   | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   37195000 | PA      | $34160824.94  | 0.11%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                     | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $14479267.54  | 0.05%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Resimac MBS Trust                                                               | RESI 2018-2A A1A                   | CUSIP: 76119TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     153602 | PA      | $153439.29    | 0.00%             | 2050-04-10      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    6539000 | PA      | $4794903.34   | 0.02%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL                   | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    6658000 | PA      | $6125832.72   | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41995000 | PA      | $44321682.16  | 0.14%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    8330000 | PA      | $7899889.53   | 0.03%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                              | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   10087000 | PA      | $9453026.10   | 0.03%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  291900000 | PA      | $253907405.22 | 0.82%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   20357000 | PA      | $17261878.97  | 0.06%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    7350000 | PA      | $7052808.92   | 0.02%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   18140000 | PA      | $17110695.95  | 0.06%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                     | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1839000 | PA      | $1801047.84   | 0.01%             | 2025-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Tap Rock Resources LLC                                                          | TAP ROCK RESOURC                   | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    2737000 | PA      | $2594473.79   | 0.01%             | 2026-10-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                    | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |   14052000 | PA      | $13522945.64  | 0.04%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    5573000 | PA      | $4625628.29   | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $838247.70    | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   45120000 | PA      | $42282646.40  | 0.14%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   72700000 | PA      | $63951679.67  | 0.21%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   18830000 | PA      | $18488239.83  | 0.06%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                          | GSMS 2019-GC40 A4                  | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3648767.20   | 0.01%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   33535000 | PA      | $35692621.78  | 0.12%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   22000000 | PA      | $17394831.08  | 0.06%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8690000 | PA      | $8528793.63   | 0.03%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2237901.30   | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    5267000 | PA      | $4833552.83   | 0.02%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   86425000 | PA      | $77477196.77  | 0.25%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9573602.50   | 0.03%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE8 Mortgage Trust                                                  | COMM 2013-CR8 A5                   | CUSIP: 12625KAE5<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2046-06-10      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 B                   | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     210000 | PA      | $192613.32    | 0.00%             | 2039-04-17      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                    | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3037745.96   | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                        | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4955000 | PA      | $4143003.29   | 0.01%             | 2031-04-03      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2550401.40   | 0.01%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3062000 | PA      | $2939826.23   | 0.01%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    5600000 | PA      | $5431601.72   | 0.02%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   18680000 | PA      | $15942355.78  | 0.05%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C18                                        | WFRBS 2013-C18 B                   | CUSIP: 96221QAJ2<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |    1085000 | PA      | $1041673.13   | 0.00%             | 2046-12-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    9450000 | PA      | $10566196.72  | 0.03%             | 2029-09-27      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI                   | CUSIP: 33718FAF7<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     197740 | PA      | $190386.70    | 0.00%             | 2028-07-21      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT                   | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9832581.20   | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                          | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4093000 | PA      | $3793805.34   | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1712868.11   | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    7000000 | PA      | $7419466.60   | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   73107000 | PA      | $61814102.49  | 0.20%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $30541356.30  | 0.10%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARM                      | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3183106.80   | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   30168000 | PA      | $26293896.03  | 0.08%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                        | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5679147.42   | 0.02%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: 455780DQ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    5000000 | PA      | $5014295.90   | 0.02%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                    | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   28349000 | PA      | $22395674.85  | 0.07%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                  | MAGELLAN MID                       | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    3607000 | PA      | $3263757.84   | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE INC                      | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $1977008.13   | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4                   | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   13372000 | PA      | $12821403.35  | 0.04%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5729508.96   | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $23218085.70  | 0.07%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                               | BMARK 2022-B36 A5                  | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8361307.20   | 0.03%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES                   | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9182242.60   | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL                      | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   10000000 | PA      | $9573927.40   | 0.03%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2162847.41   | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |    3800000 | PA      | $4602018.22   | 0.01%             | 2054-01-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1309869.26   | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                  | WFCM 2019-C54 A4                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2390000 | PA      | $2152893.12   | 0.01%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                    | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   26665000 | PA      | $26017686.06  | 0.08%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1734035.02   | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3856000 | PA      | $3589136.81   | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                    | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $13238814.79  | 0.04%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5666000 | PA      | $5177885.55   | 0.02%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   57030000 | PA      | $50293663.73  | 0.16%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9766928.60   | 0.03%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5136000 | PA      | $4598259.00   | 0.01%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI                   | CUSIP: 33718FAE0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    2848256 | PA      | $2742334.81   | 0.01%             | 2028-07-21      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                  | WFCM 2018-C46 A4                   | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1115000 | PA      | $1077887.78   | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                              | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   15359000 | PA      | $13835701.60  | 0.04%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20353776.40  | 0.07%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    6705000 | PA      | $6260247.43   | 0.02%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   21475000 | PA      | $21524156.92  | 0.07%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6758874.56   | 0.02%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22189043.00  | 0.07%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                          | FRANKLIN RES INC                   | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12022938.30  | 0.04%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                       | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   19558000 | PA      | $15419173.40  | 0.05%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   37034000 | PA      | $37090146.51  | 0.12%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: 718286CW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   30000000 | PA      | $30696165.00  | 0.10%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6417973.17   | 0.02%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                    | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   42224000 | PA      | $41413636.57  | 0.13%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C13                                        | WFRBS 2013-C13 AS                  | CUSIP: 92937UAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2220000 | PA      | $2203437.69   | 0.01%             | 2045-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1770066.14   | 0.01%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     501000 | PA      | $436721.73    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1309000 | PA      | $1120031.44   | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2858516.22   | 0.01%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1                   | GMCAR 2021-1 C                     | CUSIP: 36261LAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     530000 | PA      | $492381.24    | 0.00%             | 2027-05-17      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NYC TRANS AUTH REV                 | CUSIP: 64971ML75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1505306.25   | 0.00%             | 2024-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 2/23                        | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54500000 | PA      | $54687343.75  | 0.18%             | 2023-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $13568726.42  | 0.04%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5130000 | PA      | $4786320.63   | 0.02%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   41640000 | PA      | $40342231.94  | 0.13%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10436002.50  | 0.03%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                        | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    6067000 | PA      | $5398847.72   | 0.02%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE                   | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |     500000 | PA      | $493665.01    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   51418000 | PA      | $44582774.39  | 0.14%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   17675000 | PA      | $17466489.44  | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |   19300000 | PA      | $23367869.11  | 0.08%             | 2023-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |     500000 | PA      | $601180.21    | 0.00%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   15750000 | PA      | $13449180.94  | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                              | SAGE GROUP                         | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $403043.41    | 0.00%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20952000 | PA      | $20499136.14  | 0.07%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   16200000 | PA      | $16265336.06  | 0.05%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                                    | WOART 2021-D C                     | CUSIP: 98163KAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2240000 | PA      | $2022657.73   | 0.01%             | 2028-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC20                                          | GSMS 2014-GC20 AS                  | CUSIP: 36252WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570000 | PA      | $552475.75    | 0.00%             | 2047-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 B                    | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $893287.50    | 0.00%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                 | BANK 2018-BN14 A4                  | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4985000 | PA      | $4850010.19   | 0.02%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC                   | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16313000 | PA      | $15523837.91  | 0.05%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                        | AGILENT TECH INC                   | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8888932.90   | 0.03%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS                   | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   22755000 | PA      | $21734320.61  | 0.07%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | HORMEL FOODS CRP                   | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   16695000 | PA      | $14100683.15  | 0.05%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4177882.50   | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $2901993.92   | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | CADILLAC FAIRVIE                   | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   11900000 | PA      | $10999411.33  | 0.04%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   17458000 | PA      | $16298507.55  | 0.05%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN                   | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   21570000 | PA      | $21323160.04  | 0.07%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Parkland Corp/Alberta                                                           | PARKLAND CORP                      | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    2435000 | PA      | $2098393.32   | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                             | JPMBB 2013-C12 A5                  | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     915000 | PA      | $909011.97    | 0.00%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7996087.50   | 0.03%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank / Debt not acquired by JPMorgan                          | WASH MUT BANK FA                   | CUSIP: 93933WAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $900.00       | 0.00%             | 2015-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     827000 | PA      | $761422.14    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7030000 | PA      | $6190056.02   | 0.02%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                      | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   34661000 | PA      | $30790510.46  | 0.10%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                    | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3527411.50   | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                    | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7556424.32   | 0.02%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   70260000 | PA      | $61856379.16  | 0.20%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 C                     | CUSIP: 34531NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2827272.90   | 0.01%             | 2031-08-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |   10873000 | PA      | $11217469.69  | 0.04%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   72518000 | PA      | $68091390.33  | 0.22%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $14115748.04  | 0.05%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   37878000 | PA      | $32553415.68  | 0.10%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39179939.60  | 0.13%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   24100000 | PA      | $23546756.79  | 0.08%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $32499850.00  | 0.10%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                     | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5446699.67   | 0.02%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                         | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   13391000 | PA      | $11609236.39  | 0.04%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    5500000 | PA      | $5126215.22   | 0.02%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   12000000 | PA      | $9570857.28   | 0.03%             | 2032-07-09      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325CX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    6587000 | PA      | $6300284.75   | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 2022-1A C                    | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1120000 | PA      | $1023356.32   | 0.00%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   24210000 | PA      | $24918431.33  | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     565000 | PA      | $549100.54    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1154149.16   | 0.00%             | 2051-08-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3735523.69   | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Clark Equipment Co                                                              | CLARK EQUIP CO                     | CUSIP: 18143EAK5<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |     414865 | PA      | $414692.00    | 0.00%             | 2029-04-20      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   25500000 | PA      | $21336586.95  | 0.07%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 B                     | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $441743.35    | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1565000 | PA      | $1312214.39   | 0.00%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                       | RIO TINTO FINANC                   | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2251253.24   | 0.01%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                           | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2157664.24   | 0.01%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15100000 | PA      | $14715619.53  | 0.05%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $326777.03    | 0.00%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   15705000 | PA      | $16201646.91  | 0.05%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    4865000 | PA      | $4438961.83   | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   29570000 | PA      | $26068216.22  | 0.08%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   29398000 | PA      | $28737333.75  | 0.09%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                           | POSCO                              | CUSIP: 73730EAA1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   45000000 | PA      | $44063821.80  | 0.14%             | 2025-08-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   44000000 | PA      | $36883609.84  | 0.12%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2580390.90   | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                         | SPCM SA                            | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    2925000 | PA      | $2477153.07   | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                       | PG&E RECOV FND                     | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3658017.60   | 0.01%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    5200000 | PA      | $5150949.04   | 0.02%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    4465000 | PA      | $4113413.49   | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4226042.00   | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |   13940000 | PA      | $11131440.90  | 0.04%             | 2031-11-05      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $2033837.79   | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   51570000 | PA      | $42199869.21  | 0.14%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                      | KELLOGG CO                         | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   35364000 | PA      | $29860319.07  | 0.10%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    8065000 | PA      | $7336989.23   | 0.02%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9320000 | PA      | $7797053.00   | 0.03%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                         | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8360850.70   | 0.03%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   14172000 | PA      | $13133683.32  | 0.04%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                      | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    5000000 | PA      | $4486064.70   | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4613471.10   | 0.01%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   17849000 | PA      | $16723530.77  | 0.05%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $7728113.98   | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17641380.20  | 0.06%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II                      | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |     154193 | PA      | $153903.59    | 0.00%             | 2025-04-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                    | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   47500000 | PA      | $41971931.00  | 0.14%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                 | BANK 2018-BN14 ASB                 | CUSIP: 06035RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2205000 | PA      | $2143933.63   | 0.01%             | 2060-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                      | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4043951.90   | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   30070000 | PA      | $27593495.54  | 0.09%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV/NXP FUNDI                   | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     809000 | PA      | $833381.73    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1898888.48   | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB FINANCIAL GR                   | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7638083.80   | 0.02%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3495556.95   | 0.01%             | 2025-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: 085209AJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |   21840000 | PA      | $22039774.19  | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO                   | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5393987.80   | 0.02%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   19610000 | PA      | $16895462.22  | 0.05%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19550000 | PA      | $15772510.29  | 0.05%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                 | LIFE STORAGE                       | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $12415331.52  | 0.04%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   21800000 | PA      | $19849419.93  | 0.06%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2432928.63   | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   73993000 | PA      | $81346410.28  | 0.26%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4314636.30   | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4415000 | PA      | $4259923.92   | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                          | GSMS 2015-GC34 C                   | CUSIP: 36250VAL6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     910000 | PA      | $833781.59    | 0.00%             | 2048-10-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    8193000 | PA      | $6736426.01   | 0.02%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                | SPIRIT REALTY LP                   | CUSIP: 84861TAJ7<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7755790.20   | 0.03%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MPC)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $22812.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELI                   | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4358060.55   | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC                   | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   51791000 | PA      | $45553483.07  | 0.15%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   31580000 | PA      | $31841161.86  | 0.10%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2154315.75   | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6815983.44   | 0.02%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   35836000 | PA      | $34608422.05  | 0.11%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17979781.20  | 0.06%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                      | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     942000 | PA      | $1012656.04   | 0.00%             | 2030-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (IBM)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $27707.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25390000 | PA      | $23993550.00  | 0.08%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                        | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   29415000 | PA      | $25796113.44  | 0.08%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                              | CK HUTCHISON E F                   | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |    8700000 | PA      | $8213350.62   | 0.03%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34595000 | PA      | $32529240.18  | 0.10%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10107000 | PA      | $8172036.68   | 0.03%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                 | BANK 2019-BN18 A4                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3732409.60   | 0.01%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $15563587.38  | 0.05%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2                                         | DRIVE 2019-2 D                     | CUSIP: 26208RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2026-08-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    4882000 | PA      | $4431035.40   | 0.01%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   14347000 | PA      | $14433344.55  | 0.05%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                                                     | AVIENT CORP                        | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    1803000 | PA      | $1824184.89   | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Camelot Return Merger Sub Inc                                                   | CAMELOT RETURN                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3702000 | PA      | $3480624.10   | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $52235091.35  | 0.17%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $6254379.12   | 0.02%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     628000 | PA      | $536027.64    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $1349502.27   | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                     | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $29185636.90  | 0.09%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9400000 | PA      | $7393251.72   | 0.02%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                          | UBSCM 2019-C16 ASB                 | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2287000 | PA      | $2144351.58   | 0.01%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6833176.24   | 0.02%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A4                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2880000 | PA      | $2723302.94   | 0.01%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24833488.75  | 0.08%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  100066000 | PA      | $92946079.95  | 0.30%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MALAYS)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -2610000 | NC      | $37314.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES                     | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   15970000 | PA      | $13442629.16  | 0.04%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   27368000 | PA      | $22616555.86  | 0.07%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BRK)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -9400000 | NC      | $153333.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: AZ5768587<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |     955000 | PA      | $421997.35    | 0.00%             | 2172-01-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C                                           | DRB 2017-C A2B                     | CUSIP: 518889AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     689219 | PA      | $676101.87    | 0.00%             | 2042-11-25      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   35843000 | PA      | $35435832.12  | 0.11%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                      | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   25000000 | PA      | $22157068.25  | 0.07%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   10210000 | PA      | $11674051.72  | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   41700000 | PA      | $36306298.07  | 0.12%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   16100000 | PA      | $16238002.12  | 0.05%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     359000 | PA      | $350520.70    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11562522.90  | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                       | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    9200000 | PA      | $9941162.12   | 0.03%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |   31480000 | PA      | $30718184.00  | 0.10%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (GM)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $-13475.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                     | CUSIP: 718547AG7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   20984000 | PA      | $19880647.22  | 0.06%             | 2028-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                    | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $19431355.05  | 0.06%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                        | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3191000 | PA      | $2855148.78   | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8416969.80   | 0.03%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3408300.52   | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                       | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |    4100000 | PA      | $4836894.95   | 0.02%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6129000 | PA      | $5413205.31   | 0.02%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   68320000 | PA      | $57601537.55  | 0.19%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   32416000 | PA      | $28193961.22  | 0.09%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4150906.90   | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7939075.60   | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   43950000 | PA      | $37025044.62  | 0.12%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6363000 | PA      | $6106347.25   | 0.02%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA/FOOD/FIN                   | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   25000000 | PA      | $24504156.75  | 0.08%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   49788000 | PA      | $54247144.22  | 0.17%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 A                   | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     358283 | PA      | $343503.21    | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                       | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   36811000 | PA      | $32015213.96  | 0.10%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                 | FIDELITY NATL FI                   | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   20371000 | PA      | $18000458.92  | 0.06%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (SPG)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $20624.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   20000000 | PA      | $18251920.80  | 0.06%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6510000 | PA      | $5291505.01   | 0.02%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25112525.50  | 0.08%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   12824000 | PA      | $9980226.96   | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   59118000 | PA      | $52960252.57  | 0.17%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |    7194000 | PA      | $7402042.21   | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (LNC)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $3114.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBNGP Finance Co Pty Ltd                                                        | DBNGP FINANCE CO                   | CUSIP: N/A<br>LEI: 213800Q5H1Q4B99WAX06       | Long             | DBT              | CORP              | AU        |   20550000 | PA      | $14299145.10  | 0.05%             | 2025-05-28      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                     | KEMPER                             | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8723364.90   | 0.03%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    7896000 | PA      | $6487786.54   | 0.02%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8576007.20   | 0.03%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   11566000 | PA      | $12402928.25  | 0.04%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   21129000 | PA      | $20923083.95  | 0.07%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                             | JPMBB 2013-C17 A4                  | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760000 | PA      | $749807.56    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   12702000 | PA      | $12686695.23  | 0.04%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $11470283.49  | 0.04%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                     | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11519217.97  | 0.04%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6336570.31   | 0.02%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   30125000 | PA      | $32826915.17  | 0.11%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   12289000 | PA      | $12313160.17  | 0.04%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   65105000 | PA      | $62551417.18  | 0.20%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5920000 | PA      | $5711742.33   | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                    | THC 6.25 2/1/2027                  | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1641000 | PA      | $1604077.50   | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT                   | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8369719.70   | 0.03%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                      | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4345590.59   | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   28868000 | PA      | $24383499.39  | 0.08%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                    | SUN COMMUNITIES                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8244364.50   | 0.03%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $2698217.58   | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank / Debt not acquired by JPMorgan                          | WASH MUT BANK FA                   | CUSIP: 93933WAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $750.00       | 0.00%             | 2014-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 AS                  | CUSIP: 36253GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $19053.77     | 0.00%             | 2047-09-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    7831000 | PA      | $6965224.53   | 0.02%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                     | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1041481.71   | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $28362094.95  | 0.09%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CO ARPT-B                | CUSIP: 79742GAF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6045000 | PA      | $6047398.66   | 0.02%             | 2043-07-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                         | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2674725.03   | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4158139.05   | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (SOAF)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -7860000 | NC      | $-508600.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                     | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   19465000 | PA      | $17129729.64  | 0.06%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6777272.32   | 0.02%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                   | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   16188000 | PA      | $13272355.20  | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                    | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   29150000 | PA      | $26435033.13  | 0.09%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                           | ANTERO RESOURCES                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1977000 | PA      | $1843775.31   | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MET)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $23615.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    7138000 | PA      | $6049580.06   | 0.02%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | ARAMARK SERV INC                   | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1471888.91   | 0.00%             | 2025-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   25081000 | PA      | $22017113.07  | 0.07%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust 2015-HBS                                             | HBCT 2015-HB7 A7                   | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4750000 | PA      | $4270145.50   | 0.01%             | 2034-08-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL                     | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10146132.10  | 0.03%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (KR)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $22412.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1546197.54   | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2796472.20   | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-B D                       | CUSIP: 80286RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7460000 | PA      | $7110246.11   | 0.02%             | 2025-10-20      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8548708.40   | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                           | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   45031000 | PA      | $44506760.81  | 0.14%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   85000000 | PA      | $73819774.05  | 0.24%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7533000 | PA      | $5853507.78   | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12506716.93  | 0.04%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C                                    | WOART 2021-C C                     | CUSIP: 98164CAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $455257.52    | 0.00%             | 2028-04-17      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    1443000 | PA      | $1272582.12   | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B                                      | SOFI 2017-B A2FX                   | CUSIP: 83403YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360147 | PA      | $355655.50    | 0.00%             | 2040-05-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   51700000 | PA      | $36246315.13  | 0.12%             | 2030-09-10      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                    | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   15121000 | PA      | $14970982.90  | 0.05%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                       | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25339000 | PA      | $24022865.99  | 0.08%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    3738000 | PA      | $4191611.46   | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A                     | PHEAA 2016-2A A                    | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3876425 | PA      | $3847869.71   | 0.01%             | 2065-11-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3710205.10   | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6205000 | PA      | $5955591.45   | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC                   | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   17775000 | PA      | $14833868.51  | 0.05%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3215915.37   | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UB11                                        | MSC 2016-UB11 A4                   | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2778000 | PA      | $2575721.32   | 0.01%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                | ENSTAR GROUP LTD                   | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   12000000 | PA      | $9300418.32   | 0.03%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -461 | NC      | $1540217.79   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   23240000 | PA      | $23363639.82  | 0.08%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |   20500000 | PA      | $12697323.77  | 0.04%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4013391.90   | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   29868000 | PA      | $28485133.70  | 0.09%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   49920000 | PA      | $40460805.96  | 0.13%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   23570000 | PA      | $19751358.78  | 0.06%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 C                   | CUSIP: 46641JBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2349553.75   | 0.01%             | 2047-02-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   17050000 | PA      | $16443262.45  | 0.05%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15351000 | PA      | $12911085.50  | 0.04%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CB)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $37196.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   14138000 | PA      | $12847073.92  | 0.04%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     910000 | PA      | $763692.30    | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16304762.34  | 0.05%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18879897.80  | 0.06%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   11570000 | PA      | $13351520.72  | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   26842000 | PA      | $26734789.03  | 0.09%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                        | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    7925000 | PA      | $8253941.63   | 0.03%             | 2032-10-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                                     | INEOS QUATTRO FI                   | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    1085000 | PA      | $995495.42    | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   25879000 | PA      | $23419309.22  | 0.08%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2828000 | PA      | $2819535.51   | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                         | ACTIVISION BLIZZ                   | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   20703000 | PA      | $16786153.88  | 0.05%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |   24840000 | PA      | $17378467.14  | 0.06%             | 2024-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6070000 | PA      | $5731397.98   | 0.02%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3106755.44   | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL                   | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    7250000 | PA      | $5763380.98   | 0.02%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   33900000 | PA      | $33991707.98  | 0.11%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                      | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5338259.30   | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | ZURICH FINANCE                     | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    2200000 | PA      | $2557358.25   | 0.01%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                    | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   25380000 | PA      | $22506407.11  | 0.07%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   41920000 | PA      | $35877435.31  | 0.12%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST LRK_19-A                                   | LRK 2019-A A2FX                    | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1965993 | PA      | $1900496.45   | 0.01%             | 2048-10-25      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN                   | CUSIP: AV6225214<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $614315.23    | 0.00%             | 2027-11-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS                   | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5078652.45   | 0.02%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2379000 | PA      | $2317633.29   | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1241735.57   | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL                   | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10025443.50  | 0.03%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (AIG)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $19957.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                       | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $59953578.75  | 0.19%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7137234.16   | 0.02%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON                   | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3080631.71   | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   44634000 | PA      | $35936298.73  | 0.12%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   18750000 | PA      | $19498669.31  | 0.06%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   58644000 | PA      | $57206735.25  | 0.18%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   12135000 | PA      | $12621044.73  | 0.04%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   23560000 | PA      | $19177300.71  | 0.06%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9725000 | PA      | $8617932.94   | 0.03%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6058346.91   | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   10806000 | PA      | $9266564.92   | 0.03%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8404465.40   | 0.03%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                      | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $12032734.73  | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251349.99    | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                    | CUSIP: 641062AW4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5670712.65   | 0.02%             | 2028-09-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                     | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   18527000 | PA      | $17447938.79  | 0.06%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   41735000 | PA      | $37717936.97  | 0.12%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   88700000 | PA      | $72633512.66  | 0.23%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   32982000 | PA      | $25923330.22  | 0.08%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                            | MSBAM 2012-CKSV A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3594461 | PA      | $3049540.09   | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | PIONEER NATURAL                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   44700000 | PA      | $36651798.97  | 0.12%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                    | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   16016000 | PA      | $13261328.08  | 0.04%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   71728000 | PA      | $59771630.99  | 0.19%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | ESSENTIAL PROPER                   | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15166364.80  | 0.05%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4033376.56   | 0.01%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4982600.80   | 0.02%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                            | JUNIPER NETWORKS                   | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   15554000 | PA      | $12345045.71  | 0.04%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1912331.22   | 0.01%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   55450000 | PA      | $51622651.92  | 0.17%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    4943000 | PA      | $4128354.85   | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   35000000 | PA      | $35270870.25  | 0.11%             | 2029-01-13      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |    5000000 | PA      | $4700013.50   | 0.02%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC                   | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   26471000 | PA      | $21173761.92  | 0.07%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10978642.51  | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    4953000 | PA      | $3677961.50   | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   26285000 | PA      | $25590415.46  | 0.08%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   21497000 | PA      | $17961004.69  | 0.06%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH                   | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2200274.40   | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   48038000 | PA      | $40968469.48  | 0.13%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6879258.98   | 0.02%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | PUB SVC OKLAHOMA                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   10290000 | PA      | $10656894.27  | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                          | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1199908.14   | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-2                                         | FORDR 2020-2 B                     | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2690000 | PA      | $2438523.20   | 0.01%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $12951995.10  | 0.04%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    7193000 | PA      | $6926946.97   | 0.02%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | OMNICOM GROUP                      | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $33971180.40  | 0.11%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   62300000 | PA      | $56470645.07  | 0.18%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'REILLY AUTOMOT                   | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7983334.32   | 0.03%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2028000 | PA      | $1720039.52   | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                        | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $7342640.18   | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   17656000 | PA      | $17165282.91  | 0.06%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    2200000 | PA      | $2311322.15   | 0.01%             | 2024-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                        | CLOVERIE PLC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |    4988000 | PA      | $5258033.40   | 0.02%             | 2024-09-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   69600000 | PA      | $59625683.86  | 0.19%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13208761.50  | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   27776000 | PA      | $23943834.16  | 0.08%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   31925000 | PA      | $34570232.39  | 0.11%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-C                                      | SOFI 2017-C A1                     | CUSIP: 83405DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      44286 | PA      | $44133.72     | 0.00%             | 2040-07-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7359521.68   | 0.02%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   54752000 | PA      | $50442059.99  | 0.16%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   29405000 | PA      | $29088879.78  | 0.09%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                 | GMCAR 2021-4 B                     | CUSIP: 362554AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     760000 | PA      | $683417.23    | 0.00%             | 2027-10-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NY DORM AUTH-A-TXBL                | CUSIP: 649907XX5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1981912.80   | 0.01%             | 2024-12-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                       | BRIGHTHOUSE FINA                   | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1552481.91   | 0.01%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                     | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   21035000 | PA      | $18744332.46  | 0.06%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   60890000 | PA      | $58855100.04  | 0.19%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |   17930000 | PA      | $16919924.21  | 0.05%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  350000000 | PA      | $293562500.00 | 0.95%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   16561000 | PA      | $14142428.41  | 0.05%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   48580000 | PA      | $49730599.33  | 0.16%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      15261 | NC      | $20365456.82  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   89330000 | PA      | $88972721.99  | 0.29%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     545000 | PA      | $552506.21    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                                          | ESKOM HOLDINGS                     | CUSIP: EK7413587<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    2800000 | PA      | $2689512.28   | 0.01%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   29767000 | PA      | $26721887.99  | 0.09%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19192050.20  | 0.06%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3252000 | PA      | $2831648.37   | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   35355000 | PA      | $37230706.85  | 0.12%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                | ENSTAR GROUP LTD                   | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   20380000 | PA      | $19192779.61  | 0.06%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                      | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $23067471.87  | 0.07%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   30705000 | PA      | $27990606.15  | 0.09%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK                      | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4360582.55   | 0.01%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR                   | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4750037.95   | 0.02%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   25069000 | PA      | $25047744.75  | 0.08%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT                   | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1775783.96   | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A                                       | SMB 2016-A A2A                     | CUSIP: 78449FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1121962 | PA      | $1090685.53   | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                               | BMARK 2019-B15 A5                  | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3566788.00   | 0.01%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   15607000 | PA      | $14105027.74  | 0.05%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   70397000 | PA      | $63060150.04  | 0.20%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-182317.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     260000 | PA      | $285039.46    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   19607000 | PA      | $16426023.45  | 0.05%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   24530000 | PA      | $22507835.60  | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   11373000 | PA      | $11201294.65  | 0.04%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2458000 | PA      | $2017088.68   | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8269958.90   | 0.03%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   83150000 | PA      | $90524967.63  | 0.29%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   32630000 | PA      | $32290539.34  | 0.10%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (GE)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $20512.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPC Broadband Finco BV                                                          | UPC BROAD FINCO                    | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    1620000 | PA      | $1424788.44   | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741AN8<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    4930000 | PA      | $5294420.28   | 0.02%             | 2027-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co Inc                                                         | GRAHAM PKG CO IN                   | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    2243000 | PA      | $1970374.63   | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   46020000 | PA      | $38781824.37  | 0.13%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                    | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   93854000 | PA      | $77029650.31  | 0.25%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $12705619.05  | 0.04%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   10131000 | PA      | $9579937.63   | 0.03%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2558971.50   | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT                   | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   15320000 | PA      | $13343947.35  | 0.04%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   19696000 | PA      | $18406672.07  | 0.06%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |   22860000 | PA      | $15799633.78  | 0.05%             | 2027-05-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CrownRock LP / CrownRock Finance Inc                                            | CROWNROCK LP/CR                    | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1126826.44   | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4103564.75   | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                    | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5945000 | PA      | $5710577.00   | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14427714.90  | 0.05%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                 | BANK 2022-BNK43 A5                 | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7049103.12   | 0.02%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   63700000 | PA      | $63539765.20  | 0.20%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                    | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8506659.50   | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   34140000 | PA      | $28725694.73  | 0.09%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   11175000 | PA      | $10094207.19  | 0.03%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                     | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4888886.45   | 0.02%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29148794.70  | 0.09%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                               | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31815653 | PA      | $32134339.73  | 0.10%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.HY.37.V2)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   18324900 | NC      | $-815897.85   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI                   | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   18380000 | PA      | $15316496.77  | 0.05%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                    | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1947631.28   | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $11669932.20  | 0.04%             | 2036-03-03      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    6950000 | PA      | $6073062.21   | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                        | AON CORP                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   32426000 | PA      | $28755630.37  | 0.09%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4600000 | PA      | $4200312.99   | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   17395000 | PA      | $15749137.11  | 0.05%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    6442000 | PA      | $5357267.63   | 0.02%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  349770503 | NS      | $349735526.27 | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Memorial Healthcare Obligated Group                                | NORTHWESTERN MEM                   | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1708207.38   | 0.01%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   58460000 | PA      | $46799362.62  | 0.15%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   30200000 | PA      | $28425891.64  | 0.09%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4189103.28   | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $49311850.50  | 0.16%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                    | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8910399.19   | 0.03%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   51690000 | PA      | $51182548.93  | 0.17%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4369149.70   | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE                   | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15874509.40  | 0.05%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                     | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    6616000 | PA      | $6389516.99   | 0.02%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAG                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     648000 | PA      | $643717.07    | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                    | CUSIP: N/A<br>LEI: 549300ZT0RVWCG8T4L55       | Long             | DBT              | CORP              | GB        |    9259000 | PA      | $11410862.60  | 0.04%             | 2023-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     540000 | PA      | $462656.23    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                              | STORE CAPITAL                      | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3893901.45   | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   16529000 | PA      | $15067143.83  | 0.05%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                     | HUBBELL INC                        | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12393626.70  | 0.04%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4056969.39   | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3389000 | PA      | $3411360.05   | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                     | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17186138.80  | 0.06%             | 2031-04-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   66770000 | PA      | $71774826.81  | 0.23%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   34793000 | PA      | $32747024.77  | 0.11%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   69500000 | PA      | $71237500.00  | 0.23%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   24866000 | PA      | $21678120.86  | 0.07%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     351000 | PA      | $352160.40    | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | WFCM 2017-RC1 A4                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2712000 | PA      | $2580125.75   | 0.01%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                   | BBCMS 2022-C16 A5                  | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3830000 | PA      | $3807239.08   | 0.01%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $21184226.59  | 0.07%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 2015-SFR2 A                   | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2612852 | PA      | $2482680.86   | 0.01%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1188 | NC      | $-2175782.97  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                             | ELECTRONIC ARTS                    | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   49437000 | PA      | $40377139.29  | 0.13%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B                                       | SMB 2017-B A2A                     | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3600484 | PA      | $3451554.70   | 0.01%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16975687.00  | 0.05%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |   12860000 | PA      | $12937390.19  | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                             | CUSIP: EK2783257<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    5737000 | PA      | $6073032.96   | 0.02%             | 2171-10-08      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $19483590.50  | 0.06%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   10833000 | PA      | $8699650.49   | 0.03%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                           | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $21958163.52  | 0.07%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   13815000 | PA      | $12314205.13  | 0.04%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                         | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1758000 | PA      | $1766489.93   | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   86415000 | PA      | $73699256.56  | 0.24%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                     | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   28769000 | PA      | $25104525.03  | 0.08%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1                                | CPART 2019-1A A4                   | CUSIP: 13646BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1116916 | PA      | $1115320.13   | 0.00%             | 2024-06-19      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16697000 | PA      | $16457522.28  | 0.05%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                       | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2093663.83   | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   12294000 | PA      | $11250954.91  | 0.04%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | PORT AUTH NY/NJ- 158               | CUSIP: 73358WAH7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2046790.60   | 0.01%             | 2024-12-01      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR BROADC                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2106806.39   | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $35269884.80  | 0.11%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4733                          | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7690000 | PA      | $6291196.46   | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   22749000 | PA      | $21372304.91  | 0.07%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                            | LEXINGTON REALTY                   | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3936901.70   | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   80107000 | PA      | $68224429.09  | 0.22%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                    | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   36730000 | PA      | $31004890.86  | 0.10%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $27158166.90  | 0.09%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                    | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7243661.92   | 0.02%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   10803000 | PA      | $10561724.61  | 0.03%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   30975000 | PA      | $32912577.32  | 0.11%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                       | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $4304445.60   | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| County of Sonoma CA                                                             | SONOMA PENSION OBLIG               | CUSIP: 835574CB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4010000 | PA      | $4198081.83   | 0.01%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   40690000 | PA      | $35978238.79  | 0.12%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   21156000 | PA      | $16892818.69  | 0.05%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (PHILIP)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -29530000 | NC      | $119491.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $655.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   29715000 | PA      | $29777375.35  | 0.10%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                    | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2779274.22   | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9309334.44   | 0.03%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19610913.60  | 0.06%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   51065000 | PA      | $55263314.59  | 0.18%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   27710000 | PA      | $27075655.48  | 0.09%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    7771000 | PA      | $7341274.81   | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | ADOBE INC                          | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8833041.30   | 0.03%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   91278000 | PA      | $76366188.80  | 0.25%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   42545000 | PA      | $37293662.57  | 0.12%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                        | NEW YORK TRANSPRTN DE              | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3890000 | PA      | $3805208.89   | 0.01%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   11375000 | PA      | $10020918.29  | 0.03%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                      | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2743908.26   | 0.01%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   57484000 | PA      | $47211557.46  | 0.15%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                        | UNIFRAX ESC ISS                    | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2000129.08   | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2205000 | PA      | $2233965.12   | 0.01%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   26520000 | PA      | $21724882.73  | 0.07%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (ITRAXX.EUR.38.V1)            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   24100000 | NC      | $-242025.49   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   22100000 | PA      | $15120343.69  | 0.05%             | 2031-08-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28449780.30  | 0.09%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                   | CGCMT 2015-GC33 C                  | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $814392.45    | 0.00%             | 2058-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                               | DXC TECH CO                        | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12902843.85  | 0.04%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS                   | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4253787.05   | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   23525000 | PA      | $24698258.09  | 0.08%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7669125.38   | 0.02%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34184000 | PA      | $33252950.90  | 0.11%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     768000 | PA      | $716096.06    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8785000 | PA      | $10036149.33  | 0.03%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4752489.15   | 0.02%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  700000000 | PA      | $35146044.45  | 0.11%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   46491000 | PA      | $42333808.72  | 0.14%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24932000 | PA      | $23391705.28  | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   21645000 | PA      | $19484964.28  | 0.06%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2510091.19   | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   34630000 | PA      | $30926545.90  | 0.10%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   24670000 | PA      | $21230493.30  | 0.07%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   15620000 | PA      | $13961675.99  | 0.05%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   13207000 | PA      | $11795025.50  | 0.04%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10413147.50  | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   31244000 | PA      | $28261548.37  | 0.09%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2177099.43   | 0.01%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY                   | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1741561.54   | 0.01%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4859049.18   | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   65640000 | PA      | $63904845.33  | 0.21%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $1973463.24   | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   34540000 | PA      | $27773018.19  | 0.09%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   41600000 | PA      | $37310979.26  | 0.12%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 A3                     | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2763831.66   | 0.01%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $16311033.60  | 0.05%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                   | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    8018000 | PA      | $7331479.68   | 0.02%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                     | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    6007000 | PA      | $5405238.98   | 0.02%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16498579.40  | 0.05%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     480000 | PA      | $441552.38    | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   64260000 | PA      | $63724215.54  | 0.21%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4493698.35   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7750000 | PA      | $7436827.93   | 0.02%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4073728.80   | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |      56600 | PA      | $56617.66     | 0.00%             | 2027-01-15      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   11104000 | PA      | $9948810.24   | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                              | CNA FINANCIAL                      | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9800305.80   | 0.03%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   62000000 | PA      | $53520065.32  | 0.17%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $23946453.37  | 0.08%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                 | HANOVER INSURANC                   | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3969208.70   | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                                   | BBCMS 2022-C17 A5                  | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4174463.05   | 0.01%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4840161.00   | 0.02%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD                   | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   20330000 | PA      | $19158854.57  | 0.06%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C6                                  | UBSBB 2013-C6 AS                   | CUSIP: 90349GBH7<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    1160000 | PA      | $1154183.64   | 0.00%             | 2046-04-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                  | GSMS 2018-GS10 A5                  | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    1065000 | PA      | $1028795.33   | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                            | PHYSICIANS REALT                   | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8347429.60   | 0.03%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                      | KELLOGG CO                         | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     568000 | PA      | $667636.75    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16733000 | PA      | $15049657.02  | 0.05%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                     | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9758830.73   | 0.03%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   54077000 | PA      | $48382901.18  | 0.16%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   38000000 | PA      | $31169579.42  | 0.10%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   29970000 | PA      | $29815834.92  | 0.10%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     994000 | PA      | $1079551.24   | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   36950000 | PA      | $32209233.71  | 0.10%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     600000 | PA      | $603927.29    | 0.00%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   29752000 | PA      | $28878044.22  | 0.09%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2352905.98   | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                         | CSAIL 2016-C7 A5                   | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    1558000 | PA      | $1478380.28   | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   39310000 | PA      | $42287561.89  | 0.14%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUXL 30Y BND Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -94 | NC      | $1868014.91   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   49890000 | PA      | $47034918.03  | 0.15%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $38952416.80  | 0.13%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN                   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2213590.86   | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7375506.40   | 0.02%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                            | PHYSICIANS REALT                   | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $5439473.77   | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TMSQ 2014-1500 Mortgage Trust                                                   | TMSQ 2014-1500 A                   | CUSIP: 87264JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2354938.50   | 0.01%             | 2036-10-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   37571000 | PA      | $37090673.93  | 0.12%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                    | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     436000 | PA      | $455503.49    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $75140420.25  | 0.24%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                            | EXPERIAN FINANCE                   | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $449097.49    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   13375000 | PA      | $8960633.95   | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                 | CHRISTUS HEALTH                    | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $19480807.57  | 0.06%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 C                    | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $866849.60    | 0.00%             | 2050-09-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   37860000 | PA      | $35870234.38  | 0.12%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WELLS FARGO BANK                   | CUSIP: N/A<br>LEI: KB1H1DSPRFMYMCUFXT09       | Long             | DBT              | CORP              | US        |   11950000 | PA      | $14766024.15  | 0.05%             | 2023-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corp Financiera de Desarrollo SA                                                | COFIDE                             | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    8234000 | PA      | $7131560.11   | 0.02%             | 2027-09-28      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AJ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    3668000 | PA      | $3679384.78   | 0.01%             | 2023-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   67030000 | PA      | $63681831.39  | 0.21%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4394828.35   | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    6175000 | PA      | $5871891.23   | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN                   | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $591020.66    | 0.00%             | 2030-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                    | BON SECOURS HLTH                   | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12190771.38  | 0.04%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2126145.66   | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA  CORP                          | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5178119.85   | 0.02%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL                   | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |    2029000 | PA      | $2132794.79   | 0.01%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                    | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   42366000 | PA      | $36218236.27  | 0.12%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                       | RIO TINTO FINANC                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $2147266.23   | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                               | PIEDMONT OPERAT                    | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7337610.80   | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-2                                         | FORDR 2018-2 C                     | CUSIP: 34528HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2671739.10   | 0.01%             | 2030-01-15      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $24941696.11  | 0.08%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8135123.30   | 0.03%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    2360000 | PA      | $2360157.41   | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1304597.04   | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   50635000 | PA      | $47151764.17  | 0.15%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3585879.24   | 0.01%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5071123.50   | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16485000 | PA      | $16630579.04  | 0.05%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B                                   | LRB 2018-B A2FX                    | CUSIP: 51888RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     896781 | PA      | $883575.18    | 0.00%             | 2043-05-26      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2321486.89   | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8767332.90   | 0.03%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2020-1 Class AA Pass Through Trust                              | DELTA AIR 2020AA                   | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8505152 | PA      | $7415045.16   | 0.02%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   25100000 | PA      | $21949980.37  | 0.07%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   31120000 | PA      | $31509177.07  | 0.10%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                                             | PEPAU 21A A1U                      | CUSIP: 71336WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     402274 | PA      | $401640.68    | 0.00%             | 2060-01-16      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   32007000 | PA      | $30219873.15  | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   81430000 | PA      | $69801899.42  | 0.23%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     890000 | PA      | $913115.08    | 0.00%             | 2028-04-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   38500000 | PA      | $32796184.58  | 0.11%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   27891000 | PA      | $25700057.08  | 0.08%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $48404496.50  | 0.16%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11421636.60  | 0.04%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   31865000 | PA      | $33558264.04  | 0.11%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1119000 | PA      | $917766.16    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    8836000 | PA      | $8348849.67   | 0.03%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   62078000 | PA      | $50388188.66  | 0.16%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                          | GE CAP FUNDING                     | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   12131000 | PA      | $12004226.44  | 0.04%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER                   | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4968009.85   | 0.02%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    8552000 | PA      | $8108735.56   | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                           | COSTCO COMPANIES                   | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   63935000 | PA      | $54118475.72  | 0.17%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3650463.95   | 0.01%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                     | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $5390035.11   | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 949746ST9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13972000 | PA      | $9361254.40   | 0.03%             | 2027-04-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     405000 | PA      | $338568.26    | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     946014 | PA      | $944043.73    | 0.00%             | 2029-03-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC                         | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     304000 | PA      | $334924.96    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME GROUP INC                      | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   15385000 | PA      | $13439395.98  | 0.04%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                    | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   38681000 | PA      | $31336340.69  | 0.10%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'REILLY AUTOMOT                   | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $5823243.79   | 0.02%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                | CAMPBELL SOUP CO                   | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $16942151.30  | 0.05%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8158970.40   | 0.03%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                   | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   63468000 | PA      | $60536712.65  | 0.20%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $13628013.90  | 0.04%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $24032709.99  | 0.08%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     800000 | PA      | $787044.82    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85158.84     | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTL                        | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1900373.52   | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR                   | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |     400000 | PA      | $416830.87    | 0.00%             | 2027-10-21      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2935000 | PA      | $2878363.98   | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   17268000 | PA      | $17268241.41  | 0.06%             | 2023-02-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10940000 | PA      | $11250431.80  | 0.04%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $6179245.31   | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66                        | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   21299000 | PA      | $19238021.22  | 0.06%             | 2029-12-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                    | JPMCC 2010-C2 D                    | CUSIP: 46635GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     909654 | PA      | $875078.11    | 0.00%             | 2043-11-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| ATF Netherlands BV                                                              | ATF NETHERLANDS                    | CUSIP: QZ9126496<br>LEI: 529900Z1P6YBY9EOYT70 | Long             | DBT              | CORP              | NL        |    2300000 | PA      | $1339322.00   | 0.00%             | 2172-01-20      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    3261000 | PA      | $2696649.16   | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2020-C19 Commercial Mortgage Trust                                        | CSAIL 2020-C19 A3                  | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $4517037.53   | 0.01%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                          | AH4R 2014-SFR2 A                   | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3589930 | PA      | $3462917.60   | 0.01%             | 2036-10-17      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1769065.85   | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | AFFIL MANAGERS                     | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   25223000 | PA      | $21838697.67  | 0.07%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   17673000 | PA      | $17110493.68  | 0.06%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                    | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   25355000 | PA      | $25867963.09  | 0.08%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   23000000 | PA      | $22454874.70  | 0.07%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   44664000 | PA      | $38599509.57  | 0.12%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   30107000 | PA      | $29526480.14  | 0.10%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    4270000 | PA      | $2471495.95   | 0.01%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     750000 | PA      | $729811.38    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                     | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $3906278.29   | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   71386000 | PA      | $68591243.10  | 0.22%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 A                     | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3900000 | PA      | $3687819.33   | 0.01%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NAT                    | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    3500000 | PA      | $3228750.00   | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8392599.50   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |   19120000 | PA      | $15234264.65  | 0.05%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   82257000 | PA      | $70961302.60  | 0.23%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2569843.29   | 0.01%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   13464000 | PA      | $14895882.53  | 0.05%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    5720000 | PA      | $4579932.33   | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1457184.99   | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                          | AH4R 2014-SFR2 B                   | CUSIP: 02665UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1060000 | PA      | $1029120.72   | 0.00%             | 2036-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $7223001.89   | 0.02%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 2/23                      | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  147000000 | PA      | $145139538.60 | 0.47%             | 2023-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $12042414.90  | 0.04%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                    | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   13055000 | PA      | $12631904.68  | 0.04%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1185 | NC      | $2371156.34   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CrownRock LP / CrownRock Finance Inc                                            | CROWNROCK LP/CR                    | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1335174.16   | 0.00%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC                        | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |   29686000 | PA      | $28709240.65  | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BRK)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -19400000 | NC      | $316454.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   18090000 | PA      | $15765104.31  | 0.05%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $11765194.80  | 0.04%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                     | DBGS 2018-C1 A4                    | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5600000 | PA      | $5471430.72   | 0.02%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1013257.50   | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16289352.80  | 0.05%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   33466000 | PA      | $32329696.11  | 0.10%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4                   | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8189320.20   | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2686843.96   | 0.01%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6650496.53   | 0.02%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3469000 | PA      | $3201847.35   | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6379000 | PA      | $5325265.75   | 0.02%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1977150.85   | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   22030000 | PA      | $21426721.45  | 0.07%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   34203000 | PA      | $32267681.39  | 0.10%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE                   | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   86844000 | PA      | $75421081.28  | 0.24%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 AS                  | CUSIP: 46641JBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $583114.68    | 0.00%             | 2047-02-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3038471.82   | 0.01%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                               | UZBEKNEFTEGAZ                      | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |   18889000 | PA      | $15901349.91  | 0.05%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST MCCT_22-1A                                             | MCCT 2022-1A A                     | CUSIP: 576339CM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    5070000 | PA      | $4768830.34   | 0.02%             | 2026-07-21      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   40128000 | PA      | $39565212.83  | 0.13%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                 | BANK 2019-BN17 A4                  | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3782239.20   | 0.01%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   25900000 | PA      | $21173250.00  | 0.07%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   17542000 | PA      | $17265257.93  | 0.06%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    1979897 | PA      | $1954768.32   | 0.01%             | 2026-08-12      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   20000000 | PA      | $21106138.80  | 0.07%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   13000000 | PA      | $10570467.96  | 0.03%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11921110.44  | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   19148000 | PA      | $16229050.92  | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                               | BMARK 2019-B10 ASB                 | CUSIP: 08162VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1532000 | PA      | $1456614.72   | 0.00%             | 2062-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RESIMAC Bastille Trust Series 2018-1NC                                          | RESI 2018-1NCA A1                  | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     538992 | PA      | $538692.50    | 0.00%             | 2059-12-05      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   55535000 | PA      | $50659807.82  | 0.16%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | JPMCC 2013-C13 A4                  | CUSIP: 46640JAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     196366 | PA      | $195297.25    | 0.00%             | 2046-01-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3606933.25   | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO                   | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8207238.30   | 0.03%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   17630000 | PA      | $15332680.19  | 0.05%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4660297.70   | 0.02%             | 2025-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 3/23                        | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  177000000 | PA      | $177511636.20 | 0.57%             | 2023-03-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   33284000 | PA      | $33062781.56  | 0.11%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                    | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3942294.14   | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    2580000 | PA      | $2387108.88   | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC                   | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   29469000 | PA      | $26243246.05  | 0.08%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2329831.13   | 0.01%             | 2043-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   12780000 | PA      | $10986095.30  | 0.04%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   15500000 | PA      | $13132231.47  | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP                   | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5948000 | PA      | $5053876.42   | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    1069625 | PA      | $1000099.38   | 0.00%             | 2029-03-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                       | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11423334.60  | 0.04%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   42659000 | PA      | $36709745.57  | 0.12%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14065000 | PA      | $12682257.89  | 0.04%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16358304.40  | 0.05%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA  CORP                          | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   14510000 | PA      | $14739577.66  | 0.05%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29000000 | PA      | $29498437.50  | 0.10%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $21917736.54  | 0.07%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   10406000 | PA      | $9245654.52   | 0.03%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   53551000 | PA      | $42982149.47  | 0.14%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                | SPIRIT REALTY LP                   | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    3421000 | PA      | $2966009.33   | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   13143000 | PA      | $12396910.27  | 0.04%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   39704000 | PA      | $35846646.42  | 0.12%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6354718.17   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MMC)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $37599.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   66277000 | PA      | $64230020.94  | 0.21%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                           | GSMS 2016-GS3 A4                   | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2220000 | PA      | $2043550.40   | 0.01%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                | SPIRIT REALTY LP                   | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8453913.70   | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3415630.35   | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13897489.35  | 0.04%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16060000 | PA      | $16233766.95  | 0.05%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FEDERAL REALTY I                   | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8904682.60   | 0.03%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   30812000 | PA      | $32043258.92  | 0.10%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                        | AGILENT TECH INC                   | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $20993641.00  | 0.07%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20659255.47  | 0.07%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15755401.35  | 0.05%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $545068.63    | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3407351.55   | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4618489.70   | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC / Gates Corp                                                   | GATES GLOBAL LLC                   | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     639000 | PA      | $629504.95    | 0.00%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                     | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   30000000 | PA      | $24644398.20  | 0.08%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   19120000 | PA      | $16743175.78  | 0.05%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | BB&T CORPORATION                   | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9465939.90   | 0.03%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   22180000 | PA      | $23527185.03  | 0.08%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME                            | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    2233000 | PA      | $2242548.02   | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (INDON)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -20850000 | NC      | $104250.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5438000 | PA      | $5788692.16   | 0.02%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   25883000 | PA      | $23738029.98  | 0.08%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   40165000 | PA      | $38304141.89  | 0.12%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                       | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16050000 | PA      | $14243753.54  | 0.05%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2355477.88   | 0.01%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                  | CF 2019-CF3 A4                     | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3584765.20   | 0.01%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7550000 | PA      | $7175924.98   | 0.02%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 C                     | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900000 | PA      | $782695.17    | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                 | BANK 2019-BN23 ASB                 | CUSIP: 06541RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9970000 | PA      | $9178731.95   | 0.03%             | 2052-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   27005000 | PA      | $23672670.23  | 0.08%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4183000 | PA      | $3986564.60   | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 3/23                      | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  201000000 | PA      | $198424687.50 | 0.64%             | 2023-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                        | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18160936.00  | 0.06%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8057098.00   | 0.03%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   40510000 | PA      | $27993256.04  | 0.09%             | 2026-04-20      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   12233000 | PA      | $9761821.46   | 0.03%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                  | SITIOS                             | CUSIP: 03217KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    3044000 | PA      | $2841043.70   | 0.01%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $24787671.60  | 0.08%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17075860.80  | 0.06%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   20382000 | PA      | $19096166.27  | 0.06%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $913321.21    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8758000 | PA      | $8359181.00   | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                   | BLACKROCK INC                      | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16724081.40  | 0.05%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $17435676.09  | 0.06%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22531.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                   | BLACKROCK INC                      | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   13141000 | PA      | $11561263.10  | 0.04%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   21180000 | PA      | $21522007.86  | 0.07%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    3600000 | PA      | $3016207.19   | 0.01%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                     | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7830412.88   | 0.03%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4134687.65   | 0.01%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  124735000 | PA      | $116811502.25 | 0.38%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   16165000 | PA      | $12991327.33  | 0.04%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   11658000 | PA      | $10207281.39  | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY                   | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4282742.63   | 0.01%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1804755.55   | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp                                                            | PROTECTIVE LIFE                    | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   22700000 | PA      | $21823991.34  | 0.07%             | 2028-09-30      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: 718286CY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    5600000 | PA      | $5669042.62   | 0.02%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8231480.90   | 0.03%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                     | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $17718603.52  | 0.06%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                       | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     509000 | PA      | $434136.93    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    9785000 | PA      | $7960662.49   | 0.03%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (DOW)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $17193.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   16700000 | PA      | $16394402.69  | 0.05%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   11824000 | PA      | $12015277.44  | 0.04%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP                   | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   34770000 | PA      | $34143013.10  | 0.11%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                                                                   | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1306449.84   | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   78636000 | PA      | $77899672.94  | 0.25%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $4246974.05   | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2318696.33   | 0.01%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP                   | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   11061000 | PA      | $9981483.23   | 0.03%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                     | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    3785000 | PA      | $3450956.72   | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                  | WFCM 2016-C37 A4                   | CUSIP: 95000PAD6<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    2190000 | PA      | $2097835.16   | 0.01%             | 2049-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                             | MERITAGE HOMES                     | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    8270000 | PA      | $7327158.64   | 0.02%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    9680000 | PA      | $9249559.25   | 0.03%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   15790000 | PA      | $17210006.70  | 0.06%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   81841000 | PA      | $82520890.02  | 0.27%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $46240198.20  | 0.15%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   12603000 | PA      | $11787495.41  | 0.04%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINL ISSR                   | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2360000 | PA      | $1904627.38   | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9796854.40   | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAN7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    4500000 | PA      | $3862305.00   | 0.01%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14025000 | PA      | $11465358.96  | 0.04%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                     | CGCMT 2018-C5 A4                   | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $387538.68    | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1197266.54   | 0.00%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINL                       | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21767541.00  | 0.07%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                        | NAT GRD ELCT EM                    | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $859811.01    | 0.00%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                    | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    7278000 | PA      | $6129446.16   | 0.02%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                           | COSTCO COMPANIES                   | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    8789000 | PA      | $7247725.80   | 0.02%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   24693000 | PA      | $23546376.59  | 0.08%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   28207000 | PA      | $27209809.21  | 0.09%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                               | SDART 2022-2 C                     | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1590000 | PA      | $1516237.99   | 0.00%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34921000 | PA      | $31292991.66  | 0.10%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $13934933.48  | 0.04%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   52000000 | PA      | $49828682.28  | 0.16%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA/FOOD/FIN                   | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   15000000 | PA      | $14763467.25  | 0.05%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1359896.26   | 0.00%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4283612.30   | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   42723000 | PA      | $40422894.93  | 0.13%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   20300000 | PA      | $20155693.19  | 0.06%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    2677000 | PA      | $2598204.75   | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE                   | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5276008.50   | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 A5                     | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2341000 | PA      | $2173354.20   | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     851000 | PA      | $612106.51    | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3342348.01   | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1959592.26   | 0.01%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $14532741.21  | 0.05%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -11400000 | NC      | $476.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   18355000 | PA      | $15391896.18  | 0.05%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $2569299.96   | 0.01%             | 2030-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                    | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   11640000 | PA      | $10152938.20  | 0.03%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1840000 | PA      | $1713229.69   | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   35195000 | PA      | $30683593.68  | 0.10%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1067935.33   | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22203699.25  | 0.07%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   34770000 | PA      | $29514540.23  | 0.10%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     706000 | PA      | $520435.58    | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $4674210.84   | 0.02%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     805000 | PA      | $768182.08    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19746111.00  | 0.06%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   14709000 | PA      | $12125595.67  | 0.04%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   44871000 | PA      | $41394074.54  | 0.13%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS                   | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9462019.80   | 0.03%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    4277000 | PA      | $3894149.86   | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35949000 | PA      | $34897246.58  | 0.11%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                                          | GSMS 2019-GC38 A4                  | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3080454 | PA      | $2886082.90   | 0.01%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   20526000 | PA      | $17534760.39  | 0.06%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC                   | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11676224.55  | 0.04%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   50000000 | PA      | $47870985.00  | 0.15%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1123599.98   | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                             | BACM 2015-UBS7 C                   | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $325848.56    | 0.00%             | 2048-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                     | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   18250000 | PA      | $17761017.17  | 0.06%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                      | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    2618000 | PA      | $2287045.95   | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   41980000 | PA      | $37333840.41  | 0.12%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   13075000 | PA      | $10763700.87  | 0.03%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                        | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    5777000 | PA      | $6108580.39   | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8191000 | PA      | $7627880.14   | 0.02%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $43955363.20  | 0.14%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    8149000 | PA      | $7920126.21   | 0.03%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.630000 03-FEB-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  316703000 | NC      | $3.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   23675000 | PA      | $20024681.49  | 0.06%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                   | OHIO POWER CO                      | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   18491000 | PA      | $14868393.43  | 0.05%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                   | COMM 2014-CR14 A3                  | CUSIP: 12630DAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $492488.25    | 0.00%             | 2047-02-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                    | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   15311000 | PA      | $13179684.30  | 0.04%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   27226000 | PA      | $21253278.83  | 0.07%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1824675.24   | 0.01%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    3506000 | PA      | $2277548.42   | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (LOW)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $29090.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                | SPIRIT REALTY LP                   | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4507042.00   | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10281.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   39345000 | PA      | $38360514.13  | 0.12%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1864104.43   | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                             | FONDO MIVIVIE SA                   | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    4829000 | PA      | $4702421.24   | 0.02%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   17765000 | PA      | $18693962.58  | 0.06%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12967017.90  | 0.04%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                     | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7966922.08   | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9850000 | PA      | $8742652.85   | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   50025000 | PA      | $49596579.40  | 0.16%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   16850000 | PA      | $15015685.92  | 0.05%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | DOMINION ENERGY                    | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   11291000 | PA      | $9487390.90   | 0.03%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN                   | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   32250000 | PA      | $27792398.23  | 0.09%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                      | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    5312000 | PA      | $5102252.93   | 0.02%             | 2026-10-13      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   13783000 | PA      | $12139579.86  | 0.04%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2979 | NC      | $-15921865.12 | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $18215877.58  | 0.06%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  276280000 | PA      | $263156700.00 | 0.85%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1456840.07   | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | AXA EQUITABLE HO                   | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   27444000 | PA      | $26777943.45  | 0.09%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                            | BBCMS 2021-C10 A5                  | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $3622614.58   | 0.01%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |    1300000 | PA      | $1043976.73   | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   70270000 | PA      | $70001915.03  | 0.23%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5999000 | PA      | $4952263.77   | 0.02%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                      | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2182000 | PA      | $2090761.90   | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  783860000 | PA      | $45916679.30  | 0.15%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (PRU)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $23191.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -34 | NC      | $30031.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25466000 | PA      | $23868223.18  | 0.08%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6446000 | PA      | $6245031.77   | 0.02%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                    | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   34710000 | PA      | $28786229.65  | 0.09%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    3802000 | PA      | $3402779.01   | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR                   | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2525337.93   | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | EQUITABLE HLDGS                    | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   30805000 | PA      | $31540313.19  | 0.10%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN                   | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   19692000 | PA      | $16156227.75  | 0.05%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     500000 | PA      | $543424.48    | 0.00%             | 2033-02-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                  | TRANSOCEAN INC                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     545000 | PA      | $562723.61    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ALBERTA ENERGY                     | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12232000 | PA      | $13617341.64  | 0.04%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   63375000 | PA      | $66529986.22  | 0.21%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8702260.10   | 0.03%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                     | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   10438000 | PA      | $9249086.96   | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NJ ECON-SER A                      | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   10675000 | PA      | $11729523.47  | 0.04%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                     | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   39067000 | PA      | $37280031.66  | 0.12%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -50765000 | NC      | $2122.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    9610000 | PA      | $9140823.85   | 0.03%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust I                                                             | PINE ST TRUST I                    | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $241617.13    | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EX-IM BK OF IN                     | CUSIP: N/A<br>LEI: 335800OFZ8YEIVN1QI11       | Long             | DBT              | NUSS              | IN        |    3900000 | PA      | $3847151.49   | 0.01%             | 2024-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |   28367000 | PA      | $27580616.00  | 0.09%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5286600.51   | 0.02%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas NC Storm Funding LLC                                      | DUKE ENERGY CAR                    | CUSIP: 26443KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2132319 | PA      | $1871135.18   | 0.01%             | 2033-07-01      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                     | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     850000 | PA      | $698172.77    | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   15850000 | PA      | $13236139.09  | 0.04%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   63850000 | PA      | $53495515.74  | 0.17%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW                   | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $20101154.25  | 0.06%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-BA                                          | NAVSL 2018-BA A2A                  | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2305943 | PA      | $2231009.07   | 0.01%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3465561.75   | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2336363.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   20563000 | PA      | $17589766.84  | 0.06%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $9843065.60   | 0.03%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    2228000 | PA      | $1907955.78   | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |    6653000 | PA      | $7205064.55   | 0.02%             | 2026-01-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     350000 | PA      | $275134.20    | 0.00%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                     | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   13175000 | PA      | $12478155.01  | 0.04%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14885000 | PA      | $14006891.28  | 0.05%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   32117000 | PA      | $26240810.09  | 0.08%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                          | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   15985000 | PA      | $13982467.30  | 0.05%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                         | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   12359000 | PA      | $11290086.53  | 0.04%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                 | BANK 2018-BN12 A4                  | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3960000 | PA      | $3867408.07   | 0.01%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   69206000 | PA      | $55618323.03  | 0.18%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   26793000 | PA      | $25956183.34  | 0.08%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $16225229.60  | 0.05%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   23355000 | PA      | $23031999.42  | 0.07%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES                    | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16913670.00  | 0.05%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -5145000 | NC      | $215.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   31355000 | PA      | $30263466.29  | 0.10%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   42900000 | PA      | $37045327.18  | 0.12%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   22881000 | PA      | $18566309.92  | 0.06%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9908695.80   | 0.03%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                              | SCRIPPS ESCROW                     | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1646127.63   | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                    | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10430395.44  | 0.03%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   18511000 | PA      | $18277995.56  | 0.06%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    1700000 | PA      | $1918837.69   | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   47013000 | PA      | $40043472.25  | 0.13%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (INDON)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -46500000 | NC      | $232501.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-B                                        | HART 2021-B C                      | CUSIP: 44934KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1350000 | PA      | $1195635.60   | 0.00%             | 2028-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5317914.15   | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  102037000 | PA      | $86144688.27  | 0.28%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8930000 | PA      | $9020186.66   | 0.03%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $9626857.33   | 0.03%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    7084000 | PA      | $6022522.96   | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                         | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7984604.10   | 0.03%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11169221.31  | 0.04%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   40112000 | PA      | $36496551.41  | 0.12%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                    | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24843570.50  | 0.08%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 23                                      | PEPAU 23A A1U                      | CUSIP: 71338BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     264358 | PA      | $263557.54    | 0.00%             | 2060-08-18      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $210781250.00 | 0.68%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                      | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   31600000 | PA      | $30668555.24  | 0.10%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CS)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -4900000 | NC      | $-351216.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $15834240.10  | 0.05%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                  | WFCM 2018-C43 C                    | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    1380000 | PA      | $1180138.74   | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2649059.94   | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3216000 | PA      | $2772277.67   | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |   13883000 | PA      | $13636597.57  | 0.04%             | 2024-10-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   46067000 | PA      | $37978372.79  | 0.12%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     611000 | PA      | $450693.63    | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                      | FLORIDA ST BRD OF ADM              | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   19000000 | PA      | $15935719.90  | 0.05%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6620253.06   | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   24050000 | PA      | $20958122.38  | 0.07%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MDLZ)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $30921.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   18638000 | PA      | $18212959.48  | 0.06%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   55760000 | PA      | $60625160.37  | 0.20%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                    | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     915000 | PA      | $894565.41    | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA                   | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   21185000 | PA      | $21710275.08  | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     961000 | PA      | $830898.71    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                 | ANTOFAGASTA                        | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    6785000 | PA      | $6857209.91   | 0.02%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINL                      | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    3926000 | PA      | $3507627.66   | 0.01%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34100000 | PA      | $33102498.96  | 0.11%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1876586.18   | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE                   | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   21570000 | PA      | $21602093.14  | 0.07%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4814613.45   | 0.02%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                    | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4159270.65   | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cargo Aircraft Management Inc                                                   | CARGO AIRCRAFT M                   | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1414978.40   | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd                                                   | CARNIVAL HLD BM                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820000 | PA      | $885417.09    | 0.00%             | 2028-05-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   49000000 | PA      | $49419068.09  | 0.16%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.39.V1 5YR RTP @ 90.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  696600000 | NC      | $414679.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Group Inc                                                 | COGENT COMMUNICA                   | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2209493.12   | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                              | STUDIO CITY CO                     | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    1403000 | PA      | $1353332.44   | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   37806000 | PA      | $37547912.43  | 0.12%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4661672.24   | 0.02%             | 2026-06-30      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $51763474.75  | 0.17%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1102000 | PA      | $744470.26    | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     545000 | PA      | $528911.22    | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7161.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | OMNICOM GROUP                      | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1924420.14   | 0.01%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                    | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    9841000 | PA      | $8543365.64   | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VEY6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     500000 | PA      | $425187.53    | 0.00%             | 2032-03-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11626.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   17897000 | PA      | $15900335.87  | 0.05%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1040000 | PA      | $893559.54    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-21279.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   15053000 | PA      | $14082417.48  | 0.05%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4097000 | PA      | $4199365.10   | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    6273000 | PA      | $6204512.83   | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                       | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   15336000 | PA      | $12317114.38  | 0.04%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   58981000 | PA      | $49452345.19  | 0.16%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                              | JPMDB 2016-C4 A3                   | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2840000 | PA      | $2627643.54   | 0.01%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd                                                      | PETRONAS ENERG                     | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |     950000 | PA      | $853430.98    | 0.00%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   14237000 | PA      | $11483290.99  | 0.04%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   31145000 | PA      | $30720298.68  | 0.10%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $1775780.63   | 0.01%             | 2025-06-05      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Panama Bonos del Tesoro                                                         | PANAMA TR BONDS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PA        |   27149000 | PA      | $23259905.75  | 0.07%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17356102.93  | 0.06%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    7771000 | PA      | $7814164.25   | 0.03%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC                   | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   35630000 | PA      | $35796177.96  | 0.12%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                         | CBOE GLOBAL MKTS                   | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   12719000 | PA      | $10355919.82  | 0.03%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   65770000 | PA      | $53181433.24  | 0.17%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                    | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    1898000 | PA      | $1574887.02   | 0.01%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | HERSHEY COMPANY                    | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4176494.75   | 0.01%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MET)                        | CUSIP: BVN4P0M06<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |  -24300000 | NC      | $238993.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2521591.97   | 0.01%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESR OPR                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    3851000 | PA      | $3617381.90   | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kemper Corp                                                                     | KEMPER                             | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    4837000 | PA      | $3879467.14   | 0.01%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR ESCROW                     | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    3753000 | PA      | $3575418.51   | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                    | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $13523584.56  | 0.04%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $18817115.68  | 0.06%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135000000 | PA      | $125908587.00 | 0.41%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20200000 | PA      | $19300471.38  | 0.06%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8743833.30   | 0.03%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                    | SUN COMMUNITIES                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    5079000 | PA      | $4659787.92   | 0.02%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3259000 | PA      | $2951874.81   | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp           | TRITON CONTAINER                   | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   18030000 | PA      | $14644614.00  | 0.05%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   25404000 | PA      | $24044158.43  | 0.08%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | ENTERGY TEXAS                      | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    3129000 | PA      | $3026067.16   | 0.01%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1458388.40   | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                        | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1909735.77   | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW                   | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   25632000 | PA      | $24467670.76  | 0.08%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5355833.34   | 0.02%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    5256000 | PA      | $4431072.59   | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $4487198.55   | 0.01%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TOTALENERGIES                      | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   18600000 | PA      | $18384841.71  | 0.06%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                             | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    3390000 | PA      | $1969997.76   | 0.01%             | 2028-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1                                           | EDUSA 2015-1 A                     | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2507544 | PA      | $2438441.51   | 0.01%             | 2056-10-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   30618000 | PA      | $25718982.83  | 0.08%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3772106.40   | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21685794.68  | 0.07%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4329416.05   | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 B                   | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2413813.00   | 0.01%             | 2047-02-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN                   | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |   15223000 | PA      | $16151047.00  | 0.05%             | 2024-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                   | AUTOMATIC DATA                     | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   26610000 | PA      | $23718354.63  | 0.08%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NY URBAN DEV-B                     | CUSIP: 6500358W1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     400000 | PA      | $382331.84    | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1904696.49   | 0.01%             | 2035-11-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5984482.83   | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: EK1093963<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    8958708 | PA      | $10923816.66  | 0.04%             | 2024-09-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10059914.04  | 0.03%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4780156.50   | 0.02%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   13264000 | PA      | $12612928.20  | 0.04%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     627843 | PA      | $626535.22    | 0.00%             | 2029-03-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                  | WFCM 2019-C49 ASB                  | CUSIP: 95001WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3125010.20   | 0.01%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   50239000 | PA      | $46769741.84  | 0.15%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   11113000 | PA      | $10919559.12  | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                    | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     364000 | PA      | $355735.12    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2277804.20   | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EX-IM BK OF IN                     | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    9675000 | PA      | $9184267.75   | 0.03%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                    | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    5552000 | PA      | $4825948.42   | 0.02%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HEALTHPEAK PROP                    | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   18507000 | PA      | $16094388.43  | 0.05%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2657000 | PA      | $2307956.53   | 0.01%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    9000000 | PA      | $8789220.27   | 0.03%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN                   | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $4148867.89   | 0.01%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     200000 | PA      | $287521.76    | 0.00%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   19969000 | PA      | $18253144.70  | 0.06%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6541183.32   | 0.02%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    6600000 | PA      | $5051879.45   | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30652000 | PA      | $29707424.29  | 0.10%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                                              | CENTRAL PARENT                     | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1035000 | PA      | $1032059.57   | 0.00%             | 2029-07-06      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   20888000 | PA      | $17647472.86  | 0.06%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                    | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7202656.36   | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                      | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    6210000 | PA      | $6451193.61   | 0.02%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   61630000 | PA      | $51037065.18  | 0.16%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | MSBAM 2014-C16 C                   | CUSIP: 61763MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2248372.56   | 0.01%             | 2047-06-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                      | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    9915000 | PA      | $8115533.39   | 0.03%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  124201000 | PA      | $126074795.65 | 0.41%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     995000 | PA      | $935898.76    | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                   | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $20664069.88  | 0.07%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS                   | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    7990000 | PA      | $6860839.06   | 0.02%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $43430765.85  | 0.14%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $3557450.58   | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | OWL ROCK CAPITAL                   | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     300000 | PA      | $248673.23    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    5801000 | PA      | $3942448.53   | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   29420000 | PA      | $25584119.20  | 0.08%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14805467.10  | 0.05%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                   | AUTOMATIC DATA                     | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $19464812.64  | 0.06%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                      | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   12620000 | PA      | $10169289.39  | 0.03%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13631835.00  | 0.04%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4630000 | PA      | $4414933.26   | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61885000 | PA      | $61880739.84  | 0.20%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MA SCH BLDG AUTH-B                 | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   25540000 | PA      | $21676469.70  | 0.07%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    1310100 | PA      | $1271124.53   | 0.00%             | 2028-10-21      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   32603000 | PA      | $30883850.66  | 0.10%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-B                                        | HART 2021-B B                      | CUSIP: 44934KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1270000 | PA      | $1137586.63   | 0.00%             | 2027-02-16      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                    | HILTON WORLDWIDE                   | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |    1045000 | PA      | $1043100.19   | 0.00%             | 2026-06-21      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                     | MSBAM 2014-C17 AS                  | CUSIP: 61763UBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380000 | PA      | $1323137.24   | 0.00%             | 2047-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   32000000 | PA      | $19823130.98  | 0.06%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (VZ)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $12189.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                           | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7969169.30   | 0.03%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    9990000 | PA      | $8625863.90   | 0.03%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   20288000 | PA      | $19772059.73  | 0.06%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   42100000 | PA      | $36049316.01  | 0.12%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8495762.80   | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1021860.95   | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   38720000 | PA      | $37699334.99  | 0.12%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES                     | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   10650000 | PA      | $9265094.87   | 0.03%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   27426000 | PA      | $26531134.87  | 0.09%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR                   | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $8696246.02   | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                    | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2933000 | PA      | $2482114.02   | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   12500000 | PA      | $10470430.63  | 0.03%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2099690.30   | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21313362.50  | 0.07%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     300000 | PA      | $249111.40    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2                             | FORDF 2020-2 A                     | CUSIP: 34528QHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     560000 | PA      | $511148.34    | 0.00%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                       | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9097935.77   | 0.03%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $54036698.00  | 0.17%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                   | CGCMT 2014-GC23 C                  | CUSIP: 17322VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1175591.13   | 0.00%             | 2047-07-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II                   | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    6353000 | PA      | $5428691.94   | 0.02%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A                               | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1459197 | PA      | $1394851.85   | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | MARTIN MAR MTLS                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $20823720.00  | 0.07%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2023000 | PA      | $1789814.47   | 0.01%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   14904000 | PA      | $15580545.17  | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   26520000 | PA      | $27232338.34  | 0.09%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6951239.95   | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  414830000 | PA      | $422348793.75 | 1.36%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                       | WFRBS 2014-LC14 A4                 | CUSIP: 96221TAD9<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     611113 | PA      | $600567.69    | 0.00%             | 2047-03-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22622000 | PA      | $21874688.11  | 0.07%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 C                   | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1017928.13   | 0.00%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8564470.50   | 0.03%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                      | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   37505000 | PA      | $30578790.38  | 0.10%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4997000 | PA      | $4508729.49   | 0.01%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESR OPR                   | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1445352.81   | 0.00%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   25400000 | PA      | $22337977.42  | 0.07%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28794705.90  | 0.09%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                  | BANK 2017-BNK6 AS                  | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1310000 | PA      | $1194205.96   | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIO                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3170138.22   | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   46925000 | PA      | $46793417.61  | 0.15%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (ENBCN)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $15942.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   13715000 | PA      | $11444729.31  | 0.04%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A                                      | SOFI 2017-A A2B                    | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      39149 | PA      | $38825.47     | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTL INC                     | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   35820000 | PA      | $30655243.87  | 0.10%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $808865.08    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                     | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   31290000 | PA      | $25781280.98  | 0.08%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22966000 | PA      | $20590668.65  | 0.07%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6102830.66   | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   27133000 | PA      | $21870906.84  | 0.07%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   28745000 | PA      | $27763208.49  | 0.09%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                         | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   32544000 | PA      | $27480597.83  | 0.09%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32946000 | PA      | $28875487.44  | 0.09%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8599331.40   | 0.03%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13577833.95  | 0.04%             | 2029-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                    | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   22180000 | PA      | $20834310.57  | 0.07%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                  | PRUDENTIAL PLC                     | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1358709.15   | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $3820202.25   | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   21951000 | PA      | $18985309.93  | 0.06%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4994108.46   | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   17195000 | PA      | $19124625.48  | 0.06%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINE                   | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     685000 | PA      | $762867.81    | 0.00%             | 2025-07-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT CORP                       | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   39770000 | PA      | $33290903.06  | 0.11%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                      | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   38811000 | PA      | $33356648.77  | 0.11%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    9236000 | PA      | $10481148.38  | 0.03%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                     | MSBAM 2014-C15 C                   | CUSIP: 61763KBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140000 | PA      | $1091195.46   | 0.00%             | 2047-04-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-B                                           | NAVSL 2019-BA A2A                  | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    2167000 | PA      | $1980464.77   | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   40076000 | PA      | $35232515.23  | 0.11%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| WFLD 2014-MONT Mortgage Trust                                                   | WFLD 2014-MONT A                   | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4640000 | PA      | $4438993.34   | 0.01%             | 2031-08-10      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                   | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16069748.20  | 0.05%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10715000 | PA      | $10892715.78  | 0.04%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1535041.94   | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                              | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8753111.90   | 0.03%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15295162.95  | 0.05%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   15030000 | PA      | $12659554.37  | 0.04%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    1912500 | PA      | $1691305.57   | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC                   | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     555000 | PA      | $533826.92    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5540153.78   | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                      | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   23788000 | PA      | $19899630.17  | 0.06%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                             | TOYOTA MOTOR FIN                   | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $397786.04    | 0.00%             | 2025-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   17000000 | PA      | $14144535.16  | 0.05%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                    | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $491314.27    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   12155000 | PA      | $12302070.52  | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (UNH)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $30470.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     988000 | PA      | $1005378.08   | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   58413000 | PA      | $51374922.77  | 0.17%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    2100000 | PA      | $1382442.47   | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    6257000 | PA      | $5191843.23   | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FEDERAL REALTY I                   | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1778050.81   | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   10930000 | PA      | $10606823.84  | 0.03%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   30626000 | PA      | $27798513.35  | 0.09%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                               | BMARK 2020-B16 A5                  | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3220221.72   | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                     | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   27147000 | PA      | $24042822.26  | 0.08%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Palisades Center Trust 2016-PLSD                                                | PCT 2016-PLSD A                    | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5780000 | PA      | $4112556.12   | 0.01%             | 2033-04-13      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   38740000 | PA      | $38635195.13  | 0.12%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28980000 | PA      | $24282611.51  | 0.08%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     886000 | PA      | $846116.07    | 0.00%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    5200000 | PA      | $5307645.62   | 0.02%             | 2027-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1200000 | PA      | $942066.48    | 0.00%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22800000 | PA      | $22244941.75  | 0.07%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                 | COMM 2014-CR17 A4                  | CUSIP: 12631DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2047-05-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4094747.10   | 0.01%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1319484.28   | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 C                   | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4615000 | PA      | $4229900.40   | 0.01%             | 2047-09-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $7652768.58   | 0.02%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1053884.94   | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 2022-1A A                    | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1120000 | PA      | $1041197.81   | 0.00%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC                   | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   77567000 | PA      | $68849808.01  | 0.22%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust                                                           | BELROSE FUNDING                    | CUSIP: 080807AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6880000 | PA      | $5428190.24   | 0.02%             | 2030-08-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4638894.15   | 0.01%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE                   | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1562763.53   | 0.01%             | 2024-10-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3483776.75   | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                    | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $22653002.64  | 0.07%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    8663000 | PA      | $7583914.02   | 0.02%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10984.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     545000 | PA      | $431763.39    | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   67090000 | PA      | $52233008.73  | 0.17%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8335000 | PA      | $8218017.61   | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7925.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   61477000 | PA      | $54113316.91  | 0.17%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10104657.39  | 0.03%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd                                                       | SHARJAH SUKUK                      | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | CORP              | KY        |   15057000 | PA      | $14481200.75  | 0.05%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: 455780DS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   15520000 | PA      | $16370712.81  | 0.05%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5142503.88   | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NAT                    | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    5400000 | PA      | $4621900.82   | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1031293.93   | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                         | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   39069000 | PA      | $41908618.92  | 0.14%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2245000 | PA      | $1427697.51   | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   11850000 | PA      | $10686569.01  | 0.03%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                   | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7411860.24   | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT                   | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   40182000 | PA      | $32580143.02  | 0.11%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   30694000 | PA      | $26652171.11  | 0.09%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $20709316.54  | 0.07%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 B                   | CUSIP: 94988XAZ9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1144778.05   | 0.00%             | 2050-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   11000000 | PA      | $8906446.12   | 0.03%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   15630000 | PA      | $15902601.27  | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    2900000 | PA      | $2448715.17   | 0.01%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   14499000 | PA      | $15579594.52  | 0.05%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11881732.08  | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   87909000 | PA      | $80801428.12  | 0.26%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   40300000 | PA      | $37682918.00  | 0.12%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   10512000 | PA      | $9017227.24   | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   31710000 | PA      | $27622447.18  | 0.09%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                    | BBCMS 2020-C6 A4                   | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2285000 | PA      | $2003626.70   | 0.01%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   12200000 | PA      | $8456305.26   | 0.03%             | 2031-01-29      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                           | BONANZA CREEK EN                   | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1468700.81   | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   36700000 | PA      | $32134233.74  | 0.10%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                     | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $8167430.11   | 0.03%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC ROLLED P                   | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1257770.67   | 0.00%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                         | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21433680.60  | 0.07%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12538650.45  | 0.04%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   14970000 | PA      | $13239526.08  | 0.04%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5933000 | PA      | $5699321.91   | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   27234000 | PA      | $25610488.66  | 0.08%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1172 | NC      | $88552.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   51530000 | PA      | $43995398.83  | 0.14%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISCONSIN ELECTR                   | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21410480.91  | 0.07%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                            | JUNIPER NETWORKS                   | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    9827000 | PA      | $9068061.58   | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   43478000 | PA      | $34992724.83  | 0.11%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   45806000 | PA      | $42164443.61  | 0.14%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   19585000 | PA      | $18552613.15  | 0.06%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                   | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   34575000 | PA      | $29519320.07  | 0.10%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LP TRL_18-1                                                | TRL 2018-1A A2                     | CUSIP: 89657AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2760000 | PA      | $2579805.95   | 0.01%             | 2048-06-17      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4398117.67   | 0.01%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                       | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13938749.12  | 0.04%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |     700000 | PA      | $837388.06    | 0.00%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO                   | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $20741169.00  | 0.07%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C                                       | SMB 2018-C A2A                     | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7015125 | PA      | $6764664.40   | 0.02%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VBW3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5252000 | PA      | $5676065.56   | 0.02%             | 2026-02-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1804000 | PA      | $1605058.87   | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230315               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8827.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10620000 | PA      | $9190459.54   | 0.03%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                      | KELLOGG CO                         | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5984180.82   | 0.02%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                     | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   25000000 | PA      | $20400950.25  | 0.07%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $962692.94    | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | AXALTA COAT/BV                     | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1449000 | PA      | $1368901.55   | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 A3                   | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1530000 | PA      | $1411612.58   | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5885000 | PA      | $5146174.62   | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22583431.50  | 0.07%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   16025000 | PA      | $12810534.83  | 0.04%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9893677.80   | 0.03%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9285433.40   | 0.03%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2017 | NC      | $344482.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |   32930000 | PA      | $22841614.37  | 0.07%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -3944 | NC      | $2292742.13   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7605335.20   | 0.02%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                    | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4474278.20   | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   61429000 | PA      | $48843483.61  | 0.16%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC                   | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   16475000 | PA      | $15409060.75  | 0.05%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4077039.95   | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1564284.59   | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                    | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $4413522.51   | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                     | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $27094501.89  | 0.09%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   21990000 | PA      | $19994491.72  | 0.06%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | GLOBAL ATLANTI                     | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15479011.80  | 0.05%             | 2031-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AP1<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    7540000 | PA      | $7449978.66   | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NTPC Ltd                                                                        | NTPC LTD                           | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | DBT              | CORP              | IN        |    3500000 | PA      | $3400715.15   | 0.01%             | 2026-02-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   55650000 | PA      | $46212039.36  | 0.15%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9495483.70   | 0.03%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2248000 | PA      | $2103230.94   | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                        | MSC 2015-UBS8 C                    | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1610000 | PA      | $1420186.64   | 0.00%             | 2048-12-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAU4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   25510000 | PA      | $26273540.32  | 0.08%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     435000 | PA      | $443126.28    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   12237000 | PA      | $10911120.68  | 0.04%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $25284194.04  | 0.08%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2659907.68   | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6441000 | PA      | $5501504.85   | 0.02%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   30015000 | PA      | $31348927.53  | 0.10%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                    | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   13948000 | PA      | $11790538.56  | 0.04%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16002000 | PA      | $14067530.22  | 0.05%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2246148.84   | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   30721000 | PA      | $29630347.67  | 0.10%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL                   | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   43983000 | PA      | $38384254.83  | 0.12%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $25438216.80  | 0.08%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    1433686 | PA      | $1432491.30   | 0.00%             | 2025-05-30      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   11305000 | PA      | $10039515.13  | 0.03%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   49536000 | PA      | $47231344.54  | 0.15%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28184000 | PA      | $24224419.98  | 0.08%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                          | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1028813.33   | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BA)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1630000 | NC      | $9850.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   26930000 | PA      | $22740742.81  | 0.07%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON                   | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   22587000 | PA      | $18611016.26  | 0.06%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   18194000 | PA      | $17303276.52  | 0.06%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | GMAC LLC                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21951647.40  | 0.07%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2516879.61   | 0.01%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                        | AON CORP                           | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2846257.17   | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   45670000 | PA      | $39740127.73  | 0.13%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11460000 | PA      | $10613346.32  | 0.03%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-420                                         | MSC 2015-420 A                     | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2050-10-12      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21261091.50  | 0.07%             | 2033-02-07      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                       | MYLAN INC                          | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $14367086.90  | 0.05%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD FIXED INCOME SECURITIES FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer