# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035941
**Filing Date:** 2023-2
**Character Count:** 285710
**Document Hash:** 2a28c7fa4855ff04e3a305f5a9741c7f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035941.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035941

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657644

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST Investment Grade Bond Portfolio (Series ID: S000020634)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000057623 | AST Investment Grade Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST Investment Grade Bond Portfolio

- **b. EDGAR series identifier (if any):** S000020634

- **c. LEI of Series:** RMORFJ3FL57XQYFOW336

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $15908928036.03

**Total Liabilities:** $513679256.36

**Net Assets:** $15395248779.67

**Delayed Delivery Securities:** $71399625.00

**Stand-by Commitments:** $17896835.94

**Cash Not Reported:** $20137934.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8758.84703000 | **1-Year:** 224900.60678000 | **5-Year:** 2801357.95520000 | **10-Year:** 1992177.27546000 | **30-Year:** 26601.12110000

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

- **3-Month:** 159.66853000 | **1-Year:** 5097.81359000 | **5-Year:** 12685.54822000 | **10-Year:** 3294.17499000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000057623 | -0.75%               | 3.78%                | -0.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-64104823.99            | $-195420119.32                             |
| Month 2  | $-106577548.89           | $720148051.31                              |
| Month 3  | $-2951638.69             | $-97620557.83                              |

**Designated Index Information**

- **Index Name:** 5-10 Yr Gov/Credit

- **Index Identifier:** I01044US Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    47300000 | PA      | $39775540.60   | 0.26%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                    | Tikehau US CLO III Ltd                                                          | CUSIP: 88676NAA5<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |    35750000 | PA      | $35660625.00   | 0.23%             | 2032-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7541867 | PA      | $6892231.62    | 0.04%             | 2049-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3640499.21    | 0.02%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                   | Dow Chemical Co/The                                                             | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      131000 | PA      | $129449.14     | 0.00%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                     | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4637066.60    | 0.03%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ENTERGY TEXAS INC                                     | Entergy Texas Inc                                                               | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10296928.29   | 0.07%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                  | Stanford Health Care                                                            | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     8980000 | PA      | $7987984.25    | 0.05%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    90212000 | PA      | $73165421.40   | 0.48%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7060000 | PA      | $6776385.68    | 0.04%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140M4WK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45127 | PA      | $41126.20      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                              | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      500000 | PA      | $484497.25     | 0.00%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                        | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34936930 | PA      | $34506185.21   | 0.22%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                            | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    14520000 | PA      | $14006326.11   | 0.09%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                        | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    15970000 | PA      | $15049985.87   | 0.10%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                               | Public Service Co of Colorado                                                   | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    35464000 | PA      | $33289431.92   | 0.22%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2018-C14                                          | CUSIP: 90278KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14007283 | PA      | $13195632.57   | 0.09%             | 2051-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                        | JPMDB Commercial Mortgage Securities Trust 2020-COR7                            | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $9571089.60    | 0.06%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1314296 | PA      | $1227822.84    | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                                     | Elmwood CLO X Ltd                                                               | CUSIP: 29002VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    49140000 | PA      | $48171052.57   | 0.31%             | 2034-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -22538 | NC      | $6986005.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                              | Madison Park Funding XXI Ltd                                                    | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4910820.50    | 0.03%             | 2032-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MICHAEL KORS USA INC                                  | Michael Kors USA Inc                                                            | CUSIP: 59408TAA8<br>LEI: 549300MIBZ1H6BCOET19 | Long             | DBT              | CORP              | US        |     3079000 | PA      | $2930259.88    | 0.02%             | 2024-11-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   286245000 | PA      | $291969900.00  | 1.90%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3133BNA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      698861 | PA      | $635140.49     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16995000 | PA      | $15755687.21   | 0.10%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: —       |
| MARS INC                                              | Mars Inc                                                                        | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      600000 | PA      | $483481.96     | 0.00%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                          | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1250000 | PA      | $1224574.63    | 0.01%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                              | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   161995000 | PA      | $133567534.22  | 0.87%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4667752.05    | 0.03%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      175000 | PA      | $145085.94     | 0.00%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                        | Bain Capital Credit CLO 2022-1 Ltd                                              | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $11600289.60   | 0.08%             | 2035-04-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   107180000 | PA      | $50885380.22   | 0.33%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19695000 | PA      | $15880374.12   | 0.10%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                               | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $5520847.13    | 0.04%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1626380.55    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3133B62E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12529 | PA      | $11396.92      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    16997000 | PA      | $13791222.52   | 0.09%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                            | Cigna Corp                                                                      | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      530000 | PA      | $510508.28     | 0.00%             | 2025-04-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                              | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $22195397.93   | 0.14%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                      | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $3938169.00    | 0.03%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2019-HY3                                              | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      644753 | PA      | $637724.48     | 0.00%             | 2059-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                        | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    19550000 | PA      | $17378243.87   | 0.11%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Jamestown CLO Ltd                                     | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5375000 | PA      | $5216681.53    | 0.03%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      785000 | PA      | $540211.02     | 0.00%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                         | New York City Municipal Water Finance Authority                                 | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     7000000 | PA      | $7246682.31    | 0.05%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MXFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      998263 | PA      | $907318.42     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                        | ICG US CLO 2015-1 Ltd                                                           | CUSIP: 44931AAJ8<br>LEI: 254900IL8TH4VLG5DO47 | Long             | ABS-CBDO         | CORP              | KY        |     5308281 | PA      | $5236620.21    | 0.03%             | 2028-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24000000 | PA      | $18882741.60   | 0.12%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    67092000 | PA      | $78236026.82   | 0.51%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                  | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    21645000 | PA      | $20531522.76   | 0.13%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                           | Home RE 2019-1 Ltd                                                              | CUSIP: 43731AAA1<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |      455186 | PA      | $448219.59     | 0.00%             | 2029-05-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                         | DTE Energy Co                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      450000 | PA      | $414674.35     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                               | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2911656.12    | 0.02%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                        | Oaktown Re II Ltd                                                               | CUSIP: 67400CAA6<br>LEI: 254900KOPN6EP9T3LD85 | Long             | ABS-MBS          | CORP              | US        |      375927 | PA      | $375618.03     | 0.00%             | 2028-07-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                             | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1445864.16    | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2018-1 Trust                                                                | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      663121 | PA      | $623646.27     | 0.00%             | 2057-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      655000 | PA      | $619789.73     | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                  | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     8008000 | PA      | $7400481.09    | 0.05%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                       | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    13280000 | PA      | $13001900.07   | 0.08%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    85088000 | PA      | $69384193.61   | 0.45%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                  | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    55060000 | PA      | $56923708.32   | 0.37%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                   | COMM 2014-LC15 Mortgage Trust                                                   | CUSIP: 12591TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11219000 | PA      | $10965219.49   | 0.07%             | 2047-04-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                              | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1218634.49    | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $97984375.00   | 0.64%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17830000 | PA      | $16807560.94   | 0.11%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                               | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3610000 | PA      | $3393919.59    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | Indonesia Government International Bond                                         | CUSIP: 455780BU9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1000000 | PA      | $963860.00     | 0.01%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4640000 | PA      | $1781687.52    | 0.01%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    11396000 | PA      | $8958215.54    | 0.06%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195146.54     | 0.00%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                    | Wind River 2016-1K CLO Ltd                                                      | CUSIP: 97314DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1453503.30    | 0.01%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                         | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215219 | PA      | $206336.64     | 0.00%             | 2048-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3133BN6E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      798609 | PA      | $725519.35     | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63730000 | PA      | $27961537.50   | 0.18%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4135427.25    | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                        | UBS-Barclays Commercial Mortgage Trust 2013-C6                                  | CUSIP: 90349GBF1<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    10582761 | PA      | $10504736.39   | 0.07%             | 2046-04-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3065665.61    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                              | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    10515000 | PA      | $8339499.29    | 0.05%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10710000 | PA      | $8370788.74    | 0.05%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                     | Elevation Clo 2021-13 Ltd                                                       | CUSIP: 28622EAC2<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4379619.60    | 0.03%             | 2034-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                         | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     7510000 | PA      | $7038620.13    | 0.05%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MRAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7440945 | PA      | $6763370.75    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                | Northwoods Capital XV Ltd                                                       | CUSIP: 66860GAG9<br>LEI: 549300YIKFTAGHX8G333 | Long             | ABS-CBDO         | CORP              | KY        |    11750000 | PA      | $11370794.60   | 0.07%             | 2034-06-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                             | BXP Trust 2021-601L                                                             | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5515000 | PA      | $4122849.65    | 0.03%             | 2044-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7370000 | PA      | $7189020.07    | 0.05%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                          | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      725000 | PA      | $610743.23     | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWFN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      307711 | PA      | $279642.59     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                               | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4745769.25    | 0.03%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                        | Qatar Government International Bond                                             | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1245000 | PA      | $1244844.38    | 0.01%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| NEWMONT CORP                                          | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    42000000 | PA      | $33465005.70   | 0.22%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                 | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      445000 | PA      | $405452.61     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | Comm 2014-UBS2 Mortgage Trust                                                   | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14617674 | PA      | $14285953.66   | 0.09%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                              | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    10965000 | PA      | $9498238.92    | 0.06%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2019-MH1                                              | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      855943 | PA      | $838771.40     | 0.01%             | 2058-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2014-C21                             | CUSIP: 46642EAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7775000 | PA      | $7545795.33    | 0.05%             | 2047-08-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    49735349 | PA      | $43672427.26   | 0.28%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3133BQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      322313 | PA      | $293911.38     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $6768995.11    | 0.04%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                   | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5868827.05    | 0.04%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $13091436.00   | 0.09%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                             | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     4773000 | PA      | $3573676.26    | 0.02%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                          | Voya CLO 2019-3 Ltd                                                             | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20000000 | PA      | $19616232.00   | 0.13%             | 2032-10-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10                   | CUSIP: 46639JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2510418 | PA      | $2504854.20    | 0.02%             | 2047-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Trust 2016-NXSR                                                            | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6581329.30    | 0.04%             | 2049-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      565000 | PA      | $425558.00     | 0.00%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1705000 | PA      | $648432.81     | 0.00%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                           | TCW CLO 2019-2 Ltd                                                              | CUSIP: 87242BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $11782548.00   | 0.08%             | 2032-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2535685 | PA      | $2319817.06    | 0.02%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Mortgage Loan Trust 2018-1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1304545 | PA      | $1257486.14    | 0.01%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4592277 | PA      | $4173400.50    | 0.03%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5140000 | PA      | $4604804.39    | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       61666 | NC      | $-42441715.47  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75000000 | PA      | $34236328.50   | 0.22%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec                        | Arbor Multifamily Mortgage Securities Trust 2022-MF4                            | CUSIP: 03882LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $21519935.00   | 0.14%             | 2055-02-15      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      265000 | PA      | $246180.86     | 0.00%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                        | Crown City CLO IV                                                               | CUSIP: 228233AA0<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |    42500000 | PA      | $42392577.00   | 0.28%             | 2033-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                              | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1215376.74    | 0.01%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                        | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -250000000 | OU      | $-613842.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                 | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    14551000 | PA      | $13315023.51   | 0.09%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2580000 | PA      | $2475885.67    | 0.02%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                        | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15029566 | PA      | $13892678.26   | 0.09%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| (PIPAA030) AST T.Rowe Price Fixed Income Central Fund | (PIPAA030) AST T.Rowe Price Fixed Income Central Fund                           | CUSIP: 000000000<br>LEI: 549300UXMVCYEUVLSH34 | Long             | EC               | RF                | US        |        1934 | NS      | $19883.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                               | PNMAC FMSR ISSUER TRUST 2018-FT1                                                | CUSIP: 69346MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      880000 | PA      | $826471.18     | 0.01%             | 2023-04-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                | Northwoods Capital 22 Ltd                                                       | CUSIP: 66858HAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25000000 | PA      | $24576497.50   | 0.16%             | 2031-09-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   230500000 | PA      | $176116406.25  | 1.14%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     7780000 | PA      | $6387728.54    | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                          | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    37900000 | PA      | $30421647.04   | 0.20%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                     | Battalion Clo XVI Ltd                                                           | CUSIP: 07133MAF3<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |    11500000 | PA      | $11203248.25   | 0.07%             | 2032-12-19      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                 | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      270000 | PA      | $233436.72     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    48805000 | PA      | $50549982.27   | 0.33%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    18780000 | PA      | $14751335.25   | 0.10%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE MORTGAGE TRUST                          | CSMCM_18-RPL4 07/25/2050                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2658579 | PA      | $2272287.45    | 0.01%             | 2050-07-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                        | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10080000 | PA      | $9231133.97    | 0.06%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| OREGON ST DEPT OF TRANSPRTN HI                        | State of Oregon Department of Transportation                                    | CUSIP: 68607DNL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | PA      | $535551.49     | 0.00%             | 2034-11-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                              | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    12120000 | PA      | $11711151.80   | 0.08%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5351995.87    | 0.03%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                   | MidOcean Credit CLO X                                                           | CUSIP: 59803AAU6<br>LEI: 549300N3ZTBJCCPR2038 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3864659.20    | 0.03%             | 2034-10-23      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                        | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7669000 | PA      | $7165281.67    | 0.05%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XD7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      249545 | PA      | $211689.92     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                        | DBJPM 2017-C6 Mortgage Trust                                                    | CUSIP: 23312JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3741017 | PA      | $3608717.03    | 0.02%             | 2050-06-10      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2013-GC13                                          | CUSIP: 36198EAE5<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    17545000 | PA      | $17405683.93   | 0.11%             | 2046-07-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                               | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     8455000 | PA      | $7875547.31    | 0.05%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   125000000 | PA      | $123765762.50  | 0.80%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7980000 | PA      | $6838155.37    | 0.04%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                      | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $5584078.50    | 0.04%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                   | Crown Point CLO 11 Ltd                                                          | CUSIP: 22845JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4810027.00    | 0.03%             | 2034-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                    | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    12404000 | PA      | $10660397.75   | 0.07%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QPFA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11594001 | PA      | $10536500.71   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9695037.90    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1874.56       | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   102500000 | PA      | $97508327.90   | 0.63%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| METROPOLITAN EDISON CO                                | Metropolitan Edison Co                                                          | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12210000 | PA      | $11437501.02   | 0.07%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                        | Barclays Commercial Mortgage Trust 2019-C3                                      | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9009461.00    | 0.06%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                     | Mountain View CLO XVI Ltd                                                       | CUSIP: 62432UAA9<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |    59000000 | PA      | $58877929.00   | 0.38%             | 2032-10-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2012-CCRE4 Mortgage Trust                                                  | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1953128 | PA      | $1942270.08    | 0.01%             | 2045-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   308300000 | PA      | $211330015.63  | 1.37%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                              | Telefonica Moviles Chile SA                                                     | CUSIP: 000000000<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |      430000 | PA      | $351471.25     | 0.00%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4576224.75    | 0.03%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                 | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $5570134.55    | 0.04%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7291000 | PA      | $6871215.57    | 0.04%             | 2052-10-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4046197 | PA      | $3435380.62    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                             | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $372881.25     | 0.00%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                              | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      300000 | PA      | $263306.25     | 0.00%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                               | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1057240.51    | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                       | Bermuda Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      490000 | PA      | $411538.75     | 0.00%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                | Cox Communications Inc                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7004090.10    | 0.05%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                   | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    17200000 | PA      | $18122504.80   | 0.12%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12770000 | PA      | $10856942.39   | 0.07%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                    | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     5010000 | PA      | $4838659.45    | 0.03%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D              | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   420984615 | NS      | $420816221.35  | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $23792068.00   | 0.15%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18888178 | PA      | $17165261.85   | 0.11%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    55500000 | PA      | $52559061.66   | 0.34%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2013-C14                             | CUSIP: 46640LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12814492 | PA      | $12720788.64   | 0.08%             | 2046-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    31516000 | PA      | $31129719.73   | 0.20%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                        | Pennsylvania Turnpike Commission                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $4022115.80    | 0.03%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     4255000 | PA      | $4129078.59    | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                              | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      270000 | PA      | $222716.25     | 0.00%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman CLO XVII Ltd                                                   | CUSIP: 64129UBS3<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |     2975137 | PA      | $2937397.72    | 0.02%             | 2029-04-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                           | OCP CLO 2015-9 Ltd                                                              | CUSIP: 67091YAU8<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14694955.50   | 0.10%             | 2033-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1507952 | PA      | $1400194.07    | 0.01%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   166720000 | PA      | $125352600.00  | 0.81%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2013-C17                             | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31280000 | PA      | $30772456.98   | 0.20%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    63677000 | PA      | $3283765.58    | 0.02%             | 2026-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                             | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $24148310.70   | 0.16%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2014-LC17 Mortgage Trust                                                   | CUSIP: 12592MBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18000000 | PA      | $17448607.80   | 0.11%             | 2047-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      320000 | PA      | $279039.30     | 0.00%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                              | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   111001392 | PA      | $98933510.89   | 0.64%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5565000 | PA      | $2307083.78    | 0.01%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                               | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     6615000 | PA      | $6408442.79    | 0.04%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    24200000 | PA      | $19360968.73   | 0.13%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    49500000 | PA      | $39968910.14   | 0.26%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                             | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $972276.99     | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                   | MEGlobal Canada ULC                                                             | CUSIP: 000000000<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $351050.00     | 0.00%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    60000000 | PA      | $62716925.40   | 0.41%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                            | BMO 2022-C1 Mortgage Trust                                                      | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $6941538.40    | 0.05%             | 2055-02-17      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2014-GC20                                          | CUSIP: 36252WAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20857155 | PA      | $20381134.24   | 0.13%             | 2047-04-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | Societe Generale SA                                                             | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    13000000 | PA      | $12655689.80   | 0.08%             | 2027-06-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                    | Roche Holdings Inc                                                              | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4057110.40    | 0.03%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      675000 | PA      | $551367.86     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5520000 | PA      | $4523991.62    | 0.03%             | 2053-06-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    48776000 | PA      | $45809433.92   | 0.30%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                 | Tenet Healthcare Corp                                                           | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1381001.10    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                   | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      240000 | PA      | $209451.24     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                    | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     8970000 | PA      | $8521108.37    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                           | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     6924000 | PA      | $7283737.87    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                        | BBCMS Trust 2021-C10                                                            | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10449000 | PA      | $8945572.80    | 0.06%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Trust 2016-NXSR                                                            | CUSIP: 12594PAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $5180462.10    | 0.03%             | 2049-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                        | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2238307.65    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                      | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4524959.58    | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                   | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     9000000 | PA      | $8178750.00    | 0.05%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                               | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $5837966.85    | 0.04%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 6-2015, Lt                        | HPS Loan Management 6-2015 Ltd                                                  | CUSIP: 40436KAC9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |      993212 | PA      | $981994.20     | 0.01%             | 2031-02-05      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $31593408.00   | 0.21%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19755000 | PA      | $15496910.30   | 0.10%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    16650000 | PA      | $15148011.99   | 0.10%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                              | Martin Marietta Materials Inc                                                   | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      640000 | PA      | $631662.80     | 0.00%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA                                | Light Servicos de Eletricidade SA/Light Energia SA                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      200000 | PA      | $166912.50     | 0.00%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $845905.78     | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                              | Mars Inc                                                                        | CUSIP: 571676AG0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      645000 | PA      | $519767.01     | 0.00%             | 2054-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                 | CUSIP: 126650CS7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      700000 | PA      | $694378.69     | 0.00%             | 2024-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BLQ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    43000000 | PA      | $33271271.50   | 0.22%             | 2030-12-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   155247894 | PA      | $136303516.51  | 0.89%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12875000 | PA      | $12025499.90   | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -2598 | NC      | $3670012.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19730000 | PA      | $17701509.38   | 0.11%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                            | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    11570000 | PA      | $11258694.11   | 0.07%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      992000 | PA      | $955421.69     | 0.01%             | 2025-01-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                    | BMO 2022-C3 MORTGAGE TRUST                                                      | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24500000 | PA      | $24666154.10   | 0.16%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                  | ACE Securities Corp Home Equity Loan Trust Series 2004-IN1                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      849553 | PA      | $789787.76     | 0.01%             | 2034-05-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                       | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1466085.41    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   198752771 | PA      | $180768201.29  | 1.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                 | LyondellBasell Industries NV                                                    | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |      607000 | PA      | $608161.74     | 0.00%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                        | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8767841 | PA      | $8172462.03    | 0.05%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    56140000 | PA      | $65485511.27   | 0.43%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                   | Delta Air Lines Inc                                                             | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     1097000 | PA      | $1087835.46    | 0.01%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7892103.55    | 0.05%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2013-C15                             | CUSIP: 46640NAE8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    11500000 | PA      | $11351637.35   | 0.07%             | 2045-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                      | Bellemeade Re 2018-3 Ltd                                                        | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |      222810 | PA      | $222631.43     | 0.00%             | 2028-10-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                               | Panasonic Holdings Corp                                                         | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $956618.20     | 0.01%             | 2024-07-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                 | Louisville Gas and Electric Co                                                  | CUSIP: 546676AW7<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $2931828.11    | 0.02%             | 2025-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4220000 | PA      | $3249400.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    17330000 | PA      | $16553376.15   | 0.11%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13265000 | PA      | $10810002.28   | 0.07%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   322000000 | PA      | $230330625.00  | 1.50%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2018-C10                                          | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $7587959.20    | 0.05%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MVKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      998507 | PA      | $907426.92     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     6685000 | PA      | $5855396.11    | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                              | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $1639990.81    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                              | Interstate Power and Light Co                                                   | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      925000 | PA      | $893590.03     | 0.01%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9661428.00    | 0.06%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2014-C24                             | CUSIP: 46643GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1439567.70    | 0.01%             | 2047-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6160138.19    | 0.04%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                        | BBCMS Mortgage Trust 2022-C15                                                   | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3480000 | PA      | $3113160.32    | 0.02%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                         | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13890000 | PA      | $11780096.50   | 0.08%             | 2052-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     4005000 | PA      | $3192515.54    | 0.02%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2014-C18                             | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29090000 | PA      | $28421357.62   | 0.18%             | 2047-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                 | KKR CLO 30 Ltd                                                                  | CUSIP: 48250EAN5<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |     6750000 | PA      | $6626994.08    | 0.04%             | 2031-10-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                              | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    19420000 | PA      | $18569780.94   | 0.12%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   280000000 | PA      | $129543750.00  | 0.84%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $467214.25     | 0.00%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                   | DBGS 2018-BIOD Mortgage Trust                                                   | CUSIP: 23306GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4568813 | PA      | $4490608.61    | 0.03%             | 2035-05-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                        | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2305000 | PA      | $2132895.26    | 0.01%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                               | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2980000 | PA      | $2821044.77    | 0.02%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4246000 | PA      | $2888848.73    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                           | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    13000000 | PA      | $10575788.60   | 0.07%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                              | Harley-Davidson Financial Services Inc                                          | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     1885000 | PA      | $1766166.15    | 0.01%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                  | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    10895000 | PA      | $10586878.94   | 0.07%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                              | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CUSIP: 166754AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7461540.89    | 0.05%             | 2025-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2022-B35 Mortgage Trust                                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10690000 | PA      | $10214696.94   | 0.07%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      525000 | PA      | $450432.85     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4405000 | PA      | $1656865.03    | 0.01%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                | CenterPoint Energy Inc                                                          | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     1942000 | PA      | $1824124.41    | 0.01%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| 3650R Commercial Mortgage Trus                        | 3650R 2021-PF1 Commercial Mortgage Trust                                        | CUSIP: 88575JAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6439000 | PA      | $6449004.27    | 0.04%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAG6<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |     6995000 | PA      | $6927582.89    | 0.04%             | 2046-07-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2013-GCJ14                                         | CUSIP: 36198FAD4<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |    20975139 | PA      | $20824025.45   | 0.14%             | 2046-08-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6258396.90    | 0.04%             | 2054-04-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                           | Markel Corp                                                                     | CUSIP: 570535AM6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      355000 | PA      | $353158.97     | 0.00%             | 2023-03-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12772504 | PA      | $12731488.47   | 0.08%             | 2046-03-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                        | CARLYLE US CLO 2018-1 LTD                                                       | CUSIP: 14311XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7809000 | PA      | $7710758.09    | 0.05%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Fund                    | AST PGIM Fixed Income Central Fund                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |   191721277 | NS      | $1886537368.72 | 12.25%            |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                            | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    92370000 | PA      | $83283329.40   | 0.54%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                               | Philippine Government International Bond                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2000000 | PA      | $2215220.00    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2018-COR3 Mortgage Trust                                                   | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1472000 | PA      | $1373489.34    | 0.01%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance                         | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |     2700000 | PA      | $2604758.04    | 0.02%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                             | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $11995900.65   | 0.08%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Sound Point CLO LTD                                   | SOUND POINT CLO VII-R Ltd                                                       | CUSIP: 83610HAL4<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |     7250000 | PA      | $7089486.45    | 0.05%             | 2031-10-23      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Mortgage Loan Trust 2017-3                                            | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      863333 | PA      | $834565.37     | 0.01%             | 2061-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8188000 | PA      | $7662760.52    | 0.05%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    37567000 | PA      | $35706195.29   | 0.23%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                  | Entegris Escrow Corp                                                            | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2560980.94    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAE1<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    39732165 | PA      | $39517007.18   | 0.26%             | 2046-07-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                         | OFSI BSL XI Ltd                                                                 | CUSIP: 67115PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25000000 | PA      | $24845310.00   | 0.16%             | 2031-07-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                         | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971MZG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1910000 | PA      | $1974367.19    | 0.01%             | 2036-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                 | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    10820000 | PA      | $9997930.05    | 0.06%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                                   | Silver Rock CLO II Ltd                                                          | CUSIP: 82812LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18750000 | PA      | $18152662.50   | 0.12%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                            | Morgan Stanley ABS Capital I Inc Trust 2004-NC5                                 | CUSIP: 61746RFV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      631535 | PA      | $585256.28     | 0.00%             | 2034-05-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $11606310.00   | 0.08%             | 2036-05-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                        | City of San Antonio TX Electric & Gas Systems Revenue                           | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     1750000 | PA      | $1595912.36    | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                           | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      700000 | PA      | $683068.75     | 0.00%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                     | ONEOK Partners LP                                                               | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2516665.81    | 0.02%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3160000 | PA      | $2521633.33    | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                              | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     9050000 | PA      | $8751458.15    | 0.06%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                               | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $7729048.17    | 0.05%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| TENN VALLEY AUTHORITY                                 | Tennessee Valley Authority                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      220000 | PA      | $172703.08     | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                        | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5595395.86    | 0.04%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mor                        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                   | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6461902 | PA      | $5853283.12    | 0.04%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    86360000 | PA      | $89118809.93   | 0.58%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL                                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9911156.00    | 0.06%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2013-CCRE12 Mortgage Trust                                                 | CUSIP: 12591KAD7<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     3413404 | PA      | $3374076.02    | 0.02%             | 2046-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   720000000 | PA      | $715162500.00  | 4.65%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $15419066.13   | 0.10%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLN59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   120099327 | PA      | $1904619.20    | 0.01%             | 2026-02-25      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                  | Signal Peak CLO 5 Ltd                                                           | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14697564.00   | 0.10%             | 2031-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2016-COR1 Mortgage Trust                                                   | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6113723 | PA      | $5645090.50    | 0.04%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                           | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    76000000 | PA      | $74248706.16   | 0.48%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $1966467.49    | 0.01%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                      | Symphony CLO XVIII Ltd                                                          | CUSIP: 87154GAU9<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |    18750000 | PA      | $18400053.75   | 0.12%             | 2033-07-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                | Rockford Tower CLO 2022-2 Ltd                                                   | CUSIP: 77340LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    21250000 | PA      | $21152409.38   | 0.14%             | 2033-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33000000 | PA      | $31924497.00   | 0.21%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                      | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    10580000 | PA      | $10189153.22   | 0.07%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                        | CWABS Inc Asset-Backed Certificates Trust 2004-6                                | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      448827 | PA      | $421759.32     | 0.00%             | 2034-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                              | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3980000 | PA      | $3746198.56    | 0.02%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10715000 | PA      | $8426239.78    | 0.05%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3248276.14    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MARS INC                                              | Mars Inc                                                                        | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1159410.70    | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                   | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    18700000 | PA      | $17724728.05   | 0.12%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13140000 | PA      | $10102629.61   | 0.07%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      600000 | PA      | $549487.50     | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8269663.00    | 0.05%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                        | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9358000 | PA      | $8719839.61    | 0.06%             | 2055-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                   | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    44708000 | PA      | $43985497.26   | 0.29%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      240000 | PA      | $228514.16     | 0.00%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limite                        | Bain Capital Credit Clo 2019-3 Ltd                                              | CUSIP: 05683TAN9<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |     8500000 | PA      | $8212144.10    | 0.05%             | 2034-10-21      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                               | Spectra Energy Partners LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     4340000 | PA      | $4312298.30    | 0.03%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1963.96       | 0.00%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                           | SWOP CDS CDX.NA.IG.38.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -1000000000 | OU      | $-3316.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nassau LTD                                            | Nassau 2022-I Ltd                                                               | CUSIP: 63171LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    36100000 | PA      | $35739000.00   | 0.23%             | 2031-01-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                  | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     6465000 | PA      | $5942619.60    | 0.04%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                    | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $2349117.40    | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $23912847.75   | 0.16%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MX6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3843192 | PA      | $3494207.78    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    32000000 | PA      | $32499116.48   | 0.21%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ITALY GOV'T INT BOND                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    26379000 | PA      | $24837624.91   | 0.16%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                     | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5701396.16    | 0.04%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   143190000 | PA      | $135855955.69  | 0.88%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1936756 | PA      | $1909971.72    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                                             | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     9910000 | PA      | $9325722.75    | 0.06%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2015-GC34                                          | CUSIP: 36250VAC6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     9469071 | PA      | $8935857.00    | 0.06%             | 2048-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    59567000 | PA      | $51087903.81   | 0.33%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2017-CD4 Mortgage Trust                                                      | CUSIP: 12515DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8290413 | PA      | $7624630.35    | 0.05%             | 2050-05-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                            | Nucor Corp                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6202494.28    | 0.04%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3133BEMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      586611 | PA      | $533360.42     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5205000 | PA      | $4660914.84    | 0.03%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2021-BNK32                                                                 | CUSIP: 06542BAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8969949.00    | 0.06%             | 2054-04-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                             | WRKCo Inc                                                                       | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    12590000 | PA      | $12391534.64   | 0.08%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                              | Banco do Brasil SA/Cayman                                                       | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     1005000 | PA      | $935780.63     | 0.01%             | 2029-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                        | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   164750000 | PA      | $164294054.38  | 1.07%             | 2031-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14625000 | PA      | $14292178.58   | 0.09%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3563453.25    | 0.02%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   130000000 | PA      | $112389062.50  | 0.73%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                        | LCCM 2017-LC26                                                                  | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25100000 | PA      | $23194370.35   | 0.15%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                                       | Energuate Trust                                                                 | CUSIP: 000000000<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |      390000 | PA      | $369110.63     | 0.00%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7630203.42    | 0.05%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2865086.64    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH CO/INBEV                               | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9427726.20    | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2014-GC18                                          | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26203421 | PA      | $25638957.39   | 0.17%             | 2047-01-10      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                                    | FEL Energy VI Sarl                                                              | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |      461975 | PA      | $393631.51     | 0.00%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       17573 | NC      | $-9129590.36   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                     | CUSIP: 61762XAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9128876 | PA      | $9025214.87    | 0.06%             | 2046-10-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    14500000 | PA      | $12761571.80   | 0.08%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                         | Mastr Asset Backed Securities Trust 2004-OPT2                                   | CUSIP: 57643LEV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      622845 | PA      | $498375.91     | 0.00%             | 2034-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Ltd, KKR Static                        | KKR Static CLO 2 LTD                                                            | CUSIP: 482926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   156500000 | PA      | $156450060.85  | 1.02%             | 2031-10-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2185000 | PA      | $2139479.57    | 0.01%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2014-UBS4 Mortgage Trust                                                   | CUSIP: 12591QAR3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    17422000 | PA      | $16844735.97   | 0.11%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4428646.00    | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                     | Wellfleet CLO 2018-2 Ltd                                                        | CUSIP: 94949JAA3<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-CBDO         | CORP              | KY        |    25250000 | PA      | $24559561.48   | 0.16%             | 2031-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1425169.79    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                        | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    60300000 | PA      | $59089069.87   | 0.38%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                              | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   245917279 | PA      | $218973334.84  | 1.42%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1630216 | PA      | $1595503.98    | 0.01%             | 2050-10-12      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                  | CUSIP: 46639YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15788719 | PA      | $15674193.77   | 0.10%             | 2046-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                              | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    28780000 | PA      | $28303452.99   | 0.18%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                   | COMM 2014-UBS3 Mortgage Trust                                                   | CUSIP: 12591YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6471000 | PA      | $6282128.98    | 0.04%             | 2047-06-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3058449 | PA      | $2779483.72    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                    | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      900000 | PA      | $643387.50     | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                           | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $814092.38     | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                            | PacifiCorp                                                                      | CUSIP: 695114CS5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2176835.34    | 0.01%             | 2025-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTRL PUGET SOUND WA REGL TRA                        | Central Puget Sound Regional Transit Authority                                  | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2330000 | PA      | $2411930.23    | 0.02%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40500000 | PA      | $16139883.02   | 0.10%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2019-BNK20                                                                 | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6772568 | PA      | $5873732.75    | 0.04%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19000000 | PA      | $16246778.40   | 0.11%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                            | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    64875000 | PA      | $67385629.41   | 0.44%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                               | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     8665000 | PA      | $8158374.87    | 0.05%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15965000 | PA      | $6315529.53    | 0.04%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6420848.85    | 0.04%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   105614826 | PA      | $95994765.42   | 0.62%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                              | Johnson Controls International plc                                              | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      322000 | PA      | $312221.60     | 0.00%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                             | Mosaic Co/The                                                                   | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $3266039.49    | 0.02%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24381694.25   | 0.16%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                              | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     3360000 | PA      | $2999130.62    | 0.02%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3133BQV60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1122760 | PA      | $1020349.02    | 0.01%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B7FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4325234.00    | 0.03%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2015-LC19 Mortgage Trust                                                   | CUSIP: 200474BC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9100000 | PA      | $8669002.16    | 0.06%             | 2048-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                        | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4085741.50    | 0.03%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                  | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    18585000 | PA      | $16000661.52   | 0.10%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| LIBERTY MUTUAL GROUP INC                              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $1901654.23    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                       | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      946000 | PA      | $961362.33     | 0.01%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1780000 | PA      | $1742988.10    | 0.01%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                  | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    33620000 | PA      | $33028069.13   | 0.21%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | Societe Generale SA                                                             | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    20000000 | PA      | $19496814.00   | 0.13%             | 2024-03-28      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    46658000 | PA      | $1549358.21    | 0.01%             | 2026-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FRUX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    54548000 | PA      | $4787552.50    | 0.03%             | 2030-02-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                      | Puget Energy Inc                                                                | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      530000 | PA      | $505832.55     | 0.00%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       70000 | PA      | $64531.25      | 0.00%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1558908.40    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                                | Venture 43 CLO Ltd                                                              | CUSIP: 92290CAB5<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |     7750000 | PA      | $7492157.50    | 0.05%             | 2034-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2350205.62    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CD Commercial Mortgage Trust                          | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10310000 | PA      | $9583282.12    | 0.06%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4944000 | PA      | $4782111.93    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                               | PNMAC GMSR ISSUER TRUST 2018-GT1                                                | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2560000 | PA      | $2501989.12    | 0.02%             | 2023-02-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                               | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    36145000 | PA      | $36848746.40   | 0.24%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                              | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2198275.64    | 0.01%             | 2023-04-12      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2018-C8                                           | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5462139 | PA      | $5060098.16    | 0.03%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $22693141.50   | 0.15%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                              | CT Trust                                                                        | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      200000 | PA      | $175600.00     | 0.00%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   171618096 | PA      | $157692085.97  | 1.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                           | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5311193.81    | 0.03%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    46130000 | PA      | $48438638.13   | 0.31%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ARCH CAPITAL FINANCE LLC                              | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $2908423.95    | 0.02%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   129750000 | PA      | $111195990.04  | 0.72%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    28035851 | PA      | $24614823.75   | 0.16%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2018-GS9                                           | CUSIP: 36255NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7275000 | PA      | $6786735.47    | 0.04%             | 2051-03-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                       | Oaktree CLO 2022-2 Ltd                                                          | CUSIP: 67402RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25000000 | PA      | $24844562.50   | 0.16%             | 2033-07-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-1 C                        | THL Credit Wind River 2019-1 CLO Ltd                                            | CUSIP: 97316JAC7<br>LEI: 549300TGVPUHSOMYKZ89 | Long             | ABS-CBDO         | CORP              | KY        |     8500000 | PA      | $8243031.40    | 0.05%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    79595000 | PA      | $83271142.83   | 0.54%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30000000 | PA      | $13354687.50   | 0.09%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                       | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      350000 | PA      | $334753.13     | 0.00%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   138720000 | PA      | $90276375.00   | 0.59%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58580000 | PA      | $21850797.51   | 0.14%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trus                        | 3650R 2021-PF1 Commercial Mortgage Trust                                        | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8505402.60    | 0.06%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                   | Midocean Credit Clo VII                                                         | CUSIP: 59801WAM8<br>LEI: 5493004MLF21SFT7F415 | Long             | ABS-CBDO         | CORP              | KY        |    13485494 | PA      | $13302314.24   | 0.09%             | 2029-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                             | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $31790267.60   | 0.21%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| TCW CLO 2017-1, Ltd                                   | TCW CLO 2017-1A Ltd                                                             | CUSIP: 87240NAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2427636.00    | 0.02%             | 2034-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    12130000 | PA      | $14272451.55   | 0.09%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                              | Aydem Yenilenebilir Enerji AS                                                   | CUSIP: 000000000<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $162475.00     | 0.00%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    31036000 | PA      | $25230313.04   | 0.16%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BQYU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38290000 | PA      | $1321407.05    | 0.01%             | 2026-05-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2013-CCRE12 Mortgage Trust                                                 | CUSIP: 12591KAE5<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    29350000 | PA      | $28800761.71   | 0.19%             | 2046-10-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                               | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $990831.87     | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10790000 | PA      | $11141214.93   | 0.07%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AZURE POWER SOLAR ENERGY                              | Azure Power Solar Energy Pvt Ltd                                                | CUSIP: 05502TAA6<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |      400000 | PA      | $350000.00     | 0.00%             | 2024-12-24      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                            | Morgan Stanley ABS Capital I Inc                                                | CUSIP: 61746RAA9<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-MBS          | CORP              | US        |      214296 | PA      | $210599.93     | 0.00%             | 2033-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1250000 | PA      | $1063511.13    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                    | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    72942000 | PA      | $58097624.64   | 0.38%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                    | BMO 2022-C2 Mortgage Trust                                                      | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $19639652.00   | 0.13%             | 2054-07-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                    | BMW US Capital LLC                                                              | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7166644.72    | 0.05%             | 2032-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6628248 | PA      | $5974563.43    | 0.04%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                   | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1131619.94    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                        | BBCMS Mortgage Trust 2022-C14                                                   | CUSIP: 07336AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10800000 | PA      | $8959032.00    | 0.06%             | 2055-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2243141.66    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    51135000 | PA      | $3287111.21    | 0.02%             | 2029-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                  | Kallpa Generacion SA                                                            | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |      290000 | PA      | $265404.38     | 0.00%             | 2027-08-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7791408.08    | 0.05%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                   | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    26740000 | PA      | $27370474.12   | 0.18%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                             | Anchorage Capital CLO 25 Ltd                                                    | CUSIP: 03329WAA5<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2920950.90    | 0.02%             | 2035-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                              | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1453712.22    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    15600000 | PA      | $12956575.32   | 0.08%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                    | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      150000 | PA      | $121840.74     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                 | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     9035000 | PA      | $7737020.15    | 0.05%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                              | American Water Capital Corp                                                     | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    13140000 | PA      | $12144648.15   | 0.08%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      130000 | PA      | $113447.07     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    15325000 | PA      | $14802407.85   | 0.10%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                               | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $8725294.09    | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9400000 | PA      | $8875574.94    | 0.06%             | 2030-08-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                          | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $430856.54     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Zais Clo 7 llc                                        | Zais Clo 7 Ltd                                                                  | CUSIP: 98887VAA1<br>LEI: 549300XFDOUEB0QTZS87 | Long             | ABS-CBDO         | CORP              | KY        |     1776725 | PA      | $1750715.86    | 0.01%             | 2030-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                        | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250000 | PA      | $4068092.78    | 0.03%             | 2036-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2699562.26    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CBAM CLO Management                                   | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3371629.45    | 0.02%             | 2034-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                   | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4645978.45    | 0.03%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4727227 | PA      | $4296034.83    | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                        | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      143000 | PA      | $95296.26      | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                              | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      125000 | PA      | $103380.68     | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OHIO ST WTR DEV AUTH WTR POLL                         | Ohio Water Development Authority Water Pollution Control Loan Fund              | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2000000 | PA      | $2004230.66    | 0.01%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3387357.70    | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    31450000 | PA      | $29872571.16   | 0.19%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-2, Ltd.                                    | TSTAT 2022-2 Ltd                                                                | CUSIP: 87300FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   134250000 | PA      | $134038891.88  | 0.87%             | 2031-01-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                         | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    11035000 | PA      | $10571301.47   | 0.07%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                        | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust                  | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      853748 | PA      | $766437.70     | 0.00%             | 2036-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                     | General Motors Co                                                               | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     9795000 | PA      | $9785771.15    | 0.06%             | 2023-10-02      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $39204436.00   | 0.25%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                        | Benefit Street Partners Clo XII Ltd                                             | CUSIP: 08179HAE0<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |    12250000 | PA      | $12085488.63   | 0.08%             | 2030-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                               | John Deere Capital Corp                                                         | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     2110000 | PA      | $1967880.68    | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                                   | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     1327000 | PA      | $1283625.53    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3735850 | PA      | $3396622.26    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $20719838.88   | 0.13%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -611 | NC      | $2098887.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVIATHAN BOND LTD                                    | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      210000 | PA      | $196389.38     | 0.00%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4969396.25    | 0.03%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2014-GC24                                          | CUSIP: 36253GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4465910 | PA      | $4316807.38    | 0.03%             | 2047-09-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    13058000 | PA      | $12291531.44   | 0.08%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $49132805.00   | 0.32%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2018-C10                                          | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1869271.60    | 0.01%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13551000 | PA      | $13292159.37   | 0.09%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                    | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18617289.20   | 0.12%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| RELX CAPITAL INC                                      | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2827392.60    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5065000 | PA      | $4303827.19    | 0.03%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     9540000 | PA      | $8322606.71    | 0.05%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | CUSIP: 94989HAM2<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     8950000 | PA      | $8544720.73    | 0.06%             | 2048-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140N0X42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      808129 | PA      | $734414.70     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8690891.80    | 0.06%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                        | Countrywide Asset-Backed Certificates                                           | CUSIP: 126673CQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1630325 | PA      | $1543725.29    | 0.01%             | 2034-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                 | Kentucky Utilities Co                                                           | CUSIP: 491674BK2<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2051419.47    | 0.01%             | 2025-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                           | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2089215.88    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MXFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110345 | PA      | $100326.78     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                     | Wellfleet CLO 2017-2A Ltd                                                       | CUSIP: 94951MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14629902 | PA      | $14458514.53   | 0.09%             | 2029-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30048000 | PA      | $25371500.55   | 0.16%             | 2032-06-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   150000000 | PA      | $93421875.00   | 0.61%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -4948 | NC      | $-1318578.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                   | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $28259861.70   | 0.18%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                      | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      435000 | PA      | $401580.24     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| EQM MIDSTREAM PARTNERS L                              | EQM Midstream Partners LP                                                       | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      225000 | PA      | $216897.06     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4858666.56    | 0.03%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                 | Level 3 Financing Inc                                                           | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      400000 | PA      | $338875.04     | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                   | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11300000 | PA      | $10310413.80   | 0.07%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $8531628.90    | 0.06%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                          | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    12215000 | PA      | $11866012.08   | 0.08%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $986882.02     | 0.01%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                 | KKR CLO 18 Ltd                                                                  | CUSIP: 48251JAL7<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |     9431321 | PA      | $9319213.12    | 0.06%             | 2030-07-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                           | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     5140000 | PA      | $4502820.93    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                | CUSIP: 3132DNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162836 | PA      | $148067.14     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1246914 | PA      | $1133183.12    | 0.01%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                        | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11045000 | PA      | $9630229.38    | 0.06%             | 2052-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                             | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3135000 | PA      | $2352078.30    | 0.02%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                               | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    56510000 | PA      | $54870769.22   | 0.36%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23000000 | PA      | $20935390.74   | 0.14%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     9170000 | PA      | $8588302.43    | 0.06%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                 | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2782952.27    | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2013-C12                             | CUSIP: 46639NAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87587 | PA      | $86932.12      | 0.00%             | 2045-07-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                          | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1454947.25    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2020-IG1 Mortgage Trust                                               | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5120000 | PA      | $4198754.30    | 0.03%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                          | Ohio State University/The                                                       | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     1300000 | PA      | $1314446.97    | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1354317.45    | 0.01%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3800000 | PA      | $3501725.08    | 0.02%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6836000 | PA      | $6507347.00    | 0.04%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    41345000 | PA      | $42561971.47   | 0.28%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                          | UBS Group AG                                                                    | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2930000 | PA      | $2865514.51    | 0.02%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8790130.00    | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                             | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7417074.33    | 0.05%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                          | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24028753.00   | 0.16%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                           | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     3738000 | PA      | $3285504.26    | 0.02%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15610000 | PA      | $14239039.26   | 0.09%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR POLL ABAT                        | Massachusetts Clean Water Trust/The                                             | CUSIP: 57604P5P5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |     1265000 | PA      | $1269336.95    | 0.01%             | 2040-08-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                        | CARLYLE US CLO 2021-11 LTD                                                      | CUSIP: 143122AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9735832.00    | 0.06%             | 2033-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    31570000 | PA      | $30775377.42   | 0.20%             | 2028-07-25      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12878168 | PA      | $11804366.51   | 0.08%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.                                  | Eagle RE 2018-1 Ltd                                                             | CUSIP: 269826AA1<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |     1720643 | PA      | $1715003.45    | 0.01%             | 2028-11-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                        | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10              | CUSIP: 06054MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2795976 | PA      | $2584219.44    | 0.02%             | 2049-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                    | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1427582.98    | 0.01%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                             | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5123482.08    | 0.03%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2016-P5                                     | CUSIP: 17325DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1654000 | PA      | $1496545.26    | 0.01%             | 2049-10-10      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2022-B34 Mortgage Trust                                               | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12378923 | PA      | $11152593.85   | 0.07%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                               | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7453803.36    | 0.05%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                               | Japan Finance Organization for Municipalities                                   | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    10000000 | PA      | $8924969.00    | 0.06%             | 2025-09-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    72239000 | PA      | $66188783.65   | 0.43%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   278066392 | PA      | $235735374.36  | 1.53%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2017-C4                                           | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8100000 | PA      | $7448543.73    | 0.05%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6500000 | PA      | $5337371.00    | 0.03%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $10163147.05   | 0.07%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5079085.86    | 0.03%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9015000 | PA      | $8875751.52    | 0.06%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5216368.50    | 0.03%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6750000 | PA      | $6295320.68    | 0.04%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    13805000 | PA      | $13383489.86   | 0.09%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                       | Yamana Gold Inc                                                                 | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     2970000 | PA      | $2229802.64    | 0.01%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $22756137.30   | 0.15%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                           | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4780679.50    | 0.03%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ERAC USA FINANCE LLC                                  | ERAC USA Finance LLC                                                            | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2338160.30    | 0.02%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                      | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5730000 | PA      | $5217661.73    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $27226645.50   | 0.18%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3474281.18    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                | Federal Home Loan Banks                                                         | CUSIP: 3130ATHY6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      595000 | PA      | $580826.91     | 0.00%             | 2032-09-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                 | KKR Clo 33 Ltd                                                                  | CUSIP: 48254QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8000000 | PA      | $7831799.20    | 0.05%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                     | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3319633.99    | 0.02%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                         | Welltower Inc                                                                   | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1266512.73    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                           | Markel Corp                                                                     | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      500000 | PA      | $460885.42     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2016-GS4                                           | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4807792 | PA      | $4430837.83    | 0.03%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13055000 | PA      | $10444942.83   | 0.07%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $45023438.00   | 0.29%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    37960000 | PA      | $40196298.00   | 0.26%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                   | Cbam 2018-7 Ltd                                                                 | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |    16850000 | PA      | $16549085.96   | 0.11%             | 2031-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    36980000 | PA      | $38466439.57   | 0.25%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA                                | Light Servicos de Eletricidade SA/Light Energia SA                              | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      200000 | PA      | $166912.50     | 0.00%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                        | Alternative Loan Trust 2005-38                                                  | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1456687 | PA      | $1280386.19    | 0.01%             | 2035-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                              | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     4267000 | PA      | $4374324.01    | 0.03%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5822000 | PA      | $5685791.63    | 0.04%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2014-CCRE20 Mortgage Trust                                                 | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6444967 | PA      | $6143191.00    | 0.04%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   106450000 | PA      | $105876168.50  | 0.69%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                         | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1218980.84    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                        | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     3605000 | PA      | $2990203.12    | 0.02%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Guggenheim CLO STAT Ltd                               | Guggenheim CLO 2022-1 STAT Ltd                                                  | CUSIP: 40172JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    54300000 | PA      | $54273018.33   | 0.35%             | 2031-10-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                        | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5355300.55    | 0.03%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    17760000 | PA      | $15004633.68   | 0.10%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $6822904.93    | 0.04%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                  | Monongahela Power Co                                                            | CUSIP: 610202BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5310000 | PA      | $5220319.25    | 0.03%             | 2024-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18403804 | PA      | $16720253.77   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2336050 | PA      | $2313407.72    | 0.02%             | 2051-08-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                            | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    12730000 | PA      | $12048917.50   | 0.08%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                 | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4893006.10    | 0.03%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | CUSIP: 95000GAX2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    15704388 | PA      | $14143370.10   | 0.09%             | 2049-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     6620000 | PA      | $5807762.81    | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                               | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    65226000 | PA      | $61165954.14   | 0.40%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    40984000 | PA      | $36129923.07   | 0.23%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                               | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1555000 | PA      | $1417736.11    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                              | Madison Park Funding XXXIII Ltd                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4903572.00    | 0.03%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    87895000 | PA      | $82996304.90   | 0.54%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                    | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1414632.10    | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| BANK MANDIRI PT                                       | Bank Mandiri Persero Tbk PT                                                     | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |      285000 | PA      | $278195.63     | 0.00%             | 2024-04-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      760000 | PA      | $661785.42     | 0.00%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: —       |
| EQM MIDSTREAM PARTNERS L                              | EQM Midstream Partners LP                                                       | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      225000 | PA      | $220428.96     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    66000000 | PA      | $50753959.08   | 0.33%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      300000 | PA      | $273150.00     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                            | Sprint LLC                                                                      | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5101580.90    | 0.03%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    95000000 | PA      | $75339054.60   | 0.49%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| GULF POWER CO                                         | Gulf Power Co                                                                   | CUSIP: 402479CF4<br>LEI: BLVY3B5CY5IDPCFLQ577 | Long             | DBT              | CORP              | US        |      795000 | PA      | $749471.34     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5010000 | PA      | $4634241.98    | 0.03%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140N3CN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1179005 | PA      | $1071459.93    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    79864907 | PA      | $67835350.84   | 0.44%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      425000 | PA      | $427653.11     | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| TH MSR ISSUER TRUST                                   | TH MSR issuer Trust                                                             | CUSIP: 87271AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8350000 | PA      | $7812575.63    | 0.05%             | 2024-06-25      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ PROJ AGRIC IMPT                         | Salt River Project Agricultural Improvement & Power District                    | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    20800000 | PA      | $20287150.62   | 0.13%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                            | AbbVie Inc                                                                      | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      575000 | PA      | $565940.58     | 0.00%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      748621 | PA      | $634583.32     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2789596 | PA      | $2528030.37    | 0.02%             | 2049-08-10      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                   | Oportun Issuance Trust 2022-2                                                   | CUSIP: 68377HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6707054 | PA      | $6651788.12    | 0.04%             | 2029-10-09      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $3645455.38    | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES T                        | Regional Transportation District Sales Tax Revenue                              | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2895000 | PA      | $3117490.62    | 0.02%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                       | CSL Finance PLC                                                                 | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     6995000 | PA      | $6590292.38    | 0.04%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                    | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  2147031818 | NS      | $2147031818.43 | 13.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO Ltd                                     | Wellfleet CLO 2017-3 Ltd                                                        | CUSIP: 94950HAA3<br>LEI: 254900TEETF3L54VTH19 | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4903911.50    | 0.03%             | 2031-01-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                          | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1246748.85    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                        | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |    19300000 | PA      | $18939485.65   | 0.12%             | 2032-10-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                   | CUSIP: 46590MAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5983370 | PA      | $5468690.90    | 0.04%             | 2049-08-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                | Corp Andina de Fomento                                                          | CUSIP: 219868BZ8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |      445000 | PA      | $444777.50     | 0.00%             | 2023-01-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3955000 | PA      | $4066130.75    | 0.03%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    11461000 | PA      | $9764154.02    | 0.06%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70000000 | PA      | $29635156.60   | 0.19%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2309104.28    | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer