# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-25-147395
**Filing Date:** 2025-6
**Character Count:** 474419
**Document Hash:** c76fbb476c1fe243403ffb934f990c53
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-147395.hdr.sgml**: 20250618

**ACCESSION NUMBER**: 0001752724-25-147395

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250618

**DATE AS OF CHANGE**: 20250618

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 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:** 251055215

**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

### Strategic Bond Fund (Series ID: S000001589)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004307 | Class Y      | RFCYX           |
| C000066911 | Class A      | RFDAX           |
| C000066912 | Class C      | RFCCX           |
| C000066913 | Class S      | RFCTX           |
| C000166202 | Class R6     | RSBRX           |
| C000178355 | Class M      | RSYTX           |

## 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:** Strategic Bond Fund

- **b. EDGAR series identifier (if any):** S000001589

- **c. LEI of Series:** XI1M1CDVRC8YNT0B5804

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2045307056.22

**Total Liabilities:** $98440695.87

**Net Assets:** $1946866360.35

**Delayed Delivery Securities:** $6525818.00

**Cash Not Reported:** $5767573.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2087.10000000 | **1-Year:** -71965.33000000 | **5-Year:** -156522.91000000 | **10-Year:** -112010.15000000 | **30-Year:** -66911.76000000

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

- **3-Month:** -323.61000000 | **1-Year:** -6657.13000000 | **5-Year:** -14474.20000000 | **10-Year:** -15974.02000000 | **30-Year:** -5209.41000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004307 | 2.34%                | -0.03%               | 0.23%                |
| Class ID C000166202 | 2.22%                | 0.07%                | 0.11%                |
| Class ID C000066911 | 2.30%                | -0.06%               | 0.19%                |
| Class ID C000066913 | 2.18%                | 0.07%                | 0.21%                |
| Class ID C000178355 | 2.30%                | -0.03%               | 0.22%                |
| Class ID C000066912 | 2.17%                | -0.12%               | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4211862.70             | $23446396.74                               |
| Month 2  | $918463.00               | $-4354536.66                               |
| Month 3  | $-706390.33              | $3372761.69                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays U.S. Aggregate (Returns Universe) USD

- **Index Identifier:** IDX000010

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133AKPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16119191 | PA      | $12858013.82  | 0.66%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY BANK                                                                                      | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1806871.86   | 0.09%             | 2027-08-23      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1365871.49   | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1735000 | PA      | $1695352.54   | 0.09%             | 2026-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE JUN25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -380 | NC      | $-614800.37   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2825000 | PA      | $2741673.69   | 0.14%             | 2033-03-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                                              | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     2577000 | PA      | $2492897.34   | 0.13%             | 2026-06-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE2                                                            | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1653233 | PA      | $1679571.90   | 0.09%             | 2054-05-25      | Variable      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      482000 | PA      | $234523.13    | 0.01%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2782000 | PA      | $2836672.50   | 0.15%             | 2026-11-10      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6199000 | PA      | $5958304.48   | 0.31%             | 2026-12-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2766000 | PA      | $2547529.23   | 0.13%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Safeway Inc                                                                                         | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      356000 | PA      | $365879.06    | 0.02%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                              | CUSIP: 31282YC49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4419 | PA      | $666.33       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $101411.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      402000 | PA      | $342330.87    | 0.02%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1626615.04   | 0.08%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| BARINGS BDC INC                                                                                     | Barings BDC Inc                                                                 | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     2558000 | PA      | $2461676.90   | 0.13%             | 2026-11-23      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1029132.73  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia Government Bonds                                                                          | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12246000 | PA      | $4291470.91   | 0.22%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      440000 | PA      | $433734.12    | 0.02%             | 2026-07-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      820000 | PA      | $574785.48    | 0.03%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $41225.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MMAF Equipment Finance LLC                                                                          | MMAF Equipment Finance LLC 2024-A                                               | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3160000 | PA      | $3234759.47   | 0.17%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3599000 | PA      | $2425891.75   | 0.12%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27070000 | PA      | $26499418.54  | 1.36%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DK Trust                                                                                            | DK Trust 2024-SPBX                                                              | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4021000 | PA      | $4013250.09   | 0.21%             | 2034-03-15      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-869984.64   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-GBP-Fixed 4.44604%-BNPLDN_B-24/03/55                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     8100000 | OU      | $-169983.95   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Mid-State Trust                                                                                     | Mid-State Capital Corp 2005-1 Trust                                             | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190476 | PA      | $190092.69    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1298731.25   | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                                                                  | Boston Gas Co                                                                   | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      272000 | PA      | $264465.37    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $99787.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      380000 | PA      | $330020.25    | 0.02%             | 2027-11-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8RU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1750764 | PA      | $1701613.81   | 0.09%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nuveen LLC                                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $685065.38    | 0.04%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                                | National Fuel Gas Co                                                            | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     1924000 | PA      | $1945344.22   | 0.10%             | 2026-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | EFMT 2024-CES1                                                                  | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3522441 | PA      | $3536458.31   | 0.18%             | 2060-01-26      | Variable      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199316 | PA      | $198665.14    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                                                                   | Magnetite XXVI Ltd                                                              | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |     3370000 | PA      | $3353958.80   | 0.17%             | 2038-01-25      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      215000 | PA      | $223497.49    | 0.01%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| OGLETHORPE POWER CORP                                                                               | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1208375.96   | 0.06%             | 2050-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                                               | CWABS Asset-Backed Certificates Trust 2007-4                                    | CUSIP: 12668WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7767563 | PA      | $7427896.42   | 0.38%             | 2047-04-25      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                                                                          | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      770000 | PA      | $538359.44    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ACSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5645082 | PA      | $5033639.66   | 0.26%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2021-2 Ltd                                                        | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2959000 | PA      | $2970601.44   | 0.15%             | 2031-09-25      | Floating      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |      967000 | PA      | $845447.13    | 0.04%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1461789.02   | 0.08%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1724261 | PA      | $1632533.74   | 0.08%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $369966.64    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-3                                                 | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      409133 | PA      | $361389.29    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1939000 | PA      | $1297615.16   | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1174496.04   | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      416000 | PA      | $347478.55    | 0.02%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      304000 | PA      | $317858.03    | 0.02%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      361637 | PA      | $322468.93    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2632192 | PA      | $2629949.85   | 0.14%             | 2044-09-25      | Variable      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4803000 | PA      | $4539585.47   | 0.23%             | 2027-03-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     1265000 | PA      | $1253222.22   | 0.06%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                    | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |     4320000 | PA      | $5858239.09   | 0.30%             | 2039-05-28      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1878773 | PA      | $1746716.23   | 0.09%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250013 | PA      | $211043.14    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                                                                                 | American International Group Inc                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1091238.55   | 0.06%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bond                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7581000 | PA      | $7709341.48   | 0.40%             | 2030-02-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      454405 | PA      | $425321.66    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1815107 | PA      | $1815468.93   | 0.09%             | 2029-11-25      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      505000 | PA      | $363714.30    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                                            | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7103250 | PA      | $6754523.97   | 0.35%             | 2029-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 1.87%-JPMLDN_B-11/04/55                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    24376892 | OU      | $1416.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2438000 | PA      | $2389549.89   | 0.12%             | 2031-09-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Methanex Corp                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      397000 | PA      | $304333.91    | 0.02%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      851000 | PA      | $786127.80    | 0.04%             | 2044-11-18      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $6200.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $16303.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $963827.46    | 0.05%             | 2050-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| John Deere Owner Trust                                                                              | John Deere Owner Trust 2024-B                                                   | CUSIP: 47786WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4102152.44   | 0.21%             | 2031-05-15      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $3180042.55   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133A3PA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2515263 | PA      | $2130215.57   | 0.11%             | 2050-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4HS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5698558 | PA      | $5046650.48   | 0.26%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-MXN-Fixed 7.5975%-GSLDN_B-16/06/2027                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    45884475 | OU      | $-7227.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      670000 | PA      | $659181.57    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-690390.77   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                                            | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     1395000 | PA      | $1381477.07   | 0.07%             | 2034-04-03      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $764906.62    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-74554.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1152547.27   | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| THE CAMPBELLS COMPANY                                                                               | The Campbell's Company                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     1983000 | PA      | $1275375.23   | 0.07%             | 2050-04-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-280837.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-19211.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $14364.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2522000 | PA      | $2832355.10   | 0.15%             | 2033-11-07      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      406098 | PA      | $359640.98    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2191000 | PA      | $2114575.86   | 0.11%             | 2028-01-19      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12604245 | PA      | $12607975.33  | 0.65%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                                                                    | Carlyle US Clo 2017-2 Ltd                                                       | CUSIP: 14315JBA6<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     4300000 | PA      | $4302790.70   | 0.22%             | 2037-07-20      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      757000 | PA      | $756674.72    | 0.04%             | 2026-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      505000 | PA      | $481959.93    | 0.02%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2223479.86   | 0.11%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     1122000 | PA      | $702596.99    | 0.04%             | 2031-05-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8069000 | PA      | $7777605.33   | 0.40%             | 2030-03-15      | Floating      | 6.31%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2672533.09   | 0.14%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230938 | PA      | $205676.72    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3133TPGG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1906 | PA      | $116.06       | 0.00%             | 2030-08-15      | Floating      | 3.04%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $35635.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $26290.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      540000 | PA      | $475853.78    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $2559803.53   | 0.13%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1264296.54   | 0.06%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1180000 | PA      | $1174623.55   | 0.06%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2534000 | PA      | $2820262.81   | 0.14%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CBL & Associates LP                                                                                 | CBL & Associates LP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $0.00         | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      818000 | PA      | $752317.76    | 0.04%             | 2028-08-16      | Fixed         | 2.04%                 | No            | 2                  | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                                            | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     2965000 | PA      | $2975521.45   | 0.15%             | 2028-01-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      420000 | PA      | $415915.27    | 0.02%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2595000 | PA      | $1461714.84   | 0.08%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2377320.54   | 0.12%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $50639.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $357560.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2918027.68   | 0.15%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| Woori Bank                                                                                          | Woori Bank                                                                      | CUSIP: 98105FAG9<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |     2610000 | PA      | $2638739.34   | 0.14%             | 2028-08-06      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $52746.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                                             | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     1265000 | PA      | $1248412.56   | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                            | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     2318000 | PA      | $2216510.70   | 0.11%             | 2026-09-16      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JQQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      877059 | PA      | $773938.94    | 0.04%             | 2049-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1146754.90   | 0.06%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4009325.60   | 0.21%             | 2030-05-25      | Variable      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                 | Macquarie Group Ltd                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     2825000 | PA      | $2713696.16   | 0.14%             | 2027-09-23      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Cencosud SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     2875000 | PA      | $2840800.52   | 0.15%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1841000 | PA      | $2185123.13   | 0.11%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2158954.21   | 0.11%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AR9<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      830000 | PA      | $752922.01    | 0.04%             | 2046-06-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Sabra Health Care LP                                                                                | Sabra Health Care LP                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     1453000 | PA      | $1446759.60   | 0.07%             | 2026-08-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      624000 | PA      | $576226.07    | 0.03%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31359QYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         596 | PA      | $9.54         | 0.00%             | 2027-05-18      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 312936NC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      180312 | PA      | $185791.04    | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                             | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      567000 | PA      | $595493.29    | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-37363.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                                            | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2130000 | PA      | $2098210.37   | 0.11%             | 2027-12-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      134000 | PA      | $131544.71    | 0.01%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      490000 | PA      | $466147.14    | 0.02%             | 2053-08-14      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1050000 | PA      | $1056234.38   | 0.05%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WJWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      805980 | PA      | $718680.65    | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1250000 | PA      | $1233156.54   | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG4                               | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1880939 | PA      | $1945525.94   | 0.10%             | 2053-11-25      | Variable      | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Sealed Air Corp                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      584000 | PA      | $606259.17    | 0.03%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BORGWARNER INC                                                                                      | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      525000 | PA      | $519419.10    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     3803000 | PA      | $3553296.77   | 0.18%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      146000 | PA      | $95762.53     | 0.00%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                                            | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1130191.30   | 0.06%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES2                                                   | CUSIP: 74942BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8219499 | PA      | $8258878.91   | 0.42%             | 2055-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Steelcase Inc                                                                                       | Steelcase Inc                                                                   | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |      648000 | PA      | $616191.55    | 0.03%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1452142.96   | 0.07%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1863064.78   | 0.10%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31368HM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55946 | PA      | $57679.60     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     1173000 | PA      | $1153953.00   | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      840000 | PA      | $893262.80    | 0.05%             | 2028-11-03      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2999000 | PA      | $3091781.56   | 0.16%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |     2528977 | PA      | $2544235.57   | 0.13%             | 2055-05-25      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      596000 | PA      | $603589.69    | 0.03%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                                  | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1385000 | PA      | $1438693.76   | 0.07%             | 2033-10-05      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1298264.08   | 0.07%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      955000 | PA      | $583418.87    | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1397637.68   | 0.07%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-41227.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      388000 | PA      | $379082.70    | 0.02%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2025-CES1                                       | CUSIP: 10569PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7424821 | PA      | $7477474.30   | 0.38%             | 2055-02-25      | Variable      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1530000 | PA      | $957197.24    | 0.05%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-MXN-Fixed 7.5925%-CBNALDN_B-16/06/2027                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    46081123 | OU      | $-7041.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1031969.97   | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2021-2 Ltd                                                        | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5184044 | PA      | $5184628.74   | 0.27%             | 2031-09-25      | Floating      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| HMH Trust                                                                                           | HMH Trust 2017-NSS                                                              | CUSIP: 40390AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7770000 | PA      | $395640.24    | 0.02%             | 2031-07-05      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-102498.16   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2015-1                                                   | CUSIP: 81745QAA0<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |      366179 | PA      | $341386.42    | 0.02%             | 2045-01-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5579000 | PA      | $5593719.35   | 0.29%             | 2041-03-11      | Variable      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $21181.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nvent Finance Sarl                                                                                  | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     1352000 | PA      | $1351025.10   | 0.07%             | 2028-04-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     2743000 | PA      | $2423521.75   | 0.12%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      481000 | PA      | $410841.64    | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2023-CES1                                             | CUSIP: 89181XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4448067 | PA      | $4486133.35   | 0.23%             | 2063-07-25      | Variable      | 6.75%                 | Yes           | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                      | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $936554.90    | 0.05%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1241857.69   | 0.06%             | 2032-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-35397.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1511165.07   | 0.08%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85432 | PA      | $85152.66     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X47B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      410763 | PA      | $362467.82    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2076041 | PA      | $2090460.34   | 0.11%             | 2044-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419A3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76361 | PA      | $80075.33     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Nomura Resecuritization Trust                                                                       | Nomura Resecuritization Trust 2015-11R                                          | CUSIP: 65541HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      545733 | PA      | $537405.77    | 0.03%             | 2036-05-26      | Variable      | 4.27%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1717771 | PA      | $1494638.80   | 0.08%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $5384.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      578000 | PA      | $624404.38    | 0.03%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2025-3                                        | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |     3330684 | PA      | $3303569.54   | 0.17%             | 2056-02-25      | Floating      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      458000 | PA      | $429069.77    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2700000 | PA      | $2773021.37   | 0.14%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104257 | PA      | $107283.20    | 0.01%             | 2040-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      250000 | PA      | $184193.29    | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-126569.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      625000 | PA      | $544223.21    | 0.03%             | 2036-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      830000 | PA      | $419834.65    | 0.02%             | 2060-08-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                                                                    | Flatiron CLO 26 Ltd                                                             | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     7600000 | PA      | $7563170.40   | 0.39%             | 2038-01-15      | Floating      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| Babson CLO Ltd                                                                                      | Barings CLO Ltd 2025-I                                                          | CUSIP: 067927AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3260000 | PA      | $3257052.96   | 0.17%             | 2038-04-20      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797ND5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    47074000 | PA      | $47068485.75  | 2.42%             | 2025-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     4053000 | PA      | $4001721.32   | 0.21%             | 2026-07-26      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      874000 | PA      | $724862.56    | 0.04%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2052000 | PA      | $1954049.07   | 0.10%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 32 Ltd                                                                  | Octagon Investment Partners 32 Ltd                                              | CUSIP: 67573CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1700000 | PA      | $1692883.80   | 0.09%             | 2037-10-31      | Floating      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1515392.21   | 0.08%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2664837 | PA      | $2677258.46   | 0.14%             | 2044-02-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                              | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     1357000 | PA      | $1342877.95   | 0.07%             | 2027-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-20102.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | CIFC Funding 2014-V Ltd                                                         | CUSIP: 12550ABD7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |     5400000 | PA      | $5402953.80   | 0.28%             | 2037-07-17      | Floating      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $180.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust                                                       | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2603531 | PA      | $2649044.74   | 0.14%             | 2063-10-25      | Variable      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64164.14     | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3046000 | PA      | $2869832.73   | 0.15%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3970000 | PA      | $3724046.11   | 0.19%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5943901 | PA      | $5968052.04   | 0.31%             | 2055-06-25      | Variable      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                                        | Voya CLO 2018-4 Ltd                                                             | CUSIP: 92917WBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1994758.00   | 0.10%             | 2037-10-15      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3445000 | PA      | $2364650.62   | 0.12%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                                                                  | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24885.24     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75771 | PA      | $68790.13     | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      852722 | PA      | $761354.95    | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                              | Aviation Capital Group LLC                                                      | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      485000 | PA      | $473853.95    | 0.02%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2370000 | PA      | $2407451.59   | 0.12%             | 2027-08-07      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                              | CUSIP: 31282YCG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2085 | PA      | $132.37       | 0.00%             | 2028-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2457964.05   | 0.13%             | 2028-07-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2720000 | PA      | $2744225.00   | 0.14%             | 2026-06-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      644826 | PA      | $574292.33    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      495000 | PA      | $498774.97    | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1613464.41   | 0.08%             | 2029-08-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1878773 | PA      | $1749119.75   | 0.09%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mercury General Corp                                                                                | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2289964.72   | 0.12%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1156000 | PA      | $1117387.23   | 0.06%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4163000 | PA      | $4714123.10   | 0.24%             | 2026-02-26      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      545000 | PA      | $522352.28    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1353708 | PA      | $1349305.09   | 0.07%             | 2037-02-19      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) JUN25                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -73 | NC      | $-1268132.03  | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1573000 | PA      | $1558253.13   | 0.08%             | 2044-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Comerica Inc                                                                                        | Comerica Inc                                                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1397363.08   | 0.07%             | 2026-07-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      388061 | PA      | $327573.31    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     2922000 | PA      | $2917441.56   | 0.15%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   848350000 | PA      | $4712739.11   | 0.24%             | 2053-12-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      435000 | PA      | $447035.86    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | 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        |     3041469 | PA      | $3037453.93   | 0.16%             | 2034-08-15      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1742994.91   | 0.09%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     2153000 | PA      | $2151482.52   | 0.11%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      410000 | PA      | $317940.19    | 0.02%             | 2049-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2025-FL14 LLC                                                               | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1625000 | PA      | $1609196.39   | 0.08%             | 2042-10-21      | Floating      | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                                     | Greenpoint Manufactured Housing                                                 | CUSIP: 395383AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1575000 | PA      | $1521930.53   | 0.08%             | 2031-08-21      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1788282.41   | 0.09%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      796000 | PA      | $776030.60    | 0.04%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8243.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Trust I                                                                              | American Tower Trust #1                                                         | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |     2394000 | PA      | $2339156.57   | 0.12%             | 2028-03-23      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| Liberty Mutual Group Inc                                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      218000 | PA      | $244222.62    | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15961138 | PA      | $15697376.56  | 0.81%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-9093.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3798000 | PA      | $3853655.13   | 0.20%             | 2034-04-25      | Floating      | 7.70%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3569000 | PA      | $3402917.98   | 0.17%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      727000 | PA      | $474899.84    | 0.02%             | 2050-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     2004000 | PA      | $1936025.12   | 0.10%             | 2026-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SABAL TRAIL TRANS                                                                                   | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     2479000 | PA      | $2441634.21   | 0.13%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5655105 | PA      | $4914274.54   | 0.25%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      290520 | PA      | $259391.23    | 0.01%             | 2047-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3376000 | PA      | $3388660.00   | 0.17%             | 2028-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                                                                           | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1124914.33   | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2429000 | PA      | $2283993.39   | 0.12%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     1943000 | PA      | $1784666.87   | 0.09%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1890000 | PA      | $1804402.47   | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     2312000 | PA      | $2319298.57   | 0.12%             | 2029-01-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1880000 | PA      | $1979016.07   | 0.10%             | 2029-09-13      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1392664.48   | 0.07%             | 2028-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                                            | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |     1753000 | PA      | $1684373.24   | 0.09%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           | 2                  | On Loan: No      |
| Crown Cork & Seal Co Inc                                                                            | Crown Cork & Seal Co Inc                                                        | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |      567000 | PA      | $582699.67    | 0.03%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                                                                                        | Tapestry Inc                                                                    | CUSIP: 000000000<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      950000 | PA      | $925670.55    | 0.05%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4145.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| D.R. HORTON INC                                                                                     | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1794287.59   | 0.09%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                                                                               | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1633000 | PA      | $1620327.07   | 0.08%             | 2028-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Genworth Holdings Inc                                                                               | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |      436000 | PA      | $409531.75    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1056674.01   | 0.05%             | 2027-01-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4523062 | PA      | $3839860.06   | 0.20%             | 2050-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kubota Credit Owner Trust                                                                           | Kubota Credit Owner Trust 2024-2                                                | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1750000 | PA      | $1789811.56   | 0.09%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2006573.78   | 0.10%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                                                            | Indianapolis Power & Light Co                                                   | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1126792.25   | 0.06%             | 2054-04-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Western Digital Corp                                                                                | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69486.45     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                                                  | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2121247.25   | 0.11%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding IX LLC                                                              | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |     2951930 | PA      | $2978071.86   | 0.15%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | Ares Loan Funding VIII Ltd                                                      | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1340000 | PA      | $1333931.14   | 0.07%             | 2038-01-24      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-SEQ3                               | CUSIP: 79582GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2815612 | PA      | $2868125.33   | 0.15%             | 2053-06-01      | Variable      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      989000 | PA      | $717179.53    | 0.04%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                                                                              | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1392000 | PA      | $1379213.20   | 0.07%             | 2028-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2639 | NC      | $5076482.27   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2017258.56   | 0.10%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1327515.20   | 0.07%             | 2025-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1919000 | PA      | $1863120.10   | 0.10%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      475000 | PA      | $365935.41    | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31393RJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86202 | PA      | $87770.19     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $52323.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1880000 | PA      | $1899098.41   | 0.10%             | 2026-11-21      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |       62000 | PA      | $64074.05     | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                                                                      | Barings CLO Ltd 2020-I                                                          | CUSIP: 06762LAR9<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |     7280000 | PA      | $7261217.60   | 0.37%             | 2038-01-15      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $48509.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hudson Yards                                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2805000 | PA      | $2852020.69   | 0.15%             | 2040-01-13      | Variable      | 6.90%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1410000 | PA      | $1245704.74   | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES2                                                   | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3712497 | PA      | $3739870.87   | 0.19%             | 2044-04-25      | Variable      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                                              | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     2291000 | PA      | $2351295.94   | 0.12%             | 2028-12-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      817000 | PA      | $497833.28    | 0.03%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $14229.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2743000 | PA      | $2577246.24   | 0.13%             | 2082-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1385000 | PA      | $1337842.66   | 0.07%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      446000 | PA      | $446106.10    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Manulife Financial Corp                                                                             | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     2720000 | PA      | $2675027.11   | 0.14%             | 2032-02-24      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2022-FL11 LLC                                                               | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7911120 | PA      | $7911115.80   | 0.41%             | 2039-03-19      | Floating      | 6.12%                 | Yes           | 2                  | On Loan: No      |
| HANA BANK                                                                                           | KEB Hana Bank                                                                   | CUSIP: 482466AG4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     1802000 | PA      | $1740096.49   | 0.09%             | 2026-10-19      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1002961.74   | 0.05%             | 2035-01-23      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | PA      | $785051.23    | 0.04%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                                             | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2685000 | PA      | $1394405.88   | 0.07%             | 2050-08-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                                             | QBE Insurance Group Ltd                                                         | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |     1880000 | PA      | $1878626.79   | 0.10%             | 2025-05-12      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1018696.36   | 0.05%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           | 2                  | On Loan: No      |
| XEROX CORPORATION                                                                                   | Xerox Corp                                                                      | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      494000 | PA      | $215063.34    | 0.01%             | 2039-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $154765.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                             | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     1158000 | PA      | $1143710.28   | 0.06%             | 2026-04-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1675898.75   | 0.09%             | 2027-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                                             | Sammons Financial Group Inc                                                     | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1395709.38   | 0.07%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     2853000 | PA      | $2636462.12   | 0.14%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| HIGH STREET FD TRUST III                                                                            | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      680000 | PA      | $658121.65    | 0.03%             | 2055-02-15      | Fixed         | 5.81%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1310045.49   | 0.07%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      224000 | PA      | $214256.21    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      820000 | PA      | $848545.85    | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                                                                   | Japan Government Forty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   788850000 | PA      | $2734713.10   | 0.14%             | 2060-03-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                                             | American Electric Power Co Inc                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2308000 | PA      | $2356198.61   | 0.12%             | 2029-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1414161.10   | 0.07%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                                                                                          | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2788894.59   | 0.14%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 3837H2WC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2466 | PA      | $58.99        | 0.00%             | 2029-08-16      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -21 | NC      | $7657.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprint Capital Corp                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1360327.96   | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc                                                                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       11000 | PA      | $11574.10     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1009925.58   | 0.05%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1308000 | PA      | $1329318.12   | 0.07%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31398NEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1990635 | PA      | $231670.79    | 0.01%             | 2040-09-25      | Floating      | 2.13%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-12                                                | CUSIP: 46592WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5481597 | PA      | $4834531.54   | 0.25%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPJ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13888393 | PA      | $12971429.39  | 0.67%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2392000 | PA      | $2314347.71   | 0.12%             | 2030-03-15      | Floating      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      665000 | PA      | $639223.38    | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                                                            | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |     8700000 | PA      | $8857998.32   | 0.45%             | 2031-05-06      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1215000 | PA      | $1138215.62   | 0.06%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $759157.76    | 0.04%             | 2028-06-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      915000 | PA      | $953009.58    | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                        | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3491000 | PA      | $3454912.21   | 0.18%             | 2037-12-15      | Floating      | 7.17%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Reference Remic                                                                         | Freddie Mac Reference REMIC                                                     | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      340836 | PA      | $354915.31    | 0.02%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fluor Corp                                                                                          | Fluor Corp                                                                      | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      416000 | PA      | $402936.39    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $62824.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      229000 | PA      | $208964.10    | 0.01%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                                                 | DBGS 2019-1735 Mortgage Trust                                                   | CUSIP: 23307EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4612000 | PA      | $3669279.94   | 0.19%             | 2037-04-10      | Variable      | 4.33%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      755000 | PA      | $712892.16    | 0.04%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $71589.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1313951.91   | 0.07%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                                            | Mondelez International Holdings Netherlands BV                                  | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      358000 | PA      | $342854.02    | 0.02%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 38379HZP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      984672 | PA      | $918515.61    | 0.05%             | 2044-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                                             | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1730000 | PA      | $1510783.07   | 0.08%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2243000 | PA      | $2214612.03   | 0.11%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SYNOVUS BANK GA                                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $2593662.52   | 0.13%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1309000 | PA      | $840009.84    | 0.04%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2050000 | PA      | $1993686.97   | 0.10%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      620000 | PA      | $623428.14    | 0.03%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      348262 | PA      | $310540.40    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                           | CUSIP: 525ESC3F4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455448 | PA      | $182.18       | 0.00%             | 2012-01-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    45069800 | PA      | $44884525.26  | 2.31%             | 2025-06-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-69941.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      511000 | PA      | $423012.19    | 0.02%             | 2053-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     2671000 | PA      | $2644936.86   | 0.14%             | 2027-04-20      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QADC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      417950 | PA      | $407764.17    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      715000 | PA      | $693704.10    | 0.04%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    66857000 | PA      | $66527357.55  | 3.42%             | 2025-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2591000 | PA      | $2203766.97   | 0.11%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393BFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47991 | PA      | $6998.24      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J8LP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79902 | PA      | $77954.87     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                                         | Bear Stearns ARM Trust 2004-5                                                   | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91232 | PA      | $80418.44     | 0.00%             | 2034-07-25      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE                                                                                     | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1385000 | PA      | $1067988.55   | 0.05%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      316000 | PA      | $303450.29    | 0.02%             | 2027-01-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2251852.96   | 0.12%             | 2028-11-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31394GGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12643 | PA      | $2049.92      | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      745000 | PA      | $548800.99    | 0.03%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2022-1 Ltd                                                        | CUSIP: 078774AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3523000 | PA      | $3630589.71   | 0.19%             | 2032-01-26      | Floating      | 8.05%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $98489.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CHF / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $-50284.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $90016.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      630000 | PA      | $636058.17    | 0.03%             | 2029-01-19      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     2298000 | PA      | $2580977.28   | 0.13%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1568188.75   | 0.08%             | 2030-01-03      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31396L4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7475 | PA      | $7298.01      | 0.00%             | 2036-12-25      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1279906.85   | 0.07%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      916074 | PA      | $770730.16    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1522279.92   | 0.08%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5151.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                              | CUSIP: 31282YC80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5252 | PA      | $788.43       | 0.00%             | 2031-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3133TJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38413 | PA      | $841.39       | 0.00%             | 2027-06-17      | Floating      | 2.54%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                         | CUSIP: 12477BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5889000 | PA      | $4662758.03   | 0.24%             | 2046-11-10      | Variable      | 2.86%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3960000 | PA      | $4044459.39   | 0.21%             | 2029-02-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AGL CLO Ltd.                                                                                        | AGL CLO 37 Ltd                                                                  | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |     2100000 | PA      | $2090197.20   | 0.11%             | 2038-04-22      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31393QXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1922 | PA      | $299.16       | 0.00%             | 2033-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2937000 | PA      | $2769088.92   | 0.14%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                                                 | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      830000 | PA      | $843802.14    | 0.04%             | 2034-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                                                                             | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1429472.03   | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                               | Micron Technology Inc                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1655458.38   | 0.09%             | 2028-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                                            | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    56484000 | PA      | $2723347.91   | 0.14%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      290000 | PA      | $273689.39    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $897861.62    | 0.05%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AGL CLO Ltd.                                                                                        | AGL CLO 21 Ltd                                                                  | CUSIP: 00119FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    10600000 | PA      | $10606105.60  | 0.54%             | 2037-10-21      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      935000 | PA      | $863264.39    | 0.04%             | 2030-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWM55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      163057 | PA      | $159453.61    | 0.01%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      651000 | PA      | $568712.52    | 0.03%             | 2050-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      742000 | PA      | $716306.36    | 0.04%             | 2027-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                       | CUSIP: 31364JN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2756 | PA      | $394.17       | 0.00%             | 2030-05-25      | Fixed         | 8.00%                 | 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      | $-1279.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                                                                        | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2306100 | PA      | $2290066.70   | 0.12%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                               | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      516157 | PA      | $521532.71    | 0.03%             | 2033-10-25      | Floating      | 7.35%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED THB / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $968.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2023-HE3                                                            | CUSIP: 31684CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1363385 | PA      | $1398592.60   | 0.07%             | 2053-11-25      | Variable      | 6.44%                 | Yes           | 2                  | On Loan: No      |
| Prudential Financial Inc                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      717000 | PA      | $714155.62    | 0.04%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136666 | PA      | $140728.26    | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $9124.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1454640.52   | 0.07%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| NISOURCE INC                                                                                        | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1327000 | PA      | $1356797.43   | 0.07%             | 2028-03-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      703000 | PA      | $623351.37    | 0.03%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                                                                                | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $991800.64    | 0.05%             | 2050-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      614000 | PA      | $524778.13    | 0.03%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION INSURC INC                                                                            | Constellation Insurance Inc                                                     | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |      911000 | PA      | $883457.04    | 0.05%             | 2030-01-24      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11172584 | PA      | $11344622.78  | 0.58%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2023-HE2                                                            | CUSIP: 316925AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      969826 | PA      | $1005668.40   | 0.05%             | 2053-05-25      | Variable      | 7.69%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2615000 | PA      | $2609892.59   | 0.13%             | 2029-08-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                 | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1514000 | PA      | $1504596.71   | 0.08%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-1                                               | CUSIP: 46654WAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9116249 | PA      | $8046663.42   | 0.41%             | 2052-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $17894.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      945000 | PA      | $828478.66    | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $17799.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                  | CUSIP: 893830AZ2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       64000 | PA      | $45953.22     | 0.00%             | 2041-12-15      | Fixed         | 9.35%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1231898.32   | 0.06%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUXL 30Y BND JUN25                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -31 | NC      | $70247.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTIS INC                                                                                          | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     1123000 | PA      | $1098752.85   | 0.06%             | 2026-10-04      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-159329.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2024-2 Ltd                                              | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |     2800000 | PA      | $2798555.20   | 0.14%             | 2037-07-15      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410LXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58073 | PA      | $53264.57     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X8BA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286956 | PA      | $253438.33    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     2797000 | PA      | $2561900.63   | 0.13%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1547371.48   | 0.08%             | 2028-01-20      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15649379 | PA      | $14997482.80  | 0.77%             | 2052-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Under Armour Inc                                                                                    | Under Armour Inc                                                                | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      853000 | PA      | $827311.32    | 0.04%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Banco de Bogota SA                                                                                  | Banco de Bogota SA                                                              | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |     1769000 | PA      | $1723392.35   | 0.09%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     2588000 | PA      | $2703765.35   | 0.14%             | 2028-08-18      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X76N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5018140 | PA      | $4044849.17   | 0.21%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Co                                                                                | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2394000 | PA      | $2059081.08   | 0.11%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-19401.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 36241LDP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2104492 | PA      | $2101225.39   | 0.11%             | 2039-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |           1 | NC      | $380365.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2507000 | PA      | $2492144.35   | 0.13%             | 2038-09-10      | Variable      | 4.47%                 | Yes           | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                               | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      620000 | PA      | $571665.98    | 0.03%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                              | CUSIP: 31282YCD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         932 | PA      | $59.82        | 0.00%             | 2028-01-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      855000 | PA      | $823547.25    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                      | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12886125 | PA      | $13029934.16  | 0.67%             | 2054-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                      | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    21079000 | PA      | $21058785.24  | 1.08%             | 2054-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   638550000 | PA      | $3972202.59   | 0.20%             | 2054-09-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2225000 | PA      | $2263353.97   | 0.12%             | 2034-02-22      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      258000 | PA      | $256963.21    | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      666000 | PA      | $654865.31    | 0.03%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1030000 | PA      | $1016481.25   | 0.05%             | 2054-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M84A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      278339 | PA      | $286932.51    | 0.01%             | 2040-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2185000 | PA      | $2128799.90   | 0.11%             | 2028-11-07      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| XTO Energy Inc                                                                                      | XTO Energy Inc                                                                  | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |      844000 | PA      | $952846.36    | 0.05%             | 2037-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $877833.99    | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2370000 | PA      | $2420022.50   | 0.12%             | 2030-05-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      670000 | PA      | $593901.30    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2024000 | PA      | $1715953.21   | 0.09%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| RPM International Inc                                                                               | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2611056.03   | 0.13%             | 2029-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                 | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1306170 | PA      | $1295595.38   | 0.07%             | 2040-02-15      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2873000 | PA      | $2784302.76   | 0.14%             | 2077-08-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2759477.94   | 0.14%             | 2029-06-08      | Fixed         | 6.31%                 | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $1125296.60   | 0.06%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      860000 | PA      | $887082.87    | 0.05%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Global Marine Inc                                                                                   | Global Marine Inc                                                               | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      522000 | PA      | $447789.65    | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     1732000 | PA      | $1693826.44   | 0.09%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1041 | NC      | $1539242.23   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS CO                                                                                   | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      425000 | PA      | $426411.10    | 0.02%             | 2025-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                                                                   | Japan Government Forty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   241250000 | PA      | $1414715.78   | 0.07%             | 2064-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES1                                                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      891776 | PA      | $896654.88    | 0.05%             | 2043-06-25      | Variable      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      519433 | PA      | $463800.43    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RIKISBREF                                                                                           | Iceland Rikisbref                                                               | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   412087455 | PA      | $3139362.98   | 0.16%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                           | CUSIP: 525ESC6Y0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      733897 | PA      | $293.56       | 0.00%             | 2027-09-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                                                                    | Flatiron RR CLO 30 Ltd                                                          | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2491902.50   | 0.13%             | 2038-04-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $32096.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2024-RCF6 LLC                                                              | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4117097 | PA      | $4000324.42   | 0.21%             | 2054-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     2151000 | PA      | $2208405.63   | 0.11%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1525620.20   | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | Ares LVI CLO Ltd                                                                | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2977419.00   | 0.15%             | 2038-01-25      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1000837.59   | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $849495.70    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHNK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      477540 | PA      | $423433.09    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-9889.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-6406.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      576000 | PA      | $591560.95    | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     1588000 | PA      | $1522376.92   | 0.08%             | 2026-09-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9596687 | PA      | $9193956.69   | 0.47%             | 2053-03-01      | Fixed         | 4.50%                 | No            | 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        |     3856116 | PA      | $3831586.87   | 0.20%             | 2036-09-17      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1402997.07   | 0.07%             | 2047-12-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Owens Corning                                                                                       | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1859000 | PA      | $1477886.30   | 0.08%             | 2048-01-30      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58208000 | PA      | $395296.35    | 0.02%             | 2039-09-13      | Variable      | 0.47%                 | Yes           | 2                  | On Loan: No      |
| MMAF Equipment Finance LLC                                                                          | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3057829.68   | 0.16%             | 2050-06-13      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE1                                                            | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4948724 | PA      | $5019663.17   | 0.26%             | 2054-03-25      | Variable      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 0.829%-BNPLDN_B-14/03/27                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  6209000000 | OU      | $-153318.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -472 | NC      | $-456530.51   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4937.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      561416 | PA      | $452838.45    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG3                               | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2818964 | PA      | $2896721.35   | 0.15%             | 2053-08-25      | Variable      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EQHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      550518 | PA      | $507950.11    | 0.03%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93253 | PA      | $96621.58     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 23666100000 | PA      | $5986239.57   | 0.31%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2005000 | PA      | $1674175.00   | 0.09%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2469000 | PA      | $2519443.42   | 0.13%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1665436 | PA      | $1513489.84   | 0.08%             | 2031-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      532000 | PA      | $545881.10    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11969.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1189318.24   | 0.06%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                             | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     2500000 | PA      | $2488625.00   | 0.13%             | 2025-06-16      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      866000 | PA      | $889799.99    | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $28970.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2024-FIG5                               | CUSIP: 79582MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5763178 | PA      | $5863386.51   | 0.30%             | 2054-04-25      | Variable      | 6.26%                 | Yes           | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                          | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1887581 | PA      | $1885935.62   | 0.10%             | 2036-11-15      | Floating      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| Enel Americas SA                                                                                    | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     1434000 | PA      | $1417297.20   | 0.07%             | 2026-10-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2492199.20   | 0.13%             | 2027-01-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     1784000 | PA      | $1738128.83   | 0.09%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                                                                     | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      620000 | PA      | $335865.45    | 0.02%             | 2050-08-06      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3192000 | PA      | $3710835.74   | 0.19%             | 2026-09-27      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-174058.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      184364 | PA      | $190830.82    | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     1155000 | PA      | $1007992.87   | 0.05%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      589000 | PA      | $555056.03    | 0.03%             | 2027-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      178000 | PA      | $134448.91    | 0.01%             | 2045-11-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Banc of America Mortgage Securities                                                                 | Banc of America Mortgage 2005-D Trust                                           | CUSIP: 05949A4R8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123333 | PA      | $123505.86    | 0.01%             | 2035-05-25      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1948811.30   | 0.10%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6C74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      466167 | PA      | $406052.95    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2926000 | PA      | $2867480.00   | 0.15%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1227000 | PA      | $1241278.07   | 0.06%             | 2034-01-25      | Floating      | 7.60%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      219000 | PA      | $214140.94    | 0.01%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      228546 | PA      | $201675.08    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                                            | Export-Import Bank of Korea                                                     | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3900000 | PA      | $3916414.05   | 0.20%             | 2026-01-11      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      315539 | PA      | $255331.09    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                       | CUSIP: 3136FAJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1283 | PA      | $225.22       | 0.00%             | 2032-04-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1881000 | PA      | $1773775.12   | 0.09%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      373000 | PA      | $267114.11    | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      865000 | PA      | $1056965.45   | 0.05%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                  | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      410000 | PA      | $252395.70    | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1005000 | PA      | $684587.48    | 0.04%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      603144 | PA      | $609273.20    | 0.03%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2382585.39   | 0.12%             | 2029-02-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                          | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3688762 | PA      | $3686464.69   | 0.19%             | 2037-01-15      | Floating      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2847000 | PA      | $2677027.07   | 0.14%             | 2028-09-22      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1266325.43   | 0.07%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      820000 | PA      | $798022.89    | 0.04%             | 2027-03-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1053970.93   | 0.05%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1558000 | PA      | $1593686.43   | 0.08%             | 2028-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                                            | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      495000 | PA      | $470652.60    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143810.99    | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $152189.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                                                                                    | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     2637000 | PA      | $2625996.04   | 0.13%             | 2027-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1545724.31   | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2370000 | PA      | $2467296.63   | 0.13%             | 2034-05-09      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                                                                                      | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      682000 | PA      | $504595.90    | 0.03%             | 2052-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      117000 | PA      | $109312.73    | 0.01%             | 2028-02-29      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $102212.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2024-8 LLC                                                                 | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1071194 | PA      | $1063722.25   | 0.05%             | 2029-12-25      | Variable      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $24475.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $15446.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                  | Seagate HDD Cayman                                                              | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      132000 | PA      | $125334.71    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-17892.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     1726000 | PA      | $1690589.61   | 0.09%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4255000 | PA      | $4049034.30   | 0.21%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      410000 | PA      | $396162.50    | 0.02%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                                                        | 7-Eleven Inc                                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     2963000 | PA      | $2708398.86   | 0.14%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $6896.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      610000 | PA      | $570685.95    | 0.03%             | 2028-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     1050000 | PA      | $926910.05    | 0.05%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      715000 | PA      | $647715.45    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2796000 | PA      | $2638704.90   | 0.14%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2156468.08   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      735000 | PA      | $719140.59    | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DMQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      255516 | PA      | $215925.33    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-24159.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4652 | PA      | $613.68       | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         811 | NC      | $-511169.87   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $108876.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-10141.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      765000 | PA      | $758043.53    | 0.04%             | 2026-08-19      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| AGL CLO Ltd.                                                                                        | AGL CLO 23 Ltd                                                                  | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |     6130000 | PA      | $6112774.70   | 0.31%             | 2038-04-20      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ENN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1044057 | PA      | $1076421.90   | 0.06%             | 2040-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      620000 | PA      | $399503.56    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JAMES HARDIE INTL FIN                                                                               | James Hardie International Finance DAC                                          | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     1796000 | PA      | $1748212.39   | 0.09%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-323293.81   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3481000 | PA      | $3879371.53   | 0.20%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     2843000 | PA      | $2657996.24   | 0.14%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      505000 | PA      | $514935.22    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Taurus CMBS                                                                                         | Taurus 2021-1 UK DAC                                                            | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |     1211105 | PA      | $1598745.66   | 0.08%             | 2031-05-17      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                                              | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1400660.71   | 0.07%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $1282301.72   | 0.07%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1166365.42   | 0.06%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1403516.72   | 0.07%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5789000 | PA      | $6006992.03   | 0.31%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $964334.02    | 0.05%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      237000 | PA      | $211838.62    | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      620000 | PA      | $590862.81    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |     2354000 | PA      | $2237506.66   | 0.11%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2024-CES1                                       | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |      798676 | PA      | $807119.52    | 0.04%             | 2054-04-25      | Variable      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1178793.16  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Churchill Middle Market CLO Ltd                                                                     | Churchill NCDLC CLO-I LLC                                                       | CUSIP: 17151JAS8<br>LEI: 5493004CDRTHE6R7HG15 | Long             | ABS-CBDO         | CORP              | US        |     3910000 | PA      | $3841164.45   | 0.20%             | 2038-04-20      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                                                                    | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1669245.19   | 0.09%             | 2082-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $1588830.32   | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335ACW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      391280 | PA      | $403837.39    | 0.02%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1250415.54   | 0.06%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      891000 | PA      | $868251.26    | 0.04%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1078898.03   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $948143.34    | 0.05%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8004000 | PA      | $7947048.50   | 0.41%             | 2025-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      515000 | PA      | $469148.42    | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      955000 | PA      | $924884.60    | 0.05%             | 2051-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -75 | NC      | $-127262.48   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $884224.11    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $1220412.66   | 0.06%             | 2027-05-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2021-22 Ltd                                                             | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |     3800000 | PA      | $3792365.80   | 0.19%             | 2037-10-20      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| JDE PEET'S NV                                                                                       | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     2095000 | PA      | $1970885.92   | 0.10%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      432032 | PA      | $403822.91    | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $102695.89    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2777027.52   | 0.14%             | 2028-12-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      307000 | PA      | $203290.04    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT JUN25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -24 | NC      | $-14570.81    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-53612.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QADD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      579902 | PA      | $565768.93    | 0.03%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31396QYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2045778 | PA      | $235352.13    | 0.01%             | 2037-01-25      | Floating      | 2.28%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CZK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $12755.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      702000 | PA      | $771641.81    | 0.04%             | 2037-05-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3640000 | PA      | $4290745.63   | 0.22%             | 2028-09-18      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Murphy Oil Corp                                                                                     | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      484000 | PA      | $355299.76    | 0.02%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      444000 | PA      | $425542.37    | 0.02%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                                            | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1378057.27   | 0.07%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2720000 | PA      | $2807197.57   | 0.14%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      399000 | PA      | $420202.44    | 0.02%             | 2027-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                                              | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $1653520.54   | 0.08%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $940654.35    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800425 | PA      | $744316.54    | 0.04%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1521000 | PA      | $1347675.97   | 0.07%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      552000 | PA      | $473702.62    | 0.02%             | 2036-08-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-HE2                                               | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     1497696 | PA      | $1496263.14   | 0.08%             | 2054-10-20      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-66551.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      421000 | PA      | $263453.91    | 0.01%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-4483.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Audax Senior Debt CLO, LLC                                                                          | Audax Senior Debt CLO 12 LLC                                                    | CUSIP: 05071UAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4160000 | PA      | $4162566.72   | 0.21%             | 2037-04-22      | Floating      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| Irwin Home Equity                                                                                   | Irwin Home Equity Loan Trust 2006-1                                             | CUSIP: 464126CZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88151 | PA      | $88345.95     | 0.00%             | 2035-09-25      | Variable      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| Ameren Illinois Co                                                                                  | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      880000 | PA      | $873858.29    | 0.04%             | 2028-05-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      107000 | PA      | $115931.29    | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $253496.80    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE4                                                            | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2669438 | PA      | $2666368.40   | 0.14%             | 2054-09-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1250215.95  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| LKQ CORP                                                                                            | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     2528000 | PA      | $2582540.21   | 0.13%             | 2028-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO V Ltd                                                                                   | Elmwood CLO V Ltd                                                               | CUSIP: 29003BAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8200000 | PA      | $8195572.00   | 0.42%             | 2037-10-20      | Floating      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393BN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9405 | PA      | $1110.41      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     1852000 | PA      | $1934389.48   | 0.10%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                       | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1567086 | PA      | $1575975.91   | 0.08%             | 2054-06-25      | Variable      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      296000 | PA      | $247241.71    | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $6910.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      522000 | PA      | $503332.96    | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-MDHS                                          | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4993467 | PA      | $4970720.43   | 0.26%             | 2041-05-15      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1156166.52   | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | 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      | $-151931.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2024-FL14 LLC                                                               | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4418000 | PA      | $4418000.88   | 0.23%             | 2039-03-19      | Floating      | 6.06%                 | Yes           | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      343000 | PA      | $314542.49    | 0.02%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $18658.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      469344 | PA      | $447537.23    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    12736000 | PA      | $13006827.69  | 0.67%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      935000 | PA      | $1004774.29   | 0.05%             | 2054-03-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      966000 | PA      | $798863.52    | 0.04%             | 2049-04-03      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                        | CUSIP: 46593PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5160000 | PA      | $5159973.68   | 0.27%             | 2055-07-20      | Floating      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                                                             | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1385000 | PA      | $1199585.37   | 0.06%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7561756 | PA      | $7700290.12   | 0.40%             | 2035-01-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1375000 | PA      | $1396299.40   | 0.07%             | 2030-11-19      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                                                              | GSAA Trust                                                                      | CUSIP: 40051CAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131932 | PA      | $153258.20    | 0.01%             | 2034-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER TRUST I                                                                              | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |     7133000 | PA      | $7257463.00   | 0.37%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-20326.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254631 | PA      | $253988.39    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      985000 | PA      | $950920.43    | 0.05%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE6                                                            | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3522982 | PA      | $3549238.80   | 0.18%             | 2054-12-25      | Variable      | 5.72%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-20478.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY DIRECT                                                                               | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     1039000 | PA      | $1030066.66   | 0.05%             | 2027-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1459532.16   | 0.07%             | 2026-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |      845000 | PA      | $756066.28    | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1221977 | PA      | $1189379.83   | 0.06%             | 2060-02-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211499 | PA      | $206344.73    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      805000 | PA      | $794485.90    | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      101000 | PA      | $121855.07    | 0.01%             | 2029-09-27      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                       | CUSIP: 31364HN86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          13 | PA      | $0.57         | 0.00%             | 2026-11-25      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      668000 | PA      | $516235.58    | 0.03%             | 2046-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      415000 | PA      | $398710.93    | 0.02%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1877263.38   | 0.10%             | 2047-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1728000 | PA      | $1636287.37   | 0.08%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |      580000 | PA      | $343681.96    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-MXN-Fixed 7.58%-BCSANT_B-16/06/2027                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    45884475 | OU      | $-6473.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     1884000 | PA      | $1907156.32   | 0.10%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-SL1                                                            | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2643970 | PA      | $2664953.65   | 0.14%             | 2053-07-25      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                             | Southwestern Electric Power Co                                                  | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1648999.63   | 0.08%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      401049 | PA      | $339234.83    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COCA-COLA ICECEK AS                                                                                 | Coca-Cola Icecek AS                                                             | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |     2579000 | PA      | $2452372.80   | 0.13%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| United States Steel Corp                                                                            | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      520000 | PA      | $505205.89    | 0.03%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $969607.17    | 0.05%             | 2030-01-14      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4999000 | PA      | $4853326.04   | 0.25%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      262871 | PA      | $234705.22    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7792303 | PA      | $6882220.76   | 0.35%             | 2050-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3928501 | PA      | $3919382.95   | 0.20%             | 2055-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1506000 | PA      | $1073260.31   | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Wealth Management                                                                       | JPMorgan Wealth Management 2020-ATR1                                            | CUSIP: 46652HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1327262 | PA      | $1124062.19   | 0.06%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10908 | PA      | $1267.45      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2823147.48   | 0.15%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $742940.99    | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                                                 | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     1685000 | PA      | $1732936.57   | 0.09%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1236576.93   | 0.06%             | 2028-02-01      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1248715.76   | 0.06%             | 2027-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      470000 | PA      | $479106.25    | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HISTORIC TW INC                                                                                     | Historic TW Inc                                                                 | CUSIP: 887315AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      144000 | PA      | $158488.88    | 0.01%             | 2036-01-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                                                                   | Suncor Energy Inc                                                               | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     2174000 | PA      | $2352352.53   | 0.12%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                                            | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      454000 | PA      | $417253.82    | 0.02%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      672000 | PA      | $654197.40    | 0.03%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $512372.18    | 0.03%             | 2033-09-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                                            | Mexico Generadora de Energia S de rl                                            | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |     1644891 | PA      | $1607081.14   | 0.08%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                                       | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1845343 | PA      | $1840904.87   | 0.09%             | 2038-04-15      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93929 | PA      | $97487.71     | 0.01%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United Utilities PLC                                                                                | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |      634000 | PA      | $676757.69    | 0.03%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Toledo Hospital/The                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      458000 | PA      | $399867.10    | 0.02%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                                      | Option One Mortgage Loan Trust 2007-FXD1                                        | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1230100 | PA      | $1206601.95   | 0.06%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-61625.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   436350000 | PA      | $2833833.54   | 0.15%             | 2054-12-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      656606 | PA      | $623209.68    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3897000 | PA      | $3774609.84   | 0.19%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      327000 | PA      | $226805.16    | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2022-1 Ltd                                                            | CUSIP: 75049XAA0<br>LEI: 254900E0VCENS5C16U77 | Long             | ABS-MBS          | CORP              | US        |       53129 | PA      | $53377.48     | 0.00%             | 2032-09-25      | Floating      | 8.10%                 | Yes           | 2                  | On Loan: No      |
| U.K. Gilts                                                                                          | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9700000 | PA      | $11321768.60  | 0.58%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $648.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1219950.29   | 0.06%             | 2033-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      262000 | PA      | $205620.78    | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TransAlta Corp                                                                                      | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      585000 | PA      | $539199.65    | 0.03%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALLIANZ SE                                                                                          | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1435294.43   | 0.07%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-8                                                 | CUSIP: 46650MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131240 | PA      | $120966.41    | 0.01%             | 2049-01-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91279 | PA      | $95556.77     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2024-CES2                                       | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |     2786603 | PA      | $2786357.00   | 0.14%             | 2054-09-25      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 0.84595%-MSDWLDN_B-24/03/27                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  3300000000 | OU      | $-89378.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         931 | NC      | $196659.42    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1206439.40   | 0.06%             | 2033-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2521000 | PA      | $1890730.72   | 0.10%             | 2115-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                            | J.P. Morgan Mortgage Trust 2021-14                                              | CUSIP: 46653QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2347929 | PA      | $2085431.22   | 0.11%             | 2052-05-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     2642000 | PA      | $2742033.25   | 0.14%             | 2029-06-12      | Fixed         | 6.57%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1044207.73   | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      340000 | PA      | $342766.65    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      252000 | PA      | $211572.00    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | Prpm 2024-1 LLC                                                                 | CUSIP: 693972AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6711977 | PA      | $6723608.62   | 0.35%             | 2029-02-25      | Variable      | 6.96%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1662971.74   | 0.09%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                                            | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     1354000 | PA      | $1343190.15   | 0.07%             | 2028-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE2                                                            | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3492574 | PA      | $3518760.33   | 0.18%             | 2055-03-25      | Variable      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      537000 | PA      | $520467.34    | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9744.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416VBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      675243 | PA      | $679855.81    | 0.03%             | 2035-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      239000 | PA      | $177905.63    | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CUMMINS INC                                                                                         | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1113224.24   | 0.06%             | 2054-02-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1574000 | PA      | $1131312.50   | 0.06%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1132448.70   | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1301598.99   | 0.07%             | 2028-02-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                                                                         | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1075555.65   | 0.06%             | 2049-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                                                                  | Alternative Loan Trust 2006-13T1                                                | CUSIP: 12668BZD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1423872 | PA      | $650919.06    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $39206.34     | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $322805.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1668860.95   | 0.09%             | 2027-01-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1054140.13   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2896000 | PA      | $2844931.70   | 0.15%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE JUN25                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         241 | NC      | $362593.17    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39715.32     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1594000 | PA      | $928286.69    | 0.05%             | 2060-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1084242.83   | 0.06%             | 2035-03-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1346.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     2756000 | PA      | $2651909.16   | 0.14%             | 2026-08-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5034000 | PA      | $4629311.51   | 0.24%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1108934 | PA      | $1055948.14   | 0.05%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2024.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      361000 | PA      | $342530.87    | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1374302.17   | 0.07%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4PR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1208131 | PA      | $1049863.73   | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMEREN CORP                                                                                         | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     2718000 | PA      | $2520290.15   | 0.13%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                                               | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     1993000 | PA      | $1976855.52   | 0.10%             | 2028-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 1.88%-JPMLDN_B-11/04/55                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    24376892 | OU      | $1012.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545000 | PA      | $337500.95    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35996000 | PA      | $68806.35     | 0.00%             | 2039-09-13      | Variable      | 0.17%                 | Yes           | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2653000 | PA      | $2629796.60   | 0.14%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      935000 | PA      | $955434.87    | 0.05%             | 2028-03-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393BKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10609 | PA      | $1281.35      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -156 | NC      | $137627.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4174796 | PA      | $3781440.41   | 0.19%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2435786.69   | 0.13%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2521482.01   | 0.13%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1491.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                        | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7391476 | PA      | $7385678.58   | 0.38%             | 2055-07-20      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1318000 | PA      | $1321050.47   | 0.07%             | 2027-06-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                                     | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1712000 | PA      | $1688059.17   | 0.09%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140GSZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1031880 | PA      | $977514.28    | 0.05%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     2985000 | PA      | $2869438.50   | 0.15%             | 2028-01-11      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1784000 | PA      | $1850291.00   | 0.10%             | 2036-02-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE JUN25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -98 | NC      | $-91553.40    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15613000 | PA      | $14479837.81  | 0.74%             | 2027-11-30      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $252777.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     3023000 | PA      | $2843472.16   | 0.15%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5XU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6447136 | PA      | $5602548.28   | 0.29%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2495000 | PA      | $2414497.28   | 0.12%             | 2027-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $54863.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140EUKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      860998 | PA      | $843543.90    | 0.04%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DLLAA LLC                                                                                           | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1736588.98   | 0.09%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DMZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8330961 | PA      | $7040480.10   | 0.36%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11592709 | PA      | $11391958.52  | 0.59%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      935000 | PA      | $940242.56    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     2839000 | PA      | $2801373.77   | 0.14%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      925000 | PA      | $894741.23    | 0.05%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $88401.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANC OF CALIFORNIA                                                                                  | Banc of California                                                              | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |      565000 | PA      | $532414.91    | 0.03%             | 2031-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-CIP                                           | CUSIP: 12434FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9034046 | PA      | $8977583.48   | 0.46%             | 2038-12-15      | Floating      | 6.11%                 | Yes           | 2                  | On Loan: No      |
| INGERSOLL RAND INC                                                                                  | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2303305.85   | 0.12%             | 2028-08-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                                                                          | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1713000 | PA      | $965634.82    | 0.05%             | 2039-06-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1378782.57   | 0.07%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| AON NORTH AMERICA INC                                                                               | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1006289.18   | 0.05%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                             | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1300052.13   | 0.07%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     2330000 | PA      | $2521337.85   | 0.13%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                                            | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    66273000 | PA      | $3306657.96   | 0.17%             | 2032-03-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                                           | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3910000 | PA      | $3881771.40   | 0.20%             | 2039-12-15      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-8651.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1564 | NC      | $1651292.11   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      998000 | PA      | $997989.54    | 0.05%             | 2045-01-25      | Variable      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |           1 | NC      | $20394.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $307692.44    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1070000 | PA      | $1100297.96   | 0.06%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3661000 | PA      | $3690173.59   | 0.19%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                 | CUSIP: 46653PAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11801245 | PA      | $10961519.17  | 0.56%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M96Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      911327 | PA      | $874496.82    | 0.04%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Marks & Spencer PLC                                                                                 | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $315220.50    | 0.02%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| ACADIAN ASSET MANAGEMENT                                                                            | Acadian Asset Management Inc                                                    | CUSIP: 10948WAA1<br>LEI: 5493004FTLQNQTBOP608 | Long             | DBT              | CORP              | US        |      160000 | PA      | $156546.52    | 0.01%             | 2026-07-27      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $26565.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      840000 | PA      | $717924.97    | 0.04%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      557000 | PA      | $277977.81    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-12079.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Starbucks Corp                                                                                      | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      526000 | PA      | $379210.15    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1123781.80   | 0.06%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11644529 | PA      | $11452100.83  | 0.59%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HKLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      853975 | PA      | $850902.55    | 0.04%             | 2048-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                                             | MISC Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     2700000 | PA      | $2665595.47   | 0.14%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ENTERGY CORP                                                                                        | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     2332000 | PA      | $2169819.29   | 0.11%             | 2028-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                                                                | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1327678.19   | 0.07%             | 2033-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $208082.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   107750000 | PA      | $626431.58    | 0.03%             | 2054-03-20      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8016854 | PA      | $8058735.23   | 0.41%             | 2044-12-25      | Variable      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2582000 | PA      | $2412959.69   | 0.12%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XAFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3103241 | PA      | $2461586.03   | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-105236.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1616463.29   | 0.08%             | 2027-01-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |     1467000 | PA      | $1438476.55   | 0.07%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3866000 | PA      | $3557373.96   | 0.18%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1236000 | PA      | $1230771.02   | 0.06%             | 2046-11-01      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      953000 | PA      | $877457.04    | 0.05%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                                           | Structured Asset Mortgage Investments II Trust 2004-AR7                         | CUSIP: 86359LFP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115188 | PA      | $108376.22    | 0.01%             | 2035-04-19      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| DTE ELECTRIC CO                                                                                     | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      650000 | PA      | $611481.58    | 0.03%             | 2028-04-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2323000 | PA      | $2383315.56   | 0.12%             | 2027-07-13      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                                                                  | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     1270000 | PA      | $1094071.81   | 0.06%             | 2032-12-15      | Fixed         | 2.85%                 | 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        |   142321108 | NS      | $142278411.58 | 7.31%             |  |  |  | No            | N/A                | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                                                            | Port of Newcastle Investments Financing Pty Ltd                                 | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      337000 | PA      | $326417.56    | 0.02%             | 2031-11-24      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      860000 | PA      | $873197.57    | 0.04%             | 2028-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                                            | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1083130.40   | 0.06%             | 2026-07-14      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1478000 | PA      | $1496359.54   | 0.08%             | 2029-10-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4383000 | PA      | $4083945.92   | 0.21%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5205000 | PA      | $5079754.69   | 0.26%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1723000 | PA      | $1201792.50   | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                                                            | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     1202276 | PA      | $1050967.97   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     2787000 | PA      | $2630605.43   | 0.14%             | 2027-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3822000 | PA      | $3270198.75   | 0.17%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1019415.55   | 0.05%             | 2029-06-07      | Fixed         | 1.89%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HN5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      331605 | PA      | $321308.70    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -833 | NC      | $-1064480.15  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      900000 | PA      | $835031.25    | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2454000 | PA      | $2154918.75   | 0.11%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EKW35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202351 | PA      | $212193.56    | 0.01%             | 2041-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1312000 | PA      | $1019670.00   | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KGP28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      376498 | PA      | $332231.54    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     2143000 | PA      | $2162440.42   | 0.11%             | 2026-07-14      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XVZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      323476 | PA      | $314432.43    | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $16297.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      696000 | PA      | $597309.38    | 0.03%             | 2030-05-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                                            | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1365802 | PA      | $1295757.56   | 0.07%             | 2031-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     2749000 | PA      | $2648912.43   | 0.14%             | 2026-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                       | CUSIP: 3136FAEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3640 | PA      | $634.42       | 0.00%             | 2031-12-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1870000 | PA      | $1937050.48   | 0.10%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                         | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13042000 | PA      | $11107321.42  | 0.57%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     3141000 | PA      | $2898491.75   | 0.15%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2829000 | PA      | $2654503.38   | 0.14%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                                                                   | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3625000 | PA      | $4225797.22   | 0.22%             | 2035-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1277228.46   | 0.07%             | 2031-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    21810000 | PA      | $1105742.14   | 0.06%             | 2029-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-80590.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                              | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1179153.55   | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1301414.63   | 0.07%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      303000 | PA      | $297762.17    | 0.02%             | 2077-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-58110.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1824000 | PA      | $1675690.36   | 0.09%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2205000 | PA      | $2043759.38   | 0.10%             | 2044-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1763000 | PA      | $1139178.83   | 0.06%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4434000 | PA      | $4374305.32   | 0.22%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-73978.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     2622000 | PA      | $2760061.28   | 0.14%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of Montreal                                                                                    | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2714000 | PA      | $2621967.26   | 0.13%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-MXN-Fixed 7.59%-BNPLDN_B-16/06/2027                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11149927 | OU      | $-1677.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1378000 | PA      | $1324274.18   | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CF Industries Inc                                                                                   | CF Industries Inc                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1098075.29   | 0.06%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BEST BUY CO INC                                                                                     | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |      980000 | PA      | $840979.47    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-33962.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HFPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2728323 | PA      | $2277349.64   | 0.12%             | 2050-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $-2728.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $2647376.99   | 0.14%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      420000 | PA      | $417055.99    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-364208.84   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MBIA Inc                                                                                            | MBIA Inc                                                                        | CUSIP: 55262CAJ9<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | DBT              | CORP              | US        |      299000 | PA      | $260031.82    | 0.01%             | 2034-12-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     2741000 | PA      | $2750075.09   | 0.14%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                                            | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1464161 | PA      | $1406350.75   | 0.07%             | 2028-01-15      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-BIO                                                               | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15622000 | PA      | $15348615.00  | 0.79%             | 2041-02-15      | Floating      | 6.96%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1068 | NC      | $1289468.65   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| HELLENIC REPUBLIC                                                                                   | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2351000 | PA      | $2680083.91   | 0.14%             | 2054-06-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      765000 | PA      | $771845.60    | 0.04%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Darden Restaurants Inc                                                                              | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      391000 | PA      | $312773.35    | 0.02%             | 2048-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      345000 | PA      | $304331.41    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE JUN25                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -18 | NC      | $-22091.35    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1832825.17   | 0.09%             | 2035-06-11      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6416000 | PA      | $6467247.48   | 0.33%             | 2041-03-11      | Variable      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1621000 | PA      | $1041239.22   | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $65883.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KEY BANK NA                                                                                         | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1847019.97   | 0.09%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL9 LLC                                                                | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2127237 | PA      | $2127233.98   | 0.11%             | 2037-06-19      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2627000 | PA      | $2820081.74   | 0.14%             | 2033-06-20      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      939000 | PA      | $1054592.86   | 0.05%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ADUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      191951 | PA      | $170847.14    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31392MTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5615 | PA      | $684.17       | 0.00%             | 2032-03-15      | Floating      | 3.54%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-USD-Fixed 3.364%-CBNALDN_B-20/08/54                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     8500000 | OU      | $687015.44    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60511 | PA      | $59335.05     | 0.00%             | 2037-07-25      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1612000 | PA      | $1612125.95   | 0.08%             | 2030-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393APX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10280 | PA      | $1507.12      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2021-2 Ltd                                                        | CUSIP: 078777AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      521836 | PA      | $522114.47    | 0.03%             | 2031-09-25      | Floating      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      411000 | PA      | $362065.31    | 0.02%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                  | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      692000 | PA      | $491956.43    | 0.03%             | 2031-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7VH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1450123 | PA      | $1443221.21   | 0.07%             | 2039-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                               | Scentre Group Trust 2                                                           | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |     1530000 | PA      | $1492667.36   | 0.08%             | 2080-09-24      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      577067 | PA      | $488122.13    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1172974.48   | 0.06%             | 2029-01-26      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1289390.28   | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      825000 | PA      | $762183.42    | 0.04%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      294000 | PA      | $176407.86    | 0.01%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9415.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Textainer Marine Containers Limited                                                                 | Textainer Marine Containers VII Ltd                                             | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     4024800 | PA      | $4014620.44   | 0.21%             | 2049-08-20      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     1565000 | PA      | $1463144.29   | 0.08%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-21069.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3895000 | PA      | $3866396.09   | 0.20%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3131Y1U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      857351 | PA      | $832200.03    | 0.04%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2133000 | PA      | $2176589.48   | 0.11%             | 2033-03-08      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR DEC25                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -759 | NC      | $-764462.81   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                                            | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1543708 | PA      | $1351389.68   | 0.07%             | 2032-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11407.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      540000 | PA      | $377774.88    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $49294.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EPR Properties                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     1449000 | PA      | $1436618.24   | 0.07%             | 2026-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1250000 | PA      | $1172660.00   | 0.06%             | 2027-09-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Delhaize America LLC                                                                                | Delhaize America LLC                                                            | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |      809000 | PA      | $967550.43    | 0.05%             | 2031-04-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                                                                          | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      665000 | PA      | $639309.21    | 0.03%             | 2029-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      790000 | PA      | $793215.02    | 0.04%             | 2034-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                                        | Barclays Mortgage Trust 2022-RPL1                                               | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1379134 | PA      | $1361505.70   | 0.07%             | 2028-02-25      | Variable      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5226487 | PA      | $4619970.97   | 0.24%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | Ares LXVII CLO Ltd                                                              | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3650000 | PA      | $3624450.00   | 0.19%             | 2038-01-25      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6P77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      441574 | PA      | $463753.43    | 0.02%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                           | CUSIP: 525ESCKW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      681267 | PA      | $272.51       | 0.00%             | 2018-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6106500000 | PA      | $1299085.59   | 0.07%             | 2028-04-28      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1141719 | PA      | $1053559.58   | 0.05%             | 2045-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                                             | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2431565 | PA      | $2106669.63   | 0.11%             | 2034-07-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Conseco Financial Corp                                                                              | CNO Financial Group, Inc.                                                       | CUSIP: 393505MR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      107679 | PA      | $108447.20    | 0.01%             | 2027-06-15      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      363631 | PA      | $354768.26    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SIGMA FINANCE NL                                                                                    | Sigma Finance Netherlands BV                                                    | CUSIP: 8265QNAA0<br>LEI: 549300K5R8C331KIC659 | Long             | DBT              | CORP              | NL        |     1197000 | PA      | $1191643.26   | 0.06%             | 2028-03-27      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      882000 | PA      | $852083.53    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1450936.54   | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | 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      | $-4152.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1241243.13   | 0.06%             | 2027-03-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      586000 | PA      | $312411.25    | 0.02%             | 2050-11-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Yara International ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |      788000 | PA      | $785157.78    | 0.04%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2915000 | PA      | $3018619.16   | 0.16%             | 2029-04-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3872000 | PA      | $2609379.96   | 0.13%             | 2040-12-02      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $410766.27    | 0.02%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L57D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      498067 | PA      | $395062.02    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      640000 | PA      | $645412.65    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2687000 | PA      | $2803339.63   | 0.14%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     2195000 | PA      | $1444545.13   | 0.07%             | 2049-09-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      242000 | PA      | $250122.96    | 0.01%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   105460000 | PA      | $5129602.79   | 0.26%             | 2027-03-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-29

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

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