# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070014
**Filing Date:** 2023-3
**Character Count:** 369727
**Document Hash:** b3467ecb8c6982f79ccb173d3885a647
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070014.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070014

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601
- **IRS NUMBER:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768925

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Short Duration Bond Fund (Series ID: S000001601)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004336 | Class S      | RFBSX           |
| C000004337 | Class C      | RSBCX           |
| C000043470 | Class A      | RSBTX           |
| C000066918 | Class Y      | RSBYX           |
| C000166204 | Class R6     | RDBRX           |
| C000178370 | Class M      | RSDTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000001601

- **c. LEI of Series:** SYIWP2HFI2PTL75P6V57

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $384201927.50

**Total Liabilities:** $1735696.68

**Net Assets:** $382466230.82

**Delayed Delivery Securities:** $428750.00

**Cash Not Reported:** $1446401.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1108.45000000 | **1-Year:** -33219.80000000 | **5-Year:** -18837.64000000 | **10-Year:** -818.47000000 | **30-Year:** -693.26000000

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

- **3-Month:** -28.78000000 | **1-Year:** -1061.08000000 | **5-Year:** -2723.49000000 | **10-Year:** -12.32000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000043470 | -1.27%               | -2.36%               | -1.34%               |
| Class ID C000166204 | 1.27%                | 0.24%                | 1.20%                |
| Class ID C000004336 | 1.27%                | 0.23%                | 1.21%                |
| Class ID C000178370 | 1.33%                | 0.18%                | 1.21%                |
| Class ID C000004337 | 1.21%                | 0.10%                | 1.12%                |
| Class ID C000066918 | 1.28%                | 0.24%                | 1.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1429092.24             | $5355004.13                                |
| Month 2  | $-256108.81              | $489940.86                                 |
| Month 3  | $-273945.57              | $3768111.19                                |

**Designated Index Information**

- **Index Name:** ICE BofA 1-3 Year US Treasury Index

- **Index Identifier:** MERRILL.MC.G1O2

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                                                                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664534.43    | 0.17%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296584.62    | 0.08%             | 2027-04-22      | Fixed         | 1.58%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                      | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $533033.11    | 0.14%             | 2025-03-22      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Rad CLO Ltd                                                                                         | Rad CLO 15 Ltd                                                                                                         | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246521.00    | 0.06%             | 2034-01-20      | Floating      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                                                                               | TotalEnergies Capital International SA                                                                                 | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1155298.43   | 0.30%             | 2025-01-10      | Fixed         | 2.43%                 | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                                                                       | UBS Commercial Mortgage Trust 2017-C2                                                                                  | CUSIP: 90276CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801438 | PA      | $769726.54    | 0.20%             | 2050-08-15      | Fixed         | 3.26%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1188510.83   | 0.31%             | 2025-05-01      | Fixed         | 0.98%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp                                                                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    569000 | PA      | $548711.46    | 0.14%             | 2025-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                              | CenterPoint Energy Inc                                                                                                 | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471468.03    | 0.12%             | 2024-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1315116.59   | 0.34%             | 2024-12-13      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                 | Carrier Global Corp                                                                                                    | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $588586.21    | 0.15%             | 2025-02-15      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                             | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    660000 | PA      | $641083.89    | 0.17%             | 2025-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                                            | Capital One Prime Auto Receivables Trust 2021-1                                                                        | CUSIP: 14044CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493875 | PA      | $488737.04    | 0.13%             | 2025-02-18      | Fixed         | 0.32%                 | No            | 2                  | On Loan: No      |
| BARINGS BDC INC                                                                                     | Barings BDC Inc                                                                                                        | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    694000 | PA      | $611845.15    | 0.16%             | 2026-11-23      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                    | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    455000 | PA      | $445233.23    | 0.12%             | 2024-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                                          | Mercury Financial Credit Card Master Trust                                                                             | CUSIP: 58940BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250000.00    | 0.07%             | 2026-03-20      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 10, Ltd.                                                          | Goldentree Loan Management US Clo 10 Ltd                                                                               | CUSIP: 38138TAC5<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $373694.66    | 0.10%             | 2034-07-20      | Floating      | 5.91%                 | Yes           | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        50 | NC      | $-57003.37    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                       | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    979000 | PA      | $974900.23    | 0.25%             | 2026-02-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BMW Vehicle Lease Trust                                                                             | BMW Vehicle Lease Trust 2022-1                                                                                         | CUSIP: 05601XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $534252.51    | 0.14%             | 2025-03-25      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $332.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                                                                  | APi Group DE, Inc. Term Loan B                                                                                         | CUSIP: 00186XAB9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    117146 | PA      | $117145.60    | 0.03%             | 2026-10-01      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LP                                                                                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $265331.37    | 0.07%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR Remic Trust 2020-DNA2                                                                                | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |     88365 | PA      | $88175.96     | 0.02%             | 2050-02-25      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1164868.01   | 0.30%             | 2025-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 55 CLO Ltd                                                                                                      | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248139.00    | 0.06%             | 2031-04-15      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| BGC PARTNERS INC                                                                                    | BGC Partners Inc                                                                                                       | CUSIP: 05541TAM3<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    603000 | PA      | $581455.59    | 0.15%             | 2024-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                                                                                 | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    598000 | PA      | $580841.76    | 0.15%             | 2026-03-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                                                                 | CUSIP: 3133EMWH1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1900000 | PA      | $1756903.36   | 0.46%             | 2025-04-21      | Fixed         | 0.71%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                                                                | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    582000 | PA      | $592426.51    | 0.15%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2022-B                                                                                  | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795000 | PA      | $782032.68    | 0.20%             | 2026-11-16      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                                            | Martin Marietta Materials Inc                                                                                          | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    565000 | PA      | $553492.94    | 0.14%             | 2023-07-15      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Rent-A-Center, Inc.                                                                                 | Rent-A-Center, Inc. 2021 First Lien Term Loan B                                                                        | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    128690 | PA      | $124990.32    | 0.03%             | 2028-02-17      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2020-EXP3 Trust                                                                                                    | CUSIP: 67448WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13192 | PA      | $13159.16     | 0.00%             | 2060-01-25      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-BXMF                                                                                                     | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $301376.20    | 0.08%             | 2026-10-15      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                     | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258029.03    | 0.07%             | 2023-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                                                                | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395404.79    | 0.10%             | 2025-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1007.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257768.00    | 0.07%             | 2024-03-22      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201503.25    | 0.05%             | 2024-01-08      | Fixed         | 0.80%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-SDMF                                                                                                     | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $262477.91    | 0.07%             | 2034-09-15      | Floating      | 6.40%                 | Yes           | 2                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                                    | WFRBS Commercial Mortgage Trust 2014-C25                                                                               | CUSIP: 92939LAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400740 | PA      | $394013.27    | 0.10%             | 2047-11-15      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                                                                     | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    589000 | PA      | $613176.28    | 0.16%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                        | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389311.43    | 0.10%             | 2025-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| BCRED MML CLO 2021-1 LLC                                                                            | BCRED MML CLO 2021-1 LLC                                                                                               | CUSIP: 05554LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $193924.60    | 0.05%             | 2035-01-15      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2020-B22 Mortgage Trust                                                                                      | CUSIP: 08163BBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    916126 | PA      | $841940.88    | 0.22%             | 2054-01-15      | Fixed         | 0.51%                 | No            | 2                  | On Loan: No      |
| NYO Commercial Mortgage Trust                                                                       | NYO Commercial Mortgage Trust 2021-1290                                                                                | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $267977.02    | 0.07%             | 2038-11-15      | Floating      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| AREIT CRE Trust                                                                                     | AREIT 2022-CRE6 Trust                                                                                                  | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    234172 | PA      | $225922.02    | 0.06%             | 2037-01-16      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                               | CUSIP: 38375US27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220471 | PA      | $210874.80    | 0.06%             | 2067-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                 | PayPal Holdings Inc                                                                                                    | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    490000 | PA      | $472842.90    | 0.12%             | 2024-10-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                                            | Americredit Automobile Receivables Trust 2022-1                                                                        | CUSIP: 03066TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271440 | PA      | $268452.86    | 0.07%             | 2026-01-20      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing LLC                                                                                            | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $827980.53    | 0.22%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2019-D Owner Trust                                                                             | CUSIP: 89233MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66312 | PA      | $66219.13     | 0.02%             | 2024-01-16      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                                                                    | Symphony CLO XIX Ltd                                                                                                   | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $405743.38    | 0.11%             | 2031-04-16      | Floating      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                    | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    566000 | PA      | $548353.68    | 0.14%             | 2025-04-14      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| AbbVie Inc                                                                                          | AbbVie Inc                                                                                                             | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263167.34    | 0.07%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Unilever Capital Corp                                                                               | Unilever Capital Corp                                                                                                  | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    584000 | PA      | $569199.13    | 0.15%             | 2024-05-05      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                                                                               | Reckitt Benckiser Treasury Services PLC                                                                                | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    593000 | PA      | $575820.99    | 0.15%             | 2024-06-26      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| TSMC GLOBAL LTD                                                                                     | TSMC Global Ltd                                                                                                        | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    405000 | PA      | $365598.39    | 0.10%             | 2025-09-28      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                           | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57556.20     | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| D.R. HORTON INC                                                                                     | DR Horton Inc                                                                                                          | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192357.12    | 0.05%             | 2024-10-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $361446.31    | 0.09%             | 2026-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Colgate-Palmolive Co                                                                                | Colgate-Palmolive Co                                                                                                   | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090305.35   | 0.29%             | 2024-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                                                                 | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    621000 | PA      | $594146.63    | 0.16%             | 2025-01-12      | Fixed         | 0.99%                 | Yes           | 2                  | On Loan: No      |
| EOG Resources Inc                                                                                   | EOG Resources Inc                                                                                                      | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213418.01    | 0.06%             | 2025-04-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                                                                  | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    663000 | PA      | $596676.42    | 0.16%             | 2025-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                                                                        | NiSource Inc                                                                                                           | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    435000 | PA      | $396448.13    | 0.10%             | 2025-08-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-4 Trust                                                                    | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214703 | PA      | $189416.70    | 0.05%             | 2050-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP                                                                               | PACCAR Financial Corp                                                                                                  | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2224769.82   | 0.58%             | 2025-08-11      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31412VKK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28057 | PA      | $28388.66     | 0.01%             | 2025-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FORTINET INC                                                                                        | Fortinet Inc                                                                                                           | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $293736.09    | 0.08%             | 2026-03-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| EQT Corp                                                                                            | EQT Corp                                                                                                               | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $369985.20    | 0.10%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                                            | Sumitomo Mitsui Trust Bank Ltd                                                                                         | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $495225.77    | 0.13%             | 2024-03-25      | Fixed         | 0.85%                 | Yes           | 2                  | On Loan: No      |
| Brown & Brown Inc                                                                                   | Brown & Brown Inc                                                                                                      | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    561000 | PA      | $553048.02    | 0.14%             | 2024-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                      | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180008.84    | 0.05%             | 2024-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                                                       | CUSIP: 06368B5P9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    551000 | PA      | $519886.79    | 0.14%             | 2024-08-25      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                                              | Skandinaviska Enskilda Banken AB                                                                                       | CUSIP: 83051GAR9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    270000 | PA      | $243780.30    | 0.06%             | 2025-09-02      | Fixed         | 0.85%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                                                                 | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $302142.59    | 0.08%             | 2036-09-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                                                  | Raytheon Technologies Corp                                                                                             | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128275.24    | 0.03%             | 2025-08-16      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                                      | Long Beach Mortgage Loan Trust 2004-5                                                                                  | CUSIP: 542514HC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255325 | PA      | $246188.06    | 0.06%             | 2034-09-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LP                                                                                         | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $219855.65    | 0.06%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1128246.57   | 0.29%             | 2024-03-05      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                            | New York Life Global Funding                                                                                           | CUSIP: 64952WET6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313301.96    | 0.08%             | 2024-06-06      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| KEY BANK NA                                                                                         | KeyBank NA/Cleveland OH                                                                                                | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395481.92    | 0.10%             | 2026-01-26      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Mortgage Repurchase Agreement Financing Trust                                                       | Mortgage Repurchase Agreement Financing Trust II Series 2022-1                                                         | CUSIP: 61916TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $176323.32    | 0.05%             | 2025-03-30      | Floating      | 6.23%                 | Yes           | 3                  | On Loan: No      |
| KKR Industrial Portfolio Trust                                                                      | KKR Industrial Portfolio Trust 2021-KDIP                                                                               | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62488 | PA      | $61099.67     | 0.02%             | 2037-12-15      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44590.32     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                                             | Capital One Multi-Asset Execution Trust                                                                                | CUSIP: 14041NFS5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $169975.03    | 0.04%             | 2026-03-16      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60000 | PA      | $58916.96     | 0.02%             | 2042-02-25      | Floating      | 6.71%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                     | CUSIP: 3137B12D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140261 | PA      | $134396.23    | 0.04%             | 2027-09-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SG Capital Partners                                                                                 | SG Residential Mortgage Trust 2022-1                                                                                   | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225286 | PA      | $207989.26    | 0.05%             | 2062-03-27      | Variable      | 3.17%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2014-C25                                                                    | CUSIP: 46643PBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $107006.98    | 0.03%             | 2047-11-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1380000 | PA      | $1296617.36   | 0.34%             | 2024-07-31      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                                                        | CUSIP: 46651MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432214 | PA      | $423808.61    | 0.11%             | 2036-07-15      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608474.81    | 0.16%             | 2024-07-05      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2021-L7                                                                                 | CUSIP: 61772TAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017087 | PA      | $931362.97    | 0.24%             | 2054-10-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                                                        | CUSIP: 65559CAB7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    270000 | PA      | $244376.25    | 0.06%             | 2025-08-28      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                                                                   | CUSIP: 78015K7J7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1355431.43   | 0.35%             | 2023-10-26      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| SREIT Trust                                                                                         | STWD Trust 2021-FLWR                                                                                                   | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238733.83    | 0.06%             | 2036-07-15      | Floating      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Honda Auto Receivables Owner Trust                                                                  | Honda Auto Receivables 2022-1 Owner Trust                                                                              | CUSIP: 43815BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284051 | PA      | $279557.04    | 0.07%             | 2024-10-15      | Fixed         | 1.44%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                        | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    612000 | PA      | $550010.13    | 0.14%             | 2026-09-11      | Fixed         | 1.62%                 | Yes           | 2                  | On Loan: No      |
| Unilever Capital Corp                                                                               | Unilever Capital Corp                                                                                                  | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1449812.70   | 0.38%             | 2025-07-30      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    470000 | PA      | $455975.02    | 0.12%             | 2024-09-15      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2022-LBA6                                                                                                     | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244686.00    | 0.06%             | 2039-01-15      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| Pfizer Inc                                                                                          | Pfizer Inc                                                                                                             | CUSIP: 717081DH3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1131896.91   | 0.30%             | 2023-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                                                                    | Carlyle Global Market Strategies CLO 2014-1 Ltd                                                                        | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    279151 | PA      | $276592.29    | 0.07%             | 2031-04-17      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                                                        | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $174740.78    | 0.05%             | 2027-03-08      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                                          | AMSR 2020-SFR5 Trust                                                                                                   | CUSIP: 03217JAA9<br>LEI: 549300164ZV2301BC703 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $318358.50    | 0.08%             | 2037-11-17      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                                                        | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $303509.55    | 0.08%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           | 2                  | On Loan: No      |
| VFH Parent LLC                                                                                      | VFH Parent LLC 2022 Term Loan B                                                                                        | CUSIP: 91820UAS9<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    128700 | PA      | $127734.75    | 0.03%             | 2029-01-13      | Floating      | 7.61%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                                                           | BPR Trust 2021-TY                                                                                                      | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234824.48    | 0.06%             | 2038-09-15      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| ELP 2021-ELP                                                                                        | ELP Commercial Mortgage Trust 2021-ELP                                                                                 | CUSIP: 26863LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239362.73    | 0.06%             | 2038-11-15      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                             | National Bank of Canada                                                                                                | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $598071.31    | 0.16%             | 2024-08-06      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2022-NQM1 Trust                                                                                                    | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209930 | PA      | $185049.89    | 0.05%             | 2061-11-25      | Variable      | 2.31%                 | Yes           | 2                  | On Loan: No      |
| Collateralized Commercial Paper FLEX Co LLC                                                         | Collateralized Commercial Paper FLEX Co LLC                                                                            | CUSIP: 19423KU51<br>LEI: 549300QFFTZ0K7V16U14 | Long             | STIV             | CORP              | US        |   1400000 | PA      | $1370566.36   | 0.36%             | 2023-07-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Black Diamond CLO Ltd                                                                               | Black Diamond Clo 2017-1 Ltd                                                                                           | CUSIP: 09202VAY4<br>LEI: 54930069GUF2V1O4MD77 | Long             | ABS-CBDO         | CORP              | KY        |    159459 | PA      | $157896.17    | 0.04%             | 2029-04-24      | Floating      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                                                        | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $213996.62    | 0.06%             | 2026-05-01      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $192101.33    | 0.05%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-ARIA                                                                                                     | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $294481.28    | 0.08%             | 2036-10-15      | Floating      | 6.35%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Bill                                                                                            | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    235000 | PA      | $233130.44    | 0.06%             | 2023-04-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487012.56    | 0.13%             | 2023-11-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                                                                             | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    370000 | PA      | $341387.86    | 0.09%             | 2025-05-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1469772.12   | 0.38%             | 2026-04-22      | Fixed         | 2.08%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                               | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1826454.65   | 0.48%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                                                                             | Federal Home Loan Bank Discount Notes                                                                                  | CUSIP: 313384DL0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1192244.86   | 0.31%             | 2023-03-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                                                                   | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    830000 | PA      | $822448.32    | 0.22%             | 2024-03-04      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $6946691.39   | 1.82%             | 2024-08-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2020-BNK26                                                                                                        | CUSIP: 06540JAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76997 | PA      | $73395.96     | 0.02%             | 2063-03-15      | Fixed         | 1.39%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $286131.40    | 0.07%             | 2023-07-21      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                                             | John Deere Capital Corp                                                                                                | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    700000 | PA      | $661615.71    | 0.17%             | 2024-06-07      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2021-C11                                                                                          | CUSIP: 05493MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436315 | PA      | $400865.38    | 0.10%             | 2054-09-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2014-C21                                                                    | CUSIP: 46642EBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $289775.94    | 0.08%             | 2047-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                                                                         | Cargill Inc                                                                                                            | CUSIP: 141781BN3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89611.47     | 0.02%             | 2026-02-02      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| TCI-Flatiron CLO Ltd                                                                                | TCI-Flatiron CLO 2016-1 Ltd                                                                                            | CUSIP: 87230AAW6<br>LEI: 549300EEOTVLW827QY91 | Long             | ABS-CBDO         | CORP              | KY        |    291449 | PA      | $287283.97    | 0.08%             | 2032-01-17      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $754.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO INBURSA                                                                                       | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa                                                | CUSIP: 05969LAA9<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    537000 | PA      | $529805.96    | 0.14%             | 2024-06-06      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                                                                     | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    590000 | PA      | $576281.32    | 0.15%             | 2025-03-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-XL2                                                                                  | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287282 | PA      | $275776.24    | 0.07%             | 2038-10-15      | Floating      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| BMW Vehicle Owner Trust                                                                             | BMW Vehicle Owner Trust 2022-A                                                                                         | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035000 | PA      | $1010378.28   | 0.26%             | 2026-08-25      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED CHF / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $1484.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                                                               | SURA Asset Management SA                                                                                               | CUSIP: 86425QAA6<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    607000 | PA      | $602035.63    | 0.16%             | 2024-04-17      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| UPMC                                                                                                | UPMC                                                                                                                   | CUSIP: 90320WAD5<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1090528.76   | 0.29%             | 2025-04-03      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                                                            | CUSIP: 61765TAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278887 | PA      | $271965.51    | 0.07%             | 2048-10-15      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                                      | Long Beach Mortgage Loan Trust 2005-WL1                                                                                | CUSIP: 542514LL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178762 | PA      | $173546.94    | 0.05%             | 2035-06-25      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                       | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    588000 | PA      | $566966.13    | 0.15%             | 2024-08-16      | Fixed         | 2.02%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                                                                                  | BMW US Capital LLC                                                                                                     | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152806.49    | 0.04%             | 2024-04-01      | Fixed         | 0.80%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2022-1                                                                              | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151891 | PA      | $133099.77    | 0.03%             | 2067-01-25      | Variable      | 2.21%                 | Yes           | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                      | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184703.75    | 0.05%             | 2025-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $537008.55    | 0.14%             | 2023-11-17      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                                                      | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    977000 | PA      | $884410.93    | 0.23%             | 2026-10-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                                              | Allied World Assurance Co Holdings Ltd                                                                                 | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    602000 | PA      | $582134.51    | 0.15%             | 2025-10-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1480000 | PA      | $1510640.62   | 0.39%             | 2027-10-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| L3Harris Tech Inc                                                                                   | L3Harris Technologies Inc                                                                                              | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78109.80     | 0.02%             | 2025-04-27      | Fixed         | 3.83%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-CIP                                                                                  | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244759.70    | 0.06%             | 2038-12-15      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CBRE Services Inc                                                                                   | CBRE Services Inc                                                                                                      | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    601000 | PA      | $598460.93    | 0.16%             | 2026-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                                                          | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    616000 | PA      | $544298.88    | 0.14%             | 2026-07-12      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2022-C                                                                                    | CUSIP: 34535AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $797126.56    | 0.21%             | 2025-04-15      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| AEP Texas Central Transition Funding                                                                | AEP Texas Restoration Funding LLC                                                                                      | CUSIP: 00115BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436727 | PA      | $426493.41    | 0.11%             | 2027-02-01      | Fixed         | 2.06%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    370000 | PA      | $335739.74    | 0.09%             | 2025-11-13      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Santander UK PLC                                                                                    | Santander UK PLC                                                                                                       | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    531000 | PA      | $526003.29    | 0.14%             | 2023-11-07      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                                 | Otis Worldwide Corp                                                                                                    | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    626000 | PA      | $590493.03    | 0.15%             | 2025-04-05      | Fixed         | 2.06%                 | No            | 2                  | On Loan: No      |
| Taxable Municipal Funding Trust                                                                     | TXBL MUNI FUNDING TRUST VARIOUS STATES                                                                                 | CUSIP: 62630WEL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $610000.00    | 0.16%             | 2030-09-01      | Floating      | 4.22%                 | Yes           | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                                                                 | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $254724.73    | 0.07%             | 2034-08-15      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                                                               | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $382823.86    | 0.10%             | 2037-12-15      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| FRANKLIN BSP LENDING COR                                                                            | Franklin BSP Lending Corp                                                                                              | CUSIP: 12325JAJ0<br>LEI: 549300K8IFP295FLKS39 | Long             | DBT              | CORP              | US        |    742000 | PA      | $656031.73    | 0.17%             | 2026-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-23.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                                                                  | Whitebox Clo I Ltd                                                                                                     | CUSIP: 96467FAJ9<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $386153.43    | 0.10%             | 2032-07-24      | Floating      | 5.95%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                         | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    692000 | PA      | $673418.96    | 0.18%             | 2024-09-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                                                                     | JPMorgan Chase Bank NA - CACLN                                                                                         | CUSIP: 46591HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96168 | PA      | $94859.89     | 0.02%             | 2028-01-25      | Fixed         | 0.99%                 | Yes           | 2                  | On Loan: No      |
| General Mills Inc                                                                                   | General Mills Inc                                                                                                      | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1279929.66   | 0.33%             | 2025-04-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMEREN CORP                                                                                         | Ameren Corp                                                                                                            | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    360000 | PA      | $323943.58    | 0.08%             | 2027-03-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                         | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    670000 | PA      | $639054.67    | 0.17%             | 2024-02-15      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                                                                  | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89908.20     | 0.02%             | 2026-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                                                     | AREIT 2021-CRE5 Trust                                                                                                  | CUSIP: 04002PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    135532 | PA      | $130296.04    | 0.03%             | 2038-11-17      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2013-C14                                                                    | CUSIP: 46640LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $494942.20    | 0.13%             | 2046-08-15      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                                                                     | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    579000 | PA      | $563239.94    | 0.15%             | 2024-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433285.01    | 0.11%             | 2025-10-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $870056.85    | 0.23%             | 2026-08-09      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $173278.52    | 0.05%             | 2026-11-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102954.43    | 0.03%             | 2025-04-24      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                                                        | 7-Eleven Inc                                                                                                           | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    855000 | PA      | $817463.28    | 0.21%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           | 2                  | On Loan: No      |
| VIATRIS INC                                                                                         | Viatris Inc                                                                                                            | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206805.16    | 0.05%             | 2025-06-22      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BANK OF THE WEST AUTO TRUST                                                                         | Bank of The West Auto Trust 2019-1                                                                                     | CUSIP: 065606AE5<br>LEI: 549300VWQMQWM78WF314 | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $587412.62    | 0.15%             | 2025-01-15      | Fixed         | 2.76%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                              | Federal Home Loan Banks                                                                                                | CUSIP: 3130AMND0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1415219.01   | 0.37%             | 2024-06-17      | Fixed         | 0.43%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                             | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    720000 | PA      | $693869.97    | 0.18%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                  | Royalty Pharma PLC                                                                                                     | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $467870.54    | 0.12%             | 2023-09-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC                                                               | Charter Communications Operating, LLC 2019 Term Loan B1                                                                | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    128646 | PA      | $128373.11    | 0.03%             | 2025-04-30      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $-940.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MAS8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $709269.24    | 0.19%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           | 2                  | On Loan: No      |
| Equinor ASA                                                                                         | Equinor ASA                                                                                                            | CUSIP: 656531AD2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    503000 | PA      | $535823.50    | 0.14%             | 2025-11-15      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| XPO INC                                                                                             | XPO Inc                                                                                                                | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5037.13      | 0.00%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: SWS074401 IRS USD R F  2.77000 2 CCPOIS / Short: SWS074401 IRS USD P V 00MSOFR 1 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3163000 | OU      | $-85323.54    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                                                                      | Bancolombia SA                                                                                                         | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    559000 | PA      | $530306.53    | 0.14%             | 2025-01-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                                                                    | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    569000 | PA      | $547562.49    | 0.14%             | 2025-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS 2018-TALL Mortgage Trust                                                                                         | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $459795.70    | 0.12%             | 2037-03-15      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                               | CUSIP: 38378YZ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206935 | PA      | $200871.30    | 0.05%             | 2026-04-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                                                              | American Honda Finance Corp                                                                                            | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    560000 | PA      | $515827.62    | 0.13%             | 2025-07-08      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                    | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $773245.04    | 0.20%             | 2050-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                                                               | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $663744.75    | 0.17%             | 2028-04-06      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                                              | Mizuho Financial Group Inc                                                                                             | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $359371.50    | 0.09%             | 2024-09-08      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2020-CBM Mortgage Trust                                                                                           | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $290028.44    | 0.08%             | 2037-02-10      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    678000 | PA      | $605984.03    | 0.16%             | 2026-06-22      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                                                          | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    747000 | PA      | $677684.39    | 0.18%             | 2026-09-22      | Fixed         | 2.57%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381707.09    | 0.10%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2020-SFR1 Trust                                                                                   | CUSIP: 74331CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554004 | PA      | $516375.93    | 0.14%             | 2037-04-17      | Fixed         | 1.73%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $-9888.12     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Virgin Media Bristol LLC                                                                            | Virgin Media Bristol LLC USD Term Loan N                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $129204.40    | 0.03%             | 2028-01-31      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $582780.32    | 0.15%             | 2026-01-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                             | GA Global Funding Trust                                                                                                | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    715000 | PA      | $660860.10    | 0.17%             | 2024-09-13      | Fixed         | 0.80%                 | Yes           | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                            | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $390884.42    | 0.10%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                                                               | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    490000 | PA      | $481812.10    | 0.13%             | 2025-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Nexstar Broadcasting, Inc.                                                                          | Nexstar Broadcasting, Inc. 2019 Term Loan B4                                                                           | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |     76757 | PA      | $76724.52     | 0.02%             | 2026-09-18      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                                                  | Wendy's Funding LLC                                                                                                    | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $166770.74    | 0.04%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    625000 | PA      | $569183.47    | 0.15%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-XL2                                                                                  | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287282 | PA      | $279281.51    | 0.07%             | 2038-10-15      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                                             | Transcontinental Gas Pipe Line Co LLC                                                                                  | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21594.20     | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    290000 | PA      | $271306.74    | 0.07%             | 2024-10-29      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| WELLFLEET CLO LTD                                                                                   | Wellfleet CLO 2020-2 Ltd                                                                                               | CUSIP: 94950AAN0<br>LEI: 254900T94H3OWOGPUI54 | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $450085.62    | 0.12%             | 2034-07-15      | Floating      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                               | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130916.80    | 0.03%             | 2026-05-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners 47, LLC                                                                 | Octagon Investment Partners 47 Ltd                                                                                     | CUSIP: 67576XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246779.75    | 0.06%             | 2034-07-20      | Floating      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    335000 | PA      | $313069.79    | 0.08%             | 2025-12-06      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2022-D Owner Trust                                                                             | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1261559.88   | 0.33%             | 2027-09-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                                                                         | Swedbank AB                                                                                                            | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    840000 | PA      | $809514.40    | 0.21%             | 2025-04-04      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1415940.94   | 0.37%             | 2024-05-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2021-FL8                                                                                                           | CUSIP: 05493JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    202739 | PA      | $196608.14    | 0.05%             | 2036-01-18      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    562000 | PA      | $556580.86    | 0.15%             | 2024-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Vornado Realty LP                                                                                   | Vornado Realty LP                                                                                                      | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    635000 | PA      | $602985.25    | 0.16%             | 2025-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $536547.72    | 0.14%             | 2025-01-10      | Fixed         | 4.71%                 | Yes           | 2                  | On Loan: No      |
| Caesars Resort Collection, LLC                                                                      | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                                                               | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     98393 | PA      | $98263.30     | 0.03%             | 2024-12-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                                                                   | State Street Corp                                                                                                      | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1144086.27   | 0.30%             | 2024-12-03      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1045858.22   | 0.27%             | 2026-12-09      | Fixed         | 1.09%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                                                         | Extended Stay America Trust 2021-ESH                                                                                   | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312382 | PA      | $307907.77    | 0.08%             | 2038-07-15      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2022-A                                                                                  | CUSIP: 448977AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402101 | PA      | $397107.15    | 0.10%             | 2025-02-18      | Fixed         | 1.81%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Inc                                                                          | Morgan Stanley ABS Capital I Inc Trust 2004-HE3                                                                        | CUSIP: 61744CDH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164306 | PA      | $160355.90    | 0.04%             | 2034-03-25      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                                | Mercedes-Benz Auto Receivables Trust 2022-1                                                                            | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795000 | PA      | $805582.40    | 0.21%             | 2027-08-16      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    712000 | PA      | $683750.50    | 0.18%             | 2027-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $595106.15    | 0.16%             | 2025-07-17      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2020-VIVA                                                                                 | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $192878.55    | 0.05%             | 2044-03-11      | Variable      | 3.55%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $616813.31    | 0.16%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| arbor multifamily mortgage securities trust                                                         | Arbor Multifamily Mortgage Securities Trust 2021-MF3                                                                   | CUSIP: 03882KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $312471.61    | 0.08%             | 2054-10-15      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                     | CUSIP: 3137ARZD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162255 | PA      | $154093.51    | 0.04%             | 2027-07-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                       | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1060487.25   | 0.28%             | 2026-03-01      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd/Dubai                                                                                | ICICI Bank Ltd/Dubai                                                                                                   | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    565000 | PA      | $542829.40    | 0.14%             | 2026-03-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Genesee & Wyoming Inc. (New)                                                                        | Genesee & Wyoming Inc. (New) Term Loan                                                                                 | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    128677 | PA      | $128395.04    | 0.03%             | 2026-12-30      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                                                                                | BAT International Finance PLC                                                                                          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $654363.85    | 0.17%             | 2026-03-25      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| APTIV PLC / APTIV CORP                                                                              | Aptiv PLC / Aptiv Corp                                                                                                 | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    350000 | PA      | $333964.60    | 0.09%             | 2025-02-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                                            | Pioneer Natural Resources Co                                                                                           | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    490000 | PA      | $443226.76    | 0.12%             | 2026-01-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Allegro CLO Ltd                                                                                     | Allegro CLO XI Ltd                                                                                                     | CUSIP: 01750HAA0<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248211.50    | 0.06%             | 2033-01-19      | Floating      | 6.19%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                                                          | CUSIP: 46630MAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $240264.00    | 0.06%             | 2037-01-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                                                              | American Honda Finance Corp                                                                                            | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1469796.78   | 0.38%             | 2024-02-16      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                                            | Visa Inc                                                                                                               | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252470.17    | 0.07%             | 2025-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    810000 | PA      | $795825.00    | 0.21%             | 2025-06-14      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                                                                             | Bayer US Finance II LLC                                                                                                | CUSIP: 07274NAY9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    542000 | PA      | $538320.06    | 0.14%             | 2025-08-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2015-C28                                                                         | CUSIP: 94989JAY2<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |    648568 | PA      | $624136.81    | 0.16%             | 2048-05-15      | Fixed         | 3.29%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                                            | Caterpillar Financial Services Corp                                                                                    | CUSIP: 14913R2J5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1096288.56   | 0.29%             | 2023-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $233055.11    | 0.06%             | 2025-04-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                                                         | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    570000 | PA      | $565518.87    | 0.15%             | 2024-04-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                                             | Spectra Energy Partners LP                                                                                             | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    561000 | PA      | $558765.54    | 0.15%             | 2024-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                          | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    975000 | PA      | $945510.87    | 0.25%             | 2024-02-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185038.26    | 0.05%             | 2028-06-13      | Fixed         | 3.99%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1374678.01   | 0.36%             | 2025-10-30      | Fixed         | 2.41%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448268.86    | 0.12%             | 2025-10-10      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                                             | Nationwide Building Society                                                                                            | CUSIP: 63859UBG7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $315528.07    | 0.08%             | 2024-01-22      | Fixed         | 0.55%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                                                                                 | Nestle Holdings Inc                                                                                                    | CUSIP: 641062AU8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $586390.18    | 0.15%             | 2024-09-14      | Fixed         | 0.61%                 | Yes           | 2                  | On Loan: No      |
| Main Street Capital Corp                                                                            | Main Street Capital Corp                                                                                               | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    568000 | PA      | $564639.73    | 0.15%             | 2024-05-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                                            | Mondelez International Holdings Netherlands BV                                                                         | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    589000 | PA      | $564925.12    | 0.15%             | 2024-09-19      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: SPKC06BZ5 CDS USD R F  5.00000 SPKC06BZ5_FEE CCPCDX / Short: SPKC06BZ5 CDS USD P V 03MEVENT SPKC06BZ5_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4885650 | OU      | $194272.99    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust                                                              | Santander Drive Auto Receivables Trust 2022-1                                                                          | CUSIP: 80286EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $794749.13    | 0.21%             | 2025-11-17      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                                                                      | Merck & Co Inc                                                                                                         | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1259234.42   | 0.33%             | 2025-02-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MBRT 2019 MBR                                                                                       | MBRT 2019-MBR                                                                                                          | CUSIP: 55282DBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239633.28    | 0.06%             | 2036-11-15      | Floating      | 8.81%                 | Yes           | 2                  | On Loan: No      |
| LEHMAN BROS CAP TR VII                                                                              | Lehman Brothers Holdings Capital Trust VII                                                                             | CUSIP: 524908XA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $27.00        | 0.00%             | 2023-03-03      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                         | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    430000 | PA      | $413875.00    | 0.11%             | 2026-07-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                                                  | Banco Santander SA                                                                                                     | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199350.29    | 0.05%             | 2023-04-12      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                                                                   | Suncor Energy Inc                                                                                                      | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $531049.80    | 0.14%             | 2026-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                               | Goldman Sachs BDC Inc                                                                                                  | CUSIP: 38147UAC1<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    573000 | PA      | $556774.53    | 0.15%             | 2025-02-10      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Owl Rock CLO Ltd                                                                                    | Owl Rock CLO I Ltd                                                                                                     | CUSIP: 69122DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $267585.12    | 0.07%             | 2031-05-20      | Floating      | 6.48%                 | Yes           | 2                  | On Loan: No      |
| Sanofi                                                                                              | Sanofi                                                                                                                 | CUSIP: 801060AC8<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1291436.80   | 0.34%             | 2023-06-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $552389.21    | 0.14%             | 2024-09-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                            | Sumitomo Mitsui Financial Group Inc                                                                                    | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $300586.61    | 0.08%             | 2026-09-17      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                       | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    660000 | PA      | $641687.71    | 0.17%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424623.20    | 0.11%             | 2025-06-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SREIT Trust                                                                                         | SREIT Trust 2021-MFP                                                                                                   | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $302345.67    | 0.08%             | 2038-11-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX 2021-MFM1                                                                                                           | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $430907.36    | 0.11%             | 2034-01-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438067.66    | 0.11%             | 2025-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-12758.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2016-DC2 Mortgage Trust                                                                                           | CUSIP: 12594CBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406812 | PA      | $390220.86    | 0.10%             | 2049-02-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR DEC23                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        12 | NC      | $-47525.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1520000 | PA      | $1496010.80   | 0.39%             | 2023-06-23      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $474113.35    | 0.12%             | 2027-03-11      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2022-B                                                                       | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230612 | PA      | $223627.24    | 0.06%             | 2070-10-15      | Fixed         | 4.16%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    751000 | PA      | $709768.48    | 0.19%             | 2024-05-28      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1250010.17   | 0.33%             | 2025-09-29      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                                                           | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1501851.79   | 0.39%             | 2025-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                                                             | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    689000 | PA      | $680195.24    | 0.18%             | 2028-05-10      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                                              | BBVA Bancomer SA/Texas                                                                                                 | CUSIP: 05533UAD0<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    564000 | PA      | $557655.00    | 0.15%             | 2024-04-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| GREAT-WEST LIFECO US FI                                                                             | Great-West Lifeco US Finance 2020 LP                                                                                   | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $233495.57    | 0.06%             | 2025-08-12      | Fixed         | 0.90%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                                            | Constellation Energy Generation LLC                                                                                    | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $457126.53    | 0.12%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                                         | Equinor ASA                                                                                                            | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2245000 | PA      | $2170193.64   | 0.57%             | 2025-04-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                                                                                       | UBS AG/London                                                                                                          | CUSIP: 902674YB0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1650000 | PA      | $1574965.33   | 0.41%             | 2024-02-09      | Fixed         | 0.45%                 | Yes           | 2                  | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                             | GA Global Funding Trust                                                                                                | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    285000 | PA      | $257238.92    | 0.07%             | 2026-01-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                                         | Federation des Caisses Desjardins du Quebec                                                                            | CUSIP: 31428GQH9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1193297.33   | 0.31%             | 2023-03-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT DEC23                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -74 | NC      | $23321.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182852.47    | 0.05%             | 2024-08-08      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205363.23    | 0.05%             | 2025-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                                                        | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195380.15    | 0.05%             | 2024-05-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                                                       | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $419847.84    | 0.11%             | 2025-06-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                                                                                  | PPG Industries Inc                                                                                                     | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135070.26    | 0.04%             | 2026-03-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: BWS074427 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS074427 IRS USD P F  2.60000 2 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1316000 | OU      | $46428.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HCL AMERICA INC                                                                                     | HCL America Inc                                                                                                        | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |    765000 | PA      | $683795.68    | 0.18%             | 2026-03-10      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP5                                                                    | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320427 | PA      | $308563.59    | 0.08%             | 2050-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2021-L5                                                                                 | CUSIP: 61691YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360674 | PA      | $332664.71    | 0.09%             | 2054-05-15      | Fixed         | 0.79%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    415000 | PA      | $412475.74    | 0.11%             | 2025-06-20      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                                          | JPMDB Commercial Mortgage Securities Trust 2016-C2                                                                     | CUSIP: 46590LAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490045 | PA      | $471132.81    | 0.12%             | 2049-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                                              | Protective Life Global Funding                                                                                         | CUSIP: 74368CAP9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $984919.46    | 0.26%             | 2024-04-15      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Hildene Community Funding CLO Ltd                                                                   | Hildene Community Funding CDO Ltd                                                                                      | CUSIP: 43133KAC9<br>LEI: 549300845E8YWIPN4S43 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $227807.10    | 0.06%             | 2035-11-01      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                                     | 10YR MINI JGB FUT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |       -14 | NC      | $-12890.02    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                                                                         | SREIT Trust 2021-MFP2                                                                                                  | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $264177.21    | 0.07%             | 2036-11-15      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                                                               | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212875.30    | 0.06%             | 2025-06-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Enterprise Fleet Financing LLC                                                                      | Enterprise Fleet Financing 2022-3 LLC                                                                                  | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245814.75    | 0.06%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| American Express Co                                                                                 | American Express Co                                                                                                    | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1093704.26   | 0.29%             | 2023-08-03      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2014-5 Ltd                                                                                                     | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $387182.25    | 0.10%             | 2031-04-26      | Floating      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                                                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17237.50     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                                            | FirstEnergy Transmission LLC                                                                                           | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    576000 | PA      | $564223.94    | 0.15%             | 2025-01-15      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| ABPCI Direct Lending Fund CLO Ltd                                                                   | ABPCI Direct Lending Fund IX LLC                                                                                       | CUSIP: 000806AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $403164.89    | 0.11%             | 2031-11-18      | Floating      | 6.21%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    680000 | PA      | $672313.93    | 0.18%             | 2025-05-24      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co                                                                              | Commonwealth Edison Co                                                                                                 | CUSIP: 202795JE1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    579000 | PA      | $563290.36    | 0.15%             | 2024-11-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    334000 | PA      | $275150.77    | 0.07%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| CRC Funding LLC                                                                                     | CRC Funding LLC                                                                                                        | CUSIP: 12619URJ2<br>LEI: 549300HKCCNTZDBBEN75 | Long             | STIV             | CORP              | US        |    300000 | PA      | $296987.38    | 0.08%             | 2023-04-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                                            | Met Tower Global Funding                                                                                               | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    685000 | PA      | $605656.45    | 0.16%             | 2026-09-14      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    564000 | PA      | $552702.19    | 0.14%             | 2024-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                                                                | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1046261.61   | 0.27%             | 2027-03-25      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| HIGHMARK INC                                                                                        | Highmark Inc                                                                                                           | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    520000 | PA      | $466110.03    | 0.12%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           | 2                  | On Loan: No      |
| BECTON DICKINSON AND CO                                                                             | Becton Dickinson and Co                                                                                                | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $186953.77    | 0.05%             | 2026-12-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower, LLC                                                               | Prime Security Services Borrower, LLC 2021 Term Loan                                                                   | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    128690 | PA      | $128516.44    | 0.03%             | 2026-09-23      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR23                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -19 | NC      | $6108.21      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2021-FL7 Ltd                                                                                                       | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $253010.47    | 0.07%             | 2036-10-16      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                              | Asian Development Bank                                                                                                 | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $146237.43    | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                                                                 | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $266082.51    | 0.07%             | 2025-03-23      | Fixed         | 1.21%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                                                             | Deutsche Bank AG/London                                                                                                | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    566000 | PA      | $561316.39    | 0.15%             | 2024-05-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-ARIA                                                                                                     | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $300034.62    | 0.08%             | 2036-10-15      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                                                            | CUSIP: 61762XAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16180 | PA      | $16120.26     | 0.00%             | 2046-10-15      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                                            | Pioneer Natural Resources Co                                                                                           | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246927.48    | 0.06%             | 2023-05-15      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                                                            | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    527000 | PA      | $537539.53    | 0.14%             | 2025-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                                     | CSAIL 2015-C3 Commercial Mortgage Trust                                                                                | CUSIP: 12635FAS3<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     95947 | PA      | $92402.38     | 0.02%             | 2048-08-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH4                                                                          | CUSIP: 46630CAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $239696.68    | 0.06%             | 2037-05-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6470000 | PA      | $6102524.19   | 1.60%             | 2024-06-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Nestle Holdings Inc                                                                                 | Nestle Holdings Inc                                                                                                    | CUSIP: 641062AD6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1089097.20   | 0.28%             | 2023-09-24      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| BankUnited Inc                                                                                      | BankUnited Inc                                                                                                         | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    578000 | PA      | $573133.11    | 0.15%             | 2025-11-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                            | Toyota Motor Credit Corp                                                                                               | CUSIP: 89236THF5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684025.42    | 0.18%             | 2023-08-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                                              | Credit Suisse AG/New York NY                                                                                           | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    365000 | PA      | $343622.19    | 0.09%             | 2025-02-21      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SMRT                                                                                                | SMRT 2022-MINI                                                                                                         | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244052.30    | 0.06%             | 2039-01-15      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    930000 | PA      | $910532.24    | 0.24%             | 2024-07-30      | Fixed         | 1.01%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2013-CCRE11 Mortgage Trust                                                                                        | CUSIP: 12626LAC6<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |     32589 | PA      | $32415.06     | 0.01%             | 2050-08-10      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11970000 | PA      | $12061177.76  | 3.15%             | 2025-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AGL CLO 6 LTD                                                                                       | AGL CLO 6 LTD                                                                                                          | CUSIP: 00119VAN9<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $503078.79    | 0.13%             | 2034-07-20      | Floating      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2019-MMP                                                                                                      | CUSIP: 05606KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547261 | PA      | $541035.75    | 0.14%             | 2036-08-15      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                                                                                            | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    569000 | PA      | $545500.94    | 0.14%             | 2026-02-24      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                                                                    | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318859.82    | 0.08%             | 2024-07-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                                                        | Hawaii Hotel Trust 2019-MAUI                                                                                           | CUSIP: 41975AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $241232.78    | 0.06%             | 2038-05-15      | Floating      | 7.21%                 | Yes           | 2                  | On Loan: No      |
| HGI CRE CLO Ltd                                                                                     | HGI CRE CLO 2021-FL2 Ltd                                                                                               | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $249296.68    | 0.07%             | 2036-09-17      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR JUN23                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        17 | NC      | $-163482.93   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| US BANK NA CINCINNATI                                                                               | US Bank NA/Cincinnati OH                                                                                               | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324642.09    | 0.08%             | 2025-01-21      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                      | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    702000 | PA      | $699605.14    | 0.18%             | 2026-04-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                                                                    | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $393639.73    | 0.10%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $451847.48    | 0.12%             | 2025-09-11      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Kilroy Realty LP                                                                                    | Kilroy Realty LP                                                                                                       | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    567000 | PA      | $547606.90    | 0.14%             | 2024-12-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MEITUAN                                                                                             | Meituan                                                                                                                | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    675000 | PA      | $613547.33    | 0.16%             | 2025-10-28      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                                     | CSAIL 2015-C3 Commercial Mortgage Trust                                                                                | CUSIP: 12635FAU8<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     76314 | PA      | $74554.92     | 0.02%             | 2048-08-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                                                                            | Vertiv Group Corp                                                                                                      | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8671.40      | 0.00%             | 2028-11-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        93 | NC      | $95135.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                            | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RDC5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $863423.40    | 0.23%             | 2025-03-20      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| OPG Trust                                                                                           | OPG Trust 2021-PORT                                                                                                    | CUSIP: 67118AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171344 | PA      | $165666.51    | 0.04%             | 2036-10-15      | Floating      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                                              | CNH Industrial Capital LLC                                                                                             | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314130.77    | 0.08%             | 2026-07-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                     | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295747.46    | 0.08%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                                                                              | National Securities Clearing Corp                                                                                      | CUSIP: 637639AE5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $306219.87    | 0.08%             | 2025-12-07      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    535000 | PA      | $494622.48    | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $385787.40    | 0.10%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                     | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28469.00     | 0.01%             | 2027-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $447117.94    | 0.12%             | 2025-06-01      | Fixed         | 0.82%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                                                                                       | UBS AG/London                                                                                                          | CUSIP: 902674YU8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $468904.68    | 0.12%             | 2025-01-13      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CAK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2624484.38   | 0.69%             | 2023-09-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                                            | Capital One Prime Auto Receivables Trust 2022-1                                                                        | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345000 | PA      | $1308764.49   | 0.34%             | 2027-04-15      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137487.27    | 0.04%             | 2025-04-25      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    664000 | PA      | $642102.37    | 0.17%             | 2024-08-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2020-GC46                                                                          | CUSIP: 17328RAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99082 | PA      | $95262.98     | 0.02%             | 2053-02-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                                            | Caterpillar Financial Services Corp                                                                                    | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72581.26     | 0.02%             | 2025-11-13      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Bank of America Credit Card Trust                                                                   | BA Credit Card Trust                                                                                                   | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203466.90    | 0.05%             | 2028-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                                             | Corebridge Global Funding                                                                                              | CUSIP: 00138CAM0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    545000 | PA      | $535307.64    | 0.14%             | 2023-07-07      | Fixed         | 0.80%                 | Yes           | 2                  | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                                            | Jackson National Life Global Funding                                                                                   | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    245000 | PA      | $229183.62    | 0.06%             | 2025-01-12      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400677.60    | 0.10%             | 2024-05-16      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                                                                     | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $377156.06    | 0.10%             | 2025-05-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                         | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59900.65     | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                                                                               | TransCanada PipeLines Ltd                                                                                              | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $523910.74    | 0.14%             | 2024-10-12      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT DEC25                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        12 | NC      | $23233.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $168897.40    | 0.04%             | 2023-10-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $29984.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Novartis Capital Corp                                                                               | Novartis Capital Corp                                                                                                  | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    572000 | PA      | $563912.05    | 0.15%             | 2024-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    930000 | PA      | $916843.39    | 0.24%             | 2024-02-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                    | CUSIP: 46643GAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26241 | PA      | $25311.38     | 0.01%             | 2047-11-15      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                                                                  | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    602000 | PA      | $548504.24    | 0.14%             | 2026-01-22      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2020-BNK29                                                                                                        | CUSIP: 06541TAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832943 | PA      | $775239.32    | 0.20%             | 2053-11-15      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $512706.64    | 0.13%             | 2028-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                                                                                        | DBS Bank Ltd                                                                                                           | CUSIP: 23305EUT8<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   1200000 | PA      | $1170724.20   | 0.31%             | 2023-07-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE LONDON                                                                              | Credit Agricole SA/London                                                                                              | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    598000 | PA      | $552246.29    | 0.14%             | 2026-06-16      | Fixed         | 1.91%                 | Yes           | 2                  | On Loan: No      |
| RPM International Inc                                                                               | RPM International Inc                                                                                                  | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    626000 | PA      | $598299.09    | 0.16%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                                     | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                | CUSIP: 12637UAX7<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    157880 | PA      | $153132.84    | 0.04%             | 2049-11-15      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                                                 | Georgia-Pacific LLC                                                                                                    | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151416.87    | 0.04%             | 2026-05-15      | Fixed         | 0.95%                 | Yes           | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $656081.70    | 0.17%             | 2025-07-19      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $357659.39    | 0.09%             | 2026-03-02      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                                                             | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109626.39    | 0.03%             | 2025-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                                             | GSK Consumer Healthcare Capital UK PLC                                                                                 | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   1348000 | PA      | $1296607.77   | 0.34%             | 2025-03-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                                            | AmeriCredit Automobile Receivables Trust 2022-2                                                                        | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $672493.82    | 0.18%             | 2028-04-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Parliament Funding II Ltd                                                                           | Parliament Funding II ltd                                                                                              | CUSIP: 70163QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    357990 | PA      | $352224.85    | 0.09%             | 2031-10-20      | Floating      | 6.06%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2014-CCRE20 Mortgage Trust                                                                                        | CUSIP: 12592LBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100599 | PA      | $98944.70     | 0.03%             | 2047-11-10      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2022-C                                                                                  | CUSIP: 44933DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1101735.91   | 0.29%             | 2025-11-17      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333850.51    | 0.09%             | 2025-04-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1064043.99   | 0.28%             | 2026-04-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PACIFIC LIFE GF II                                                                                  | Pacific Life Global Funding II                                                                                         | CUSIP: 6944PL2B4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458578.13    | 0.12%             | 2025-06-24      | Fixed         | 1.20%                 | Yes           | 2                  | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                               | Entergy Louisiana LLC                                                                                                  | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    340000 | PA      | $319599.43    | 0.08%             | 2024-10-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    485000 | PA      | $462679.73    | 0.12%             | 2025-01-22      | Fixed         | 0.79%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                                           | Nelnet Student Loan Trust 2021-A                                                                                       | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $237532.53    | 0.06%             | 2062-04-20      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| BHARTI AIRTEL INTERNATIO                                                                            | Bharti Airtel International Netherlands BV                                                                             | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $679231.60    | 0.18%             | 2024-05-20      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271524.48    | 0.07%             | 2025-06-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                    | CUSIP: 46642NBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $510215.21    | 0.13%             | 2047-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294661 | PA      | $300197.52    | 0.08%             | 2052-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                                             | Pricoa Global Funding I                                                                                                | CUSIP: 74153WCR8<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256364.86    | 0.07%             | 2025-08-28      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                                                | Mercedes-Benz Finance North America LLC                                                                                | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191165.50    | 0.05%             | 2026-03-02      | Fixed         | 1.45%                 | Yes           | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                           | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142212.78    | 0.04%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NZD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $43197.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    855000 | PA      | $804343.55    | 0.21%             | 2026-04-30      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                                                                   | CUSIP: 92348KAP8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1082199.47   | 0.28%             | 2027-05-20      | Variable      | 3.01%                 | No            | 2                  | On Loan: No      |
| PFP III                                                                                             | PFP 2021-8 Ltd                                                                                                         | CUSIP: 69357XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    216978 | PA      | $208375.82    | 0.05%             | 2037-08-09      | Floating      | 5.45%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                                    | ABN AMRO Bank NV                                                                                                       | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    546000 | PA      | $532049.70    | 0.14%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                             | Marathon Petroleum Corp                                                                                                | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319361.98    | 0.08%             | 2025-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2021-SJ1                                                                                     | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553065 | PA      | $518227.67    | 0.14%             | 2068-07-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                                                             | Shinhan Financial Group Co Ltd                                                                                         | CUSIP: 824596AA8<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    255000 | PA      | $228225.00    | 0.06%             | 2026-05-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                      | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181360.42    | 0.05%             | 2027-10-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                     | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125306.78    | 0.03%             | 2025-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 80 CLO Ltd                                                                                                      | CUSIP: 26245JAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $261192.60    | 0.07%             | 2033-01-17      | Floating      | 6.41%                 | Yes           | 2                  | On Loan: No      |
| HARMAN INTL IND                                                                                     | Harman International Industries Inc                                                                                    | CUSIP: 413086AH2<br>LEI: 1VWDHRIRERCQ5D5M5681 | Long             | DBT              | CORP              | US        |    590000 | PA      | $577631.37    | 0.15%             | 2025-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                                                              | GE HealthCare Technologies Inc                                                                                         | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442170.17    | 0.12%             | 2025-11-15      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                                                                 | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    664000 | PA      | $597091.44    | 0.16%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing LLC                                                                                            | CUSIP: 42806MAB5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $287101.26    | 0.08%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                                 | Ashtead Capital Inc                                                                                                    | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    813000 | PA      | $715707.57    | 0.19%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                                                           | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    687000 | PA      | $673107.53    | 0.18%             | 2024-10-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                                                                   | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    618000 | PA      | $588229.05    | 0.15%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                                                                  | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              |  | US        |    546000 | PA      | $526988.28    | 0.14%             | 2024-09-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9114.31      | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144392.11    | 0.04%             | 2026-03-17      | Fixed         | 3.29%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2021-B28 Mortgage Trust                                                                                      | CUSIP: 08163GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528922 | PA      | $483673.15    | 0.13%             | 2054-08-15      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                                                              | CUSIP: 037833DV9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483681.13   | 0.39%             | 2023-05-11      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $389965.64    | 0.10%             | 2025-04-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                                                 | New Residential Mortgage Loan Trust 2022-NQM2                                                                          | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219561 | PA      | $202183.41    | 0.05%             | 2062-03-27      | Variable      | 3.08%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2018-6                                                                                       | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359783 | PA      | $350912.09    | 0.09%             | 2058-03-25      | Variable      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148132.44    | 0.04%             | 2027-03-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                                                               | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475466.66    | 0.12%             | 2026-02-02      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                                                          | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    613000 | PA      | $593889.58    | 0.16%             | 2026-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                                                             | CarMax Auto Owner Trust 2021-3                                                                                         | CUSIP: 14317DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110064 | PA      | $109723.28    | 0.03%             | 2024-09-16      | Fixed         | 0.29%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                                                                    | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    880000 | PA      | $866487.00    | 0.23%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                                                                   | Magnetite XIV-R LTD                                                                                                    | CUSIP: 55954LAL7<br>LEI: 549300XD71H6EU9N2I97 | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $327170.25    | 0.09%             | 2031-10-18      | Floating      | 5.91%                 | Yes           | 2                  | On Loan: No      |
| BXMT Ltd                                                                                            | BXMT 2021-FL4 Ltd                                                                                                      | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $326736.93    | 0.09%             | 2038-05-15      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $110081.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2020-C Trust                                                                            | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57153 | PA      | $51746.08     | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                 | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    690000 | PA      | $682237.49    | 0.18%             | 2023-06-09      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                                                                    | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188792.46    | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                              | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27578.37     | 0.01%             | 2027-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                                              | Private Export Funding Corp                                                                                            | CUSIP: 742651DX7<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1135792.91   | 0.30%             | 2024-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                                                             | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $549516.00    | 0.14%             | 2024-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                                                    | World Omni Automobile Lease Securitization Trust 2022-A                                                                | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $240022.16    | 0.06%             | 2025-02-18      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $355680.32    | 0.09%             | 2026-03-25      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                                                                     | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190556.99    | 0.05%             | 2028-03-24      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390000 | PA      | $1338037.89   | 0.35%             | 2027-07-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                                                                                        | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    563000 | PA      | $556001.12    | 0.15%             | 2024-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2015-CCRE22 Mortgage Trust                                                                                        | CUSIP: 12592XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92373 | PA      | $90635.52     | 0.02%             | 2048-03-10      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                                                                         | Cargill Inc                                                                                                            | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905684.22    | 0.24%             | 2025-10-10      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453862.85    | 0.12%             | 2023-05-22      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES 2019-1AA                                                                            | Delta Air Lines 2019-1 Class AA Pass Through Trust                                                                     | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1108098.10   | 0.29%             | 2024-04-25      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232563.20    | 0.06%             | 2029-02-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -14 | NC      | $3666.73      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    581000 | PA      | $574686.03    | 0.15%             | 2024-02-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-65676.97    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                                    | WFRBS Commercial Mortgage Trust 2013-C14                                                                               | CUSIP: 92890PAE4<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    686000 | PA      | $679323.78    | 0.18%             | 2046-06-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                                                     | Danske Bank A/S                                                                                                        | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    270000 | PA      | $270081.56    | 0.07%             | 2024-01-12      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                                       | Lunar 2021-1 Structured Aircraft Portfolio Notes                                                                       | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    217241 | PA      | $177008.69    | 0.05%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINANCIA                                                                            | Sumitomo Mitsui Financial Group Inc                                                                                    | CUSIP: 86562MAA8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $557576.14    | 0.15%             | 2024-04-02      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                                     | CSAIL 2020-C19 Commercial Mortgage Trust                                                                               | CUSIP: 12597NAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155470 | PA      | $147543.57    | 0.04%             | 2053-03-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                                              | Credit Suisse AG/New York NY                                                                                           | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $256088.54    | 0.07%             | 2025-01-09      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4340000 | PA      | $3928039.04   | 1.03%             | 2026-05-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                                                                    | COLT 2022-2 Mortgage Loan Trust                                                                                        | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102782 | PA      | $95066.26     | 0.02%             | 2067-02-25      | Variable      | 2.99%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                           | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    455000 | PA      | $449805.23    | 0.12%             | 2024-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                                                        | CUSIP: 94989MAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105677 | PA      | $103175.75    | 0.03%             | 2058-07-15      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                                                       | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254320.49    | 0.07%             | 2026-09-06      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                         | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    990000 | PA      | $880946.72    | 0.23%             | 2026-12-10      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                                                           | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143304.15    | 0.04%             | 2026-04-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $12675.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2020-BNK28                                                                                                        | CUSIP: 06540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26148 | PA      | $25664.14     | 0.01%             | 2063-03-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $190808.51    | 0.05%             | 2025-10-23      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY DIRECT                                                                               | Morgan Stanley Direct Lending Fund                                                                                     | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    645000 | PA      | $617540.57    | 0.16%             | 2027-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    731000 | PA      | $697307.26    | 0.18%             | 2025-11-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                       | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1271258.22   | 0.33%             | 2024-09-09      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                                               | Owl Rock Capital Corp                                                                                                  | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    577000 | PA      | $541141.83    | 0.14%             | 2025-07-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                                                        | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1048214.52   | 0.27%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                                                         | CUSIP: 79466LAE4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109678.71    | 0.03%             | 2023-04-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                                   | Kinder Morgan Inc                                                                                                      | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    560000 | PA      | $553963.11    | 0.14%             | 2025-06-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                            | Baxter International Inc                                                                                               | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    740000 | PA      | $694688.88    | 0.18%             | 2024-11-29      | Fixed         | 1.32%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                                                       | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1730000 | PA      | $1671043.11   | 0.44%             | 2024-06-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-113587.67   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    736000 | PA      | $689386.76    | 0.18%             | 2027-03-11      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| TCI Communications Inc                                                                              | TCI Communications Inc                                                                                                 | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $518544.71    | 0.14%             | 2026-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Honda Auto Receivables Owner Trust                                                                  | Honda Auto Receivables 2021-3 Owner Trust                                                                              | CUSIP: 43815EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128771 | PA      | $128181.60    | 0.03%             | 2024-02-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2020-B21 Mortgage Trust                                                                                      | CUSIP: 08163LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214756 | PA      | $202289.32    | 0.05%             | 2053-12-17      | Fixed         | 0.54%                 | No            | 2                  | On Loan: No      |
| EMD Finance LLC                                                                                     | EMD Finance LLC                                                                                                        | CUSIP: 26867LAL4<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    611000 | PA      | $591420.82    | 0.15%             | 2025-03-19      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| arbor multifamily mortgage securities trust                                                         | Arbor Multifamily Mortgage Securities Trust 2021-MF3                                                                   | CUSIP: 03882KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252261 | PA      | $229625.89    | 0.06%             | 2054-10-15      | Fixed         | 1.07%                 | Yes           | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                                                                     | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1905588.12   | 0.50%             | 2024-08-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QCRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1512081 | PA      | $1424546.33   | 0.37%             | 2040-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                                      | PMT Credit Risk Transfer Trust 2021-1R                                                                                 | CUSIP: 69356UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125849 | PA      | $121884.50    | 0.03%             | 2024-02-27      | Floating      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| CCG Receivables Trust                                                                               | CCG Receivables Trust 2021-2                                                                                           | CUSIP: 12511EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316399 | PA      | $303073.27    | 0.08%             | 2029-03-14      | Fixed         | 0.54%                 | Yes           | 2                  | On Loan: No      |
| Asurion LLC                                                                                         | Asurion LLC 2021 Term Loan B9                                                                                          | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    128690 | PA      | $121357.39    | 0.03%             | 2027-07-31      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Sungard As New Holdings III, LLC                                                                    | Sungard As New Holdings III, LLC PIK Exit Delayed Draw Term Loan                                                       | CUSIP: 86736LAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74878 | PA      | $50916.71     | 0.01%             | 2024-08-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                            | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253408 | PA      | $244511.60    | 0.06%             | 2049-12-15      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                                                                  | Roche Holdings Inc                                                                                                     | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    611000 | PA      | $583407.29    | 0.15%             | 2025-03-10      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2022-LP2                                                                                  | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222814 | PA      | $218243.63    | 0.06%             | 2039-02-15      | Floating      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                                                             | CarMax Auto Owner Trust 2022-2                                                                                         | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $596870.12    | 0.16%             | 2027-02-16      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                                                                    | Symphony CLO XXVI Ltd                                                                                                  | CUSIP: 87190GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124997.75    | 0.03%             | 2033-04-20      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                                | Mercedes-Benz Auto Receivables Trust 2023-1                                                                            | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $889036.22    | 0.23%             | 2027-11-15      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2022-C Owner Trust                                                                             | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $492227.40    | 0.13%             | 2027-04-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                         | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    760000 | PA      | $714219.26    | 0.19%             | 2026-04-28      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432668.54    | 0.11%             | 2026-10-16      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                                                                | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    296000 | PA      | $290081.57    | 0.08%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: SWS075366 IRS USD R F  3.50000 2 CCPOIS / Short: SWS075366 IRS USD P V 00MSOFR 1 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3794000 | OU      | $-56674.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                                        | Voya CLO 2018-2 Ltd                                                                                                    | CUSIP: 92917JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $565296.93    | 0.15%             | 2031-07-15      | Floating      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                                             | Capital One Multi-Asset Execution Trust                                                                                | CUSIP: 14041NFW6<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1210000 | PA      | $1138331.22   | 0.30%             | 2026-07-15      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                                              | CNH Industrial Capital LLC                                                                                             | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    597000 | PA      | $584288.19    | 0.15%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                               | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9693.70      | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445238.51    | 0.12%             | 2027-02-04      | Fixed         | 1.04%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1020197.90   | 0.27%             | 2025-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    360000 | PA      | $335732.41    | 0.09%             | 2024-10-29      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       277 | NC      | $160775.79    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                                             | Oncor Electric Delivery Co LLC                                                                                         | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    260000 | PA      | $233901.57    | 0.06%             | 2025-10-01      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                                     | 3650R 2021-PF1 Commercial Mortgage Trust                                                                               | CUSIP: 88581EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    712685 | PA      | $657933.59    | 0.17%             | 2054-11-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                                                                 | CUSIP: 3133ENJ84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    120000 | PA      | $117933.23    | 0.03%             | 2024-08-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC                                                               | Charter Communications Operating, LLC 2019 Term Loan B2                                                                | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    128670 | PA      | $128172.13    | 0.03%             | 2027-02-01      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Goodgreen Trust                                                                                     | Goodgreen 2021-1 Trust                                                                                                 | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185378 | PA      | $153998.59    | 0.04%             | 2056-10-15      | Fixed         | 2.66%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                          | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300010.30    | 0.08%             | 2025-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -69 | NC      | $-66347.27    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2018-C                                                                       | CUSIP: 63940VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88180 | PA      | $86515.17     | 0.02%             | 2042-06-16      | Fixed         | 3.52%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR MAR23                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        12 | NC      | $-1662.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2020-B                                                                                    | CUSIP: 34533GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341850 | PA      | $338490.95    | 0.09%             | 2024-10-15      | Fixed         | 0.56%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $406281.56    | 0.11%             | 2025-06-06      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Avenue of Americas                                                                                  | AOA 2021-1177 Mortgage Trust                                                                                           | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $289492.88    | 0.08%             | 2038-10-15      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                        | CSMC 2021-NQM6                                                                                                         | CUSIP: 12662KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189140 | PA      | $150814.50    | 0.04%             | 2066-07-25      | Variable      | 1.59%                 | Yes           | 2                  | On Loan: No      |
| Carval CLO LTD                                                                                      | CarVal CLO VII-C Ltd                                                                                                   | CUSIP: 14686BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    180000 | PA      | $180000.00    | 0.05%             | 2035-01-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                                                         | CUSIP: 46654EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234974.45    | 0.06%             | 2038-06-15      | Floating      | 6.65%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58951 | PA      | $58551.98     | 0.02%             | 2042-02-25      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                                                                                         | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1660187.47   | 0.43%             | 2025-11-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                                                                                  | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    581000 | PA      | $569290.22    | 0.15%             | 2024-05-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 09659X2E1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1098883.35   | 0.29%             | 2023-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Saudi Arabian Oil Co                                                                                | Saudi Arabian Oil Co                                                                                                   | CUSIP: 80414L2C8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    560000 | PA      | $545216.00    | 0.14%             | 2024-04-16      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $248608.76    | 0.07%             | 2026-04-18      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983889.80    | 0.26%             | 2025-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191708.55   | 0.31%             | 2026-07-24      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $533678.13    | 0.14%             | 2024-03-12      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: SWS075507 CDS USD R F  1.00000 2 CCPCDX / Short: SWS075507 CDS USD P V 03MEVENT 1 CCPCDX                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    627000 | OU      | $7875.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-160.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                                   | Clarios Global LP 2021 USD Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    130000 | PA      | $129373.40    | 0.03%             | 2026-04-30      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| WORKDAY INC                                                                                         | Workday Inc                                                                                                            | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248831.34    | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                                                                  | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    610000 | PA      | $534956.48    | 0.14%             | 2026-08-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Great Wolf Trust                                                                                    | Great Wolf Trust 2019-WOLF                                                                                             | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $405109.68    | 0.11%             | 2036-12-15      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1645920.51   | 0.43%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117625.42    | 0.03%             | 2027-06-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2015-LC23 Mortgage Trust                                                                                          | CUSIP: 12636FBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27772 | PA      | $27098.83     | 0.01%             | 2048-10-10      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                                                         | CUSIP: 67401PAB4<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    581000 | PA      | $558576.55    | 0.15%             | 2025-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    320000 | PA      | $315242.80    | 0.08%             | 2026-05-12      | Fixed         | 4.49%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                        | CSMC 2020-RPL4 Trust                                                                                                   | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205863 | PA      | $182710.44    | 0.05%             | 2060-01-25      | Variable      | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                               | CUSIP: 38375UWY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    892590 | PA      | $858553.59    | 0.22%             | 2066-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    870000 | PA      | $862728.76    | 0.23%             | 2026-07-17      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $275760.31    | 0.07%             | 2025-02-16      | Fixed         | 0.56%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $10903.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                                                           | CUSIP: 02582JJK7<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $620223.57    | 0.16%             | 2026-04-15      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                                                                    | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    660000 | PA      | $627918.40    | 0.16%             | 2025-03-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2014-UBS5 Mortgage Trust                                                                                          | CUSIP: 12592KBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1419911.76   | 0.37%             | 2047-09-10      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust                                                                        | Hilton Grand Vacations Trust 2020-A                                                                                    | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185472 | PA      | $176152.92    | 0.05%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                   | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533639.67    | 0.14%             | 2024-03-12      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                                                                                  | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125745.14    | 0.03%             | 2025-01-15      | Fixed         | 2.93%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                                                         | Legacy Mortgage Asset Trust 2020-RPL1                                                                                  | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172202 | PA      | $162346.68    | 0.04%             | 2059-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594083.39    | 0.16%             | 2024-12-05      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $3855.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Money Management Corporation                                                               | AMMC CLO 23 Ltd                                                                                                        | CUSIP: 00177JAS4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |    230000 | PA      | $227984.74    | 0.06%             | 2031-10-17      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $337207.29    | 0.09%             | 2025-12-10      | Fixed         | 1.56%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                                                              | American Honda Finance Corp                                                                                            | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402871.08    | 0.11%             | 2026-09-09      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    581000 | PA      | $544017.83    | 0.14%             | 2026-07-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                                                       | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $493489.04    | 0.13%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           | 2                  | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                                            | Principal Life Global Funding II                                                                                       | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $256874.63    | 0.07%             | 2025-06-23      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| KCAP Senior Funding I LLC                                                                           | Great Lakes Kcap F3c Senior LLC                                                                                        | CUSIP: 48669RAA9<br>LEI: 5493006EPGSPYDWRRN21 | Long             | ABS-CBDO         | CORP              | US        |    294137 | PA      | $292325.97    | 0.08%             | 2029-12-20      | Floating      | 6.65%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $899200.52    | 0.24%             | 2025-05-19      | Fixed         | 0.81%                 | No            | 2                  | On Loan: No      |
| XPO Logistics, Inc.                                                                                 | XPO Logistics, Inc. 2018 Term Loan B                                                                                   | CUSIP: 98379EAE6<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |    130000 | PA      | $129491.70    | 0.03%             | 2025-02-24      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    760000 | PA      | $770466.48    | 0.20%             | 2025-09-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                                            | Northwestern Mutual Global Funding                                                                                     | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    570000 | PA      | $510521.85    | 0.13%             | 2026-01-14      | Fixed         | 0.80%                 | Yes           | 2                  | On Loan: No      |
| Sungard As New Holdings III, LLC                                                                    | Sungard As New Holdings III, LLC 2nd Lien PIK Takeback Term Loan                                                       | CUSIP: 86736LAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237477 | PA      | $30872.04     | 0.01%             | 2022-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                               | CUSIP: 38376RR81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    701804 | PA      | $675680.75    | 0.18%             | 2066-10-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORP                                                                                        | Chevron Corp                                                                                                           | CUSIP: 166764BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1584219.18   | 0.41%             | 2023-05-11      | Fixed         | 1.14%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                                                                            | International Business Machines Corp                                                                                   | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1562711.95   | 0.41%             | 2024-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SLM Student Loan Trust                                                                              | SLM Private Credit Student Loan Trust 2006-B                                                                           | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |    247595 | PA      | $232135.60    | 0.06%             | 2039-12-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                                                            | CUSIP: 71647NAM1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $260615.94    | 0.07%             | 2024-03-17      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                                              | CNH Industrial Capital LLC                                                                                             | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493364.07    | 0.13%             | 2023-07-02      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                   | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169139.84    | 0.04%             | 2025-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Ace Securities Corp.                                                                                | ACE Securities Corp Home Equity Loan Trust Series 2003-OP1                                                             | CUSIP: 004427BM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199112 | PA      | $192098.66    | 0.05%             | 2033-12-25      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                                                                     | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $304004.56    | 0.08%             | 2027-01-26      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                             | Astrazeneca Finance LLC                                                                                                | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    626000 | PA      | $594506.43    | 0.16%             | 2024-05-28      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                         | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126054.51    | 0.03%             | 2026-05-12      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                                 | Nissan Auto Receivables 2022-A Owner Trust                                                                             | CUSIP: 65479QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496866 | PA      | $490123.81    | 0.13%             | 2024-11-15      | Fixed         | 1.32%                 | No            | 2                  | On Loan: No      |
| Ameriprise Financial Inc                                                                            | Ameriprise Financial Inc                                                                                               | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $989529.30    | 0.26%             | 2025-04-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                          | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263238.91    | 0.07%             | 2024-03-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                               | Vale Overseas Ltd                                                                                                      | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    791000 | PA      | $822995.95    | 0.22%             | 2026-08-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217784.01    | 0.06%             | 2025-06-08      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    760000 | PA      | $728792.39    | 0.19%             | 2026-04-08      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XJHZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372862 | PA      | $354683.67    | 0.09%             | 2035-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Enterprise Fleet Financing LLC                                                                      | Enterprise Fleet Financing LLC                                                                                         | CUSIP: 29375JAB0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    375692 | PA      | $366349.59    | 0.10%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                 | Nomura Holdings Inc                                                                                                    | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $594381.13    | 0.16%             | 2025-01-16      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                                                              | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |   9967210 | NS      | $9965216.42   | 2.61%             |  |  |  | No            | N/A                | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1051076.92   | 0.27%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           | 2                  | On Loan: No      |
| Sycamore Tree CLO Ltd                                                                               | Sycamore Tree CLO 2023-2 Ltd                                                                                           | CUSIP: 87122CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248750.00    | 0.07%             | 2035-04-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                            | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    604000 | PA      | $590144.24    | 0.15%             | 2025-03-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                                   | HSBC Holdings PLC                                                                                                      | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $264938.75    | 0.07%             | 2025-03-11      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                                            | National Australia Bank Ltd/New York                                                                                   | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    405000 | PA      | $409802.66    | 0.11%             | 2026-01-12      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                                                               | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415580.39    | 0.11%             | 2024-01-25      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                         | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116051.47    | 0.03%             | 2027-04-13      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273002.61    | 0.07%             | 2023-09-18      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED EDISON INC                                                                             | Consolidated Edison Inc                                                                                                | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |    995000 | PA      | $959391.61    | 0.25%             | 2023-12-01      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company                                                | Setanta Aircraft Leasing Designated Activity Company Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    130000 | PA      | $129721.80    | 0.03%             | 2028-11-05      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                                                             | Halsey Point CLO I Ltd                                                                                                 | CUSIP: 406375AA3<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $565290.66    | 0.15%             | 2033-01-20      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Credit Card Trust                                                                   | BA Credit Card Trust                                                                                                   | CUSIP: 05522RDD7<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $949120.20    | 0.25%             | 2026-09-15      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                                                              | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207499.05    | 0.05%             | 2025-02-21      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CORP                                                                                   | Toyota Motor Corp                                                                                                      | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $154594.47    | 0.04%             | 2026-03-25      | Fixed         | 1.34%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                        | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    610000 | PA      | $595149.46    | 0.16%             | 2025-03-28      | Fixed         | 3.77%                 | Yes           | 2                  | On Loan: No      |
| REALTY INCOME CORP                                                                                  | Realty Income Corp                                                                                                     | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    570000 | PA      | $567647.93    | 0.15%             | 2024-02-06      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    841000 | PA      | $724451.44    | 0.19%             | 2026-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                                                                   | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170924.59    | 0.04%             | 2027-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                            | New York Life Global Funding                                                                                           | CUSIP: 64952WDT7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212844.58    | 0.06%             | 2023-10-21      | Fixed         | 0.40%                 | Yes           | 2                  | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                               | Southwest Airlines Co                                                                                                  | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241589.67    | 0.06%             | 2025-05-04      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                                                             | United Airlines 2014-1 Class A Pass Through Trust                                                                      | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541548 | PA      | $504012.01    | 0.13%             | 2026-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                           | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359080.74    | 0.09%             | 2023-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202773 | PA      | $200625.27    | 0.05%             | 2034-01-25      | Floating      | 5.96%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $567713.29    | 0.15%             | 2024-12-10      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $322993.49    | 0.08%             | 2024-11-22      | Fixed         | 1.16%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                            | Toyota Motor Credit Corp                                                                                               | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586763.29    | 0.15%             | 2025-08-18      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1191470.65   | 0.31%             | 2025-03-15      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                                                                   | Cedar Funding V CLO Ltd                                                                                                | CUSIP: 15032AAY3<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $297322.88    | 0.08%             | 2031-07-17      | Fixed         | 1.94%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1079385.50   | 0.28%             | 2026-02-13      | Fixed         | 2.02%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485725.50    | 0.13%             | 2026-03-06      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                                         | Netflix Inc                                                                                                            | CUSIP: 64110LAG1<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    678000 | PA      | $681390.00    | 0.18%             | 2024-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hudson River Trading LLC                                                                            | Hudson River Trading LLC 2021 Term Loan                                                                                | CUSIP: 44413EAF5<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    128690 | PA      | $124775.41    | 0.03%             | 2028-03-20      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    360000 | PA      | $346094.53    | 0.09%             | 2025-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                                    | Berry Global Inc                                                                                                       | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    608000 | PA      | $580539.46    | 0.15%             | 2024-02-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                                                           | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $957920.52    | 0.25%             | 2025-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                                   | GM Financial Consumer Automobile Receivables Trust 2022-2                                                              | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $389396.52    | 0.10%             | 2027-02-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| ASB BANK LIMITED                                                                                    | ASB Bank Ltd                                                                                                           | CUSIP: 00216LAC7<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    587000 | PA      | $572249.45    | 0.15%             | 2024-05-23      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2021-SJ2                                                                                     | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339804 | PA      | $314553.52    | 0.08%             | 2061-12-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                                                              | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    655000 | PA      | $590163.80    | 0.15%             | 2026-02-08      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| UNIFY Auto Receivables Trust                                                                        | UNIFY Auto Receivables Trust 2021-1                                                                                    | CUSIP: 90775QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255767 | PA      | $253373.19    | 0.07%             | 2025-06-16      | Fixed         | 0.51%                 | Yes           | 2                  | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                                   | GM Financial Consumer Automobile Receivables Trust 2020-3                                                              | CUSIP: 362590AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $524070.75    | 0.14%             | 2026-01-16      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2018-2                                                                                       | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561397 | PA      | $540986.28    | 0.14%             | 2058-03-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                                            | Jackson National Life Global Funding                                                                                   | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $610175.25    | 0.16%             | 2026-04-29      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| STATE BANK INDIA/LONDON                                                                             | State Bank of India/London                                                                                             | CUSIP: 85628UAF3<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    385000 | PA      | $382916.72    | 0.10%             | 2024-04-17      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                                                                              | Mid-America Apartments LP                                                                                              | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    565000 | PA      | $553625.27    | 0.14%             | 2024-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    599000 | PA      | $578664.40    | 0.15%             | 2025-03-15      | Fixed         | 3.79%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Non Gold Pool                                                                                              | CUSIP: 3142BAHY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477466 | PA      | $1364155.24   | 0.36%             | 2052-05-01      | Floating      | 2.55%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223764.33    | 0.06%             | 2026-11-19      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                      | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8529 | PA      | $8356.28      | 0.00%             | 2037-07-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2020-B21 Mortgage Trust                                                                                      | CUSIP: 08163LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $445744.00    | 0.12%             | 2053-12-17      | Fixed         | 1.74%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                                                            | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1352876.36   | 0.35%             | 2024-08-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                               | Athene Global Funding                                                                                                  | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    715000 | PA      | $708888.27    | 0.19%             | 2024-05-24      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    592000 | PA      | $572612.93    | 0.15%             | 2025-08-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                                              | Protective Life Global Funding                                                                                         | CUSIP: 74368CAX2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    930000 | PA      | $844924.92    | 0.22%             | 2025-07-15      | Fixed         | 1.17%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                               | CUSIP: 38382YCY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634164 | PA      | $609766.23    | 0.16%             | 2065-09-20      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2020-C57                                                                         | CUSIP: 95002XBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133063 | PA      | $124956.75    | 0.03%             | 2053-08-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                                 | Nissan Auto Receivables 2022-B Owner Trust                                                                             | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1097422.04   | 0.29%             | 2027-05-17      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Discover Card Execution Note Trust                                                                  | Discover Card Execution Note Trust                                                                                     | CUSIP: 254683CS2<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $862886.24    | 0.23%             | 2027-05-15      | Fixed         | 3.32%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Non Gold Pool                                                                                              | CUSIP: 31288QFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    845518 | PA      | $812376.25    | 0.21%             | 2049-01-01      | Floating      | 3.27%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1137583.97   | 0.30%             | 2024-10-24      | Fixed         | 0.81%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                                                                                       | DTE Energy Co                                                                                                          | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716547.45    | 0.19%             | 2024-11-01      | Variable      | 4.22%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                                                                             | Federal Home Loan Bank Discount Notes                                                                                  | CUSIP: 313384BS7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4994269.10   | 1.31%             | 2023-02-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN POWER CO                                                                                   | Southern Power Co                                                                                                      | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $494086.28    | 0.13%             | 2026-01-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                      | CUSIP: 3136A9GX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492435 | PA      | $462567.75    | 0.12%             | 2027-10-25      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2020-B17 Mortgage Trust                                                                                      | CUSIP: 08162MAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110227 | PA      | $105185.31    | 0.03%             | 2053-03-15      | Fixed         | 1.28%                 | No            | 2                  | On Loan: No      |
| Liberty Street Funding LLC                                                                          | Liberty Street Funding LLC                                                                                             | CUSIP: 53127UTM2<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |    700000 | PA      | $686601.48    | 0.18%             | 2023-06-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| USAA Auto Owner Trust                                                                               | USAA Auto Owner Trust 2022-A                                                                                           | CUSIP: 90291UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $927322.58    | 0.24%             | 2026-11-16      | Fixed         | 4.86%                 | Yes           | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                                                        | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    832000 | PA      | $758427.11    | 0.20%             | 2025-08-12      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                                              | Credit Suisse AG/New York NY                                                                                           | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $241875.00    | 0.06%             | 2023-08-09      | Fixed         | 0.52%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                                                          | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255587.38    | 0.07%             | 2024-04-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2021-B27 Mortgage Trust                                                                                      | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4166859 | PA      | $300819.30    | 0.08%             | 2054-07-15      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| VMWARE INC                                                                                          | VMware Inc                                                                                                             | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    695000 | PA      | $653458.69    | 0.17%             | 2024-08-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                            | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RCY8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297496.32    | 0.08%             | 2024-09-20      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                                                           | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $259130.87    | 0.07%             | 2028-03-28      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                                              | Anglo American Capital PLC                                                                                             | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $526804.05    | 0.14%             | 2024-09-11      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    556000 | PA      | $544976.42    | 0.14%             | 2025-09-28      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                                                             | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    585000 | PA      | $576094.57    | 0.15%             | 2024-10-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                 | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    430000 | PA      | $417505.08    | 0.11%             | 2026-07-15      | Fixed         | 6.37%                 | Yes           | 2                  | On Loan: No      |
| DH EUROPE FINANCE II                                                                                | DH Europe Finance II Sarl                                                                                              | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    590000 | PA      | $566458.58    | 0.15%             | 2024-11-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187443.40    | 0.05%             | 2027-03-15      | Fixed         | 3.76%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $331524.72    | 0.09%             | 2027-07-22      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                                            | Cleveland Electric Illuminating Co/The                                                                                 | CUSIP: 186108CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $181837.49    | 0.05%             | 2024-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                                                          | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    541000 | PA      | $528753.72    | 0.14%             | 2025-08-11      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                                            | Duke Energy Progress LLC                                                                                               | CUSIP: 26442UAF1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188298.94    | 0.05%             | 2023-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                                                                             | Sky Ltd                                                                                                                | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    563000 | PA      | $553384.08    | 0.14%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                                                            | WEA Finance LLC / Westfield UK & Europe Finance PLC                                                                    | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |    609000 | PA      | $580812.42    | 0.15%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                                                                                 | American International Group Inc                                                                                       | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142745.26    | 0.04%             | 2025-06-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp                                                                                  | Union Pacific Corp                                                                                                     | CUSIP: 907818DV7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    582000 | PA      | $575162.40    | 0.15%             | 2024-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Enterprise Fleet Financing LLC                                                                      | Enterprise Fleet Funding 2021-1 LLC                                                                                    | CUSIP: 29374EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719432 | PA      | $698682.21    | 0.18%             | 2026-12-21      | Fixed         | 0.44%                 | Yes           | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                            | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RFK5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1405000 | PA      | $1388476.64   | 0.36%             | 2027-02-20      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| CREDICORP LTD                                                                                       | Credicorp Ltd                                                                                                          | CUSIP: 22530EAA0<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |    591000 | PA      | $555746.34    | 0.15%             | 2025-06-17      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                                                           | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    540000 | PA      | $528928.67    | 0.14%             | 2025-09-24      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer