# EDGAR Filing Document

**Accession Number:** 0001039001
**File Stem:** 0000940400-26-023000
**Filing Date:** 2026-6
**Character Count:** 424881
**Document Hash:** 4765550000ef9f4b925bab14fa0129b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-023000.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-023000

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya PARTNERS INC
- **CENTRAL INDEX KEY:** 0001039001

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08319
- **FILM NUMBER:** 261048806

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH RD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 4804773000

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH RD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING PARTNERS INC
- **DATE OF NAME CHANGE:** 20020501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PORTFOLIO PARTNERS INC
- **DATE OF NAME CHANGE:** 19970512

## Series and Classes Contracts Data

### Voya Global Bond Portfolio (Series ID: S000007598)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000020707 | Class ADV    | IOSAX           |
| C000020708 | Class I      | IOSIX           |
| C000020709 | Class S      | IOSSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Partners Inc

- **b. Investment Company Act file number:** 811-08319

- **c. CIK number of Registrant:** 0001039001

- **d. LEI of Registrant:** 5493008K4FXFGU5VMN14

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA GLOBAL BOND PORTFOLIO

- **b. EDGAR series identifier (if any):** S000007598

- **c. LEI of Series:** FVTA0XO1Q4APDMG7KO58

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $92770293.59

**Total Liabilities:** $11340486.50

**Net Assets:** $81429807.09

**Delayed Delivery Securities:** $1650000.00

**Stand-by Commitments:** $6994894.81

**Cash Not Reported:** $1417538.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -110.06678000 | **1-Year:** 680.20029000 | **5-Year:** 9506.39639000 | **10-Year:** 6333.47716000 | **30-Year:** 1682.13183000

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

- **3-Month:** 0.15576000 | **1-Year:** 405.53598000 | **5-Year:** 1143.84890000 | **10-Year:** 24.98556000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020707 | 0.67%                | 1.29%                | -3.53%               |
| Class ID C000020709 | 0.69%                | 1.29%                | -3.44%               |
| Class ID C000020708 | 0.71%                | 1.43%                | -3.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $351307.42               | $-298261.75                                |
| Month 2  | $82006.24                | $834889.05                                 |
| Month 3  | $-54517.98               | $-2109161.22                               |

**Designated Index Information**

- **Index Name:** BBG Global Aggregate Index

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                            | WMB 3.25 05/15/30                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $7607.51      | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.46.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $384621.56    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                  | BMW 5.05 03/21/30 144A                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11125.83     | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                              | STACR 2022-DNA2 M2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-O            | USGSE             | US        |     500000 | PA      | $510563.10    | 0.63%             | 2042-02-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                             | WAB 4.7 09/15/28                                            | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42130.07     | 0.05%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.5 06/01/29 MTN                                          | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32915.09     | 0.04%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.35 01/09/35                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16366.43     | 0.02%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.2 02/15/35                                            | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10986.50     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5091                                                   | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9075 | PA      | $8819.10      | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO CAPITAL MARKETS LLC                                                           | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: OV6W8S6QX2D1J857QP30 | N/A              | DIR              | CORP              | US        |   11230000 | NC      | $-6578.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                    | PEG 5.2 03/01/34 MTN                                        | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6104.38      | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                          | VTRS 2.7 06/22/30                                           | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      58000 | PA      | $52564.38     | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 2.8 04/01/31                                           | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      23000 | PA      | $20655.16     | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                      | DE 3.1 04/15/30                                             | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36289.82     | 0.04%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.9 03/07/31 MTN                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47999.36     | 0.06%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.593 07/21/28 GMTN                                    | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39580.15     | 0.05%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                  | CURRENCY CONTRACT - SGD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3207.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $32515.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co.                                  | HCSERV 5.2 06/15/29 144A                                    | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45654.17     | 0.06%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                   | CMLTI 2005-2 1A3                                            | CUSIP: 17307GRB6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |      17980 | PA      | $17661.12     | 0.02%             | 2035-05-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2464 FI                                                 | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       1310 | PA      | $1322.89      | 0.00%             | 2032-02-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $67.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |    -573500 | NC      | $-1431.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 04/30/32                                                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      43900 | PA      | $43743.09     | 0.05%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.95 04/01/30                                          | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21914.60     | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                        | REXR 2.15 09/01/31                                          | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10412.03     | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.05 11/21/39                                          | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12294.66     | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2021-1A                                         | AAL 2.875 07/11/34 A                                        | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101540 | PA      | $90997.15     | 0.11%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3004 SB                                                 | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       5961 | PA      | $163.76       | 0.00%             | 2035-07-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                 | KD 2.7 10/15/28                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      42000 | PA      | $38859.12     | 0.05%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                     | GATX 5.3 04/15/36 144A                                      | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24550.46     | 0.03%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 11/15/55                                            | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     734900 | PA      | $702288.81    | 0.86%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.173 01/16/30                                          | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15213.44     | 0.02%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                   | Long Gilt Future - ICEU                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          6 | NC      | $-39766.80    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                | DUK 5.25 04/01/33                                           | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3067.05      | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08707                                                   | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34869 | PA      | $33549.68     | 0.04%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2470 LF                                                 | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       1343 | PA      | $1356.74      | 0.00%             | 2032-02-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-2                                                      | JPMMT 2023-2 A3A                                            | CUSIP: 46656DAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     624731 | PA      | $612290.84    | 0.75%             | 2053-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 319 2                                                   | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38904 | PA      | $5030.42      | 0.01%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.491 10/23/34                                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5415.40      | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.35 03/15/35                                           | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10068.96     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.75 05/15/40                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      20000 | PA      | $14557.26     | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.55 11/20/65                                          | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      44000 | PA      | $41605.04     | 0.05%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6378.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.2 04/15/32                                           | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8192.08      | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                     | SEE 1.573 10/15/26 144A                                     | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51906.78     | 0.06%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| KKR 2021-33 CLO LTD                                                                  | KKR 33A BR                                                  | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249378.50    | 0.31%             | 2034-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5.375 01/01/32                                          | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7109.04      | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                                              | UNH 4.95 01/15/32                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20228.97     | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-86 NS                                              | CUSIP: 3136A0J73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     583425 | PA      | $37149.30     | 0.05%             | 2041-09-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 2.55 03/15/31                                            | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      34000 | PA      | $30691.52     | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.33 07/23/35                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10037.24     | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5.25 02/15/33                                          | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49057.14     | 0.06%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                                   | 10-YEAR JGB TRADE FUTURE, JUN 2026                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |          1 | NC      | $-10119.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 5.2 09/15/34                                            | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16046.24     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                                                     | AMZN 6.05 03/13/76                                          | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23877.98     | 0.03%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-3                                                      | JPMMT 2025-3 M1                                             | CUSIP: 46593RAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101308.96    | 0.12%             | 2055-09-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3.19 04/15/53 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     550000 | PA      | $92809.46     | 0.11%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2012-97 SC                                              | CUSIP: 38375GXT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     238144 | PA      | $11657.11     | 0.01%             | 2041-07-16      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-144 SB                                             | CUSIP: 3136ABHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     753150 | PA      | $72076.98     | 0.09%             | 2043-01-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 2.88 02/25/33 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    4500000 | PA      | $706593.48    | 0.87%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                          | NTRCN 5.875 12/01/36                                        | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $1030.63      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 4.08 10/22/48 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1780000 | PA      | $335621.75    | 0.41%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 4.2 02/01/33                                           | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2841.68      | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4903.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.25 06/01/28 MTN                                         | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27436.95     | 0.03%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.375 08/15/55                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19366.64     | 0.02%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                     | ASX 10 Year Treasury Bond Futures                           | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |          4 | NC      | $-2347.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3001 HT                                                 | CUSIP: 31395WA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      12539 | PA      | $13045.99     | 0.02%             | 2035-05-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.042 07/19/30                                          | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15176.48     | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDOGB 8.375 04/15/39 FR79                                  | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 6452000000 | PA      | $425159.98    | 0.52%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 5.5 08/15/33                                           | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7011.91      | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V5.033 01/26/37                                         | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49283.31     | 0.06%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                     | ASX 3 Year Treasury Bond Futures                            | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |          9 | NC      | $-2807.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.2 03/01/35 144A                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26256.99     | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 5.852 03/16/66 144A                                    | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19853.73     | 0.02%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1                        | CWALT 2006-13T1 A9                                          | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      53354 | PA      | $24802.17     | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.605 04/23/36                                         | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      44000 | PA      | $45042.33     | 0.06%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V3.031 11/01/34                                         | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      57000 | PA      | $53671.92     | 0.07%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 4.95 03/15/36                                             | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31207.15     | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.6 09/15/32                                            | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19703.45     | 0.02%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                            | FLEX 5.25 01/15/32                                          | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      20000 | PA      | $20128.50     | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 04/15/30                                          | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17331.51     | 0.02%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                         | EFX 3.1 05/15/30                                            | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      34000 | PA      | $31861.54     | 0.04%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                               | CNP 5.4 06/01/29                                            | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14353.81     | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                       | DTE 4.95 07/01/27                                           | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15100.75     | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.55 06/15/33                                           | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24709.68     | 0.03%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P5                                          | CGCMT 2016-P5 B                                             | CUSIP: 17325DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $183757.84    | 0.23%             | 2049-10-13      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36126                                                   | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23379 | PA      | $22441.08     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          5 | NC      | $5301.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                        | CURRENCY CONTRACT - DKK                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2118.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-87 SB                                              | CUSIP: 31394FX34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     110389 | PA      | $125533.41    | 0.15%             | 2035-10-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 6.55 03/15/56                                           | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35144.96     | 0.04%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4739.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 5.2 07/15/31 MTN                                         | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24060.79     | 0.03%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 5.4 12/15/34                                          | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      24000 | PA      | $24289.35     | 0.03%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 418 5                                                   | CUSIP: 31395QH52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139759 | PA      | $20749.73     | 0.03%             | 2043-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 LTD                                                   | OCT50 2020-4A BR2                                           | CUSIP: 67592MAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249060.25    | 0.31%             | 2035-01-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    -281000 | NC      | $583.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - ILS                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2557.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO U.S CLO 2026-1 LTD                                                           | INVCO 2026-1A C                                             | CUSIP: 46091DAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $399783.20    | 0.49%             | 2039-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.25 01/15/33                                         | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26107.02     | 0.03%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.884 10/22/30 MTN                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37842.34     | 0.05%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank 2019-Bnk21                                                                      | BANK 2019-BN21 XA                                           | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8319173 | PA      | $193651.22    | 0.24%             | 2052-10-18      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                               | Ten-Year Government of Canada Bond Futures                  | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         15 | NC      | $-22967.94    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V4.74 11/10/32                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      27000 | PA      | $26962.47     | 0.03%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                              | GSR 2005-AR6 1A4                                            | CUSIP: 362341RW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        187 | PA      | $188.02       | 0.00%             | 2035-09-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.073 01/30/37                                          | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     136000 | PA      | $133292.73    | 0.16%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.5 10/15/32                                            | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39325.73     | 0.05%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5 03/01/32 144A                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18218.43     | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |    2232000 | NC      | $51.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.95 02/01/29                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      28000 | PA      | $29015.94     | 0.04%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.EM.44.V1                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $153215.73    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS KRW                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-68371.37    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-264.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36283                                                   | CUSIP: 3132QS6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29416 | PA      | $28372.78     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 5.375 04/15/31                                          | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25275.67     | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.8 05/15/30                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31355.84     | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                    | SLB 5 11/15/29 144A                                         | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22277.85     | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                    | NUE 5.1 06/01/35                                            | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28304.34     | 0.03%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7141.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                    | PEG 5.2 08/01/33                                            | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8183.25      | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ1                                         | GSMBS 2022-PJ1 A4                                           | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     154648 | PA      | $127700.48    | 0.16%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.78 03/25/38                                           | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2766.23      | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.9 11/01/35                                              | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39036.83     | 0.05%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                              | Essential Utilities Inc                                     | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5071.09      | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.25 02/13/34                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6112.44      | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                   | NGGLN 5.843 01/10/35 144A                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15740.28     | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                        | CURRENCY CONTRACT - HUF                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-464.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.25 10/15/35                                           | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34833.62     | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 6 11/30/65                                               | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33941.76     | 0.04%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2021-4 IN                                               | CUSIP: 3136BDD47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   11386526 | PA      | $1421009.98   | 1.75%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | KRW CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |   -1030000 | NC      | $-14.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS VOL USDZAR                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-39282.50    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 4.9 03/15/30                                            | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22227.06     | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.664 04/17/36                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39960.29     | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | BRL CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     890000 | NC      | $71282.59     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LGCY                                                                   | BX 2021-LGCY D                                              | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275000 | PA      | $274800.02    | 0.34%             | 2036-10-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                  | SYK 4.85 02/10/30                                           | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24332.49     | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                       | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7431.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V6.296 10/18/28                                          | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26687.28     | 0.03%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                           | EVRG 5.9 11/15/33                                           | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3183.85      | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -2817000 | NC      | $681.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 4.9 09/01/29                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36210.91     | 0.04%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1.5 02/15/31                                          | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10402.91     | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                          | VZ 1.75 01/20/31                                            | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11401.48     | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.05 06/01/29                                           | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22388.64     | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-77 JS                                              | CUSIP: 31392F7E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     151741 | PA      | $12700.76     | 0.02%             | 2032-12-18      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 2 08/15/31                                             | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      38000 | PA      | $32542.77     | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.727 04/25/30                                          | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20637.48     | 0.03%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |    -859000 | NC      | $6029.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     513000 | NC      | $4888.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 4.65 05/16/28                                            | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18148.17     | 0.02%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 2.52 08/25/33 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1400000 | PA      | $214685.12    | 0.26%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | IRS BRL                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1822.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                         | The Sherwin-Williams Company 0% CP 27/04/2026               | CUSIP: 82434UDT1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $997120.90    | 1.22%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3 10/15/53 INBK                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1600000 | PA      | $262828.06    | 0.32%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 4.9 08/15/35                                             | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37431.38     | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V4.675 10/22/32                                         | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28981.45     | 0.04%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - CAD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-69102.82    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.375 09/15/27                                            | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     537700 | PA      | $534244.86    | 0.66%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | EUR CALL VERSUS GBP PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |      38000 | NC      | $2822.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |    1123000 | NC      | $-954.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -574000 | NC      | $-3402.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/26/31                                          | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29719.66     | 0.04%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1.95 01/15/31                                         | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10649.21     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                          | SRE 5.2 06/01/33                                            | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10195.53     | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 08/15/34                                            | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       4000 | PA      | $3898.83      | 0.00%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-110 JI                                             | CUSIP: 3136A9JM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     310731 | PA      | $39906.90     | 0.05%             | 2042-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -5634000 | NC      | $5529.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                                         | Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |    1304000 | NS      | $1304000.00   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 2.2 09/02/30                                           | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      40000 | PA      | $36037.92     | 0.04%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1060.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank 2019-Bnk16                                                                      | BANK 2019-BN16 XA                                           | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     857083 | PA      | $16505.70     | 0.02%             | 2052-02-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.375 03/15/29 MTN                                        | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4094.59      | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust 2022-PJ6                                         | GSMBS 2022-PJ6 A24                                          | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     316855 | PA      | $272552.36    | 0.33%             | 2053-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-3                                                      | JPMMT 2017-3 B1                                             | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     192606 | PA      | $178671.84    | 0.22%             | 2047-08-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5.55 08/15/35                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19432.35     | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RLI Corp                                                                             | RLI 5.375 06/01/36 .                                        | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14447.82     | 0.02%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                       | CWALT 2005-53T2 2A6                                         | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27330 | PA      | $13450.75     | 0.02%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                  | HNDA 5.337 07/08/35                                         | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      24000 | PA      | $23754.31     | 0.03%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-2                                         | MARM 2006-2 1A1                                             | CUSIP: 576438AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20143 | PA      | $19646.53     | 0.02%             | 2036-04-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2412 GF                                                 | CUSIP: 31339DYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |        992 | PA      | $1000.55      | 0.00%             | 2032-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | CURRENCY CONTRACT - ZAR                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2381.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.2 08/01/28 GMTN                                        | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      29000 | PA      | $29581.42     | 0.04%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                             | JPMMT 2005-A4 B1                                            | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200687 | PA      | $198527.35    | 0.24%             | 2035-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.456 02/06/32                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19753.95     | 0.02%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                               | BX 2026-ALOHA A                                             | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $400500.00    | 0.49%             | 2043-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 5.5 03/15/56                                            | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24530.91     | 0.03%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Euro(FGBM) Bobl Futures                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         38 | NC      | $-73972.21    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.953 02/04/32                                         | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9688.47      | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 4 06/30/30                                             | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18506.36     | 0.02%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 6.15 07/15/35                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22760.83     | 0.03%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | USD CALL VERSUS KRW PUT                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |   -1030000 | NC      | $-27811.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 6.2 11/01/28                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      27000 | PA      | $28171.15     | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                                                   | JPMMT 2019-INV3 A15                                         | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25737 | PA      | $23223.97     | 0.03%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                                                      | JPMMT 2019-8 A5                                             | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121569 | PA      | $110784.39    | 0.14%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 1.75 09/02/27                                          | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     143000 | PA      | $137894.95    | 0.17%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                           | AMP 5.7 12/15/28                                            | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22747.94     | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                                                               | CITADEL SECURITIES LLC                                      | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |     307000 | PA      | $307000.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                            | KLAC 4.7 02/01/34                                           | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4957.57      | 0.01%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                       | DTE 5.2 04/01/30                                            | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27546.13     | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 4.5 10/01/29                                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18922.83     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-3591.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.125 06/15/29                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      95000 | PA      | $93708.07     | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Heico Corp                                                                           | HEI 5.25 08/01/28                                           | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49952.74     | 0.06%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                             | SWCH 2025-DATA B                                            | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $493917.10    | 0.61%             | 2042-02-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                               | Five-Year Government of Canada Bond Futures                 | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         -2 | NC      | $1799.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.2 11/15/30                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29715.82     | 0.04%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.766 04/22/35                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8335.36      | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    -281000 | NC      | $-1840.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS PLN                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $60240.69     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST    | WAMU 2006-AR12 1A1                                          | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15983 | PA      | $15069.01     | 0.02%             | 2036-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4120 IK                                                 | CUSIP: 3137AVDL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     227081 | PA      | $14892.14     | 0.02%             | 2032-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                | WDSAU 5.7 05/19/32                                          | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      23000 | PA      | $23856.38     | 0.03%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.087 06/14/29 MTN                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      43000 | PA      | $40918.15     | 0.05%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3702 S                                                  | CUSIP: 3137A1H97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     676101 | PA      | $17917.55     | 0.02%             | 2036-05-15      | Floating      | 0.66%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-8380.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO 32 LTD                                                              | SIXST 2026-32A C                                            | CUSIP: 83012YAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $350401.10    | 0.43%             | 2039-04-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                       | BANK 2017-BNK5 XA                                           | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4894811 | PA      | $38589.96     | 0.05%             | 2060-06-17      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.3 05/15/35                                          | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20372.06     | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                                   | TMUS 5.3 05/15/35                                           | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18156.56     | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2035 PE                                                 | CUSIP: 3133TDBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |        576 | PA      | $23.35        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735502                                                   | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31524 | PA      | $32698.93     | 0.04%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-138 DI                                             | CUSIP: 3136AAFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     199954 | PA      | $1848.80      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2504 FP                                                 | CUSIP: 31392UKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       1565 | PA      | $1564.30      | 0.00%             | 2032-03-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.55 07/15/29                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71630.45     | 0.09%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-2 SW                                               | CUSIP: 31392BYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       8676 | PA      | $705.59       | 0.00%             | 2032-02-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                  | CZGB 2.75 07/23/29 105                                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3950000 | PA      | $177134.06    | 0.22%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-51 SA                                              | CUSIP: 31395DU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2069424 | PA      | $152185.52    | 0.19%             | 2036-06-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 6.1 01/07/34                                             | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5195.89      | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                   | VRT 5.65 03/15/46                                           | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23861.92     | 0.03%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-41 S                                               | CUSIP: 31392DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       2442 | PA      | $112.33       | 0.00%             | 2032-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-12 SB                                              | CUSIP: 31392BP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      13938 | PA      | $1045.49      | 0.00%             | 2031-07-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                  | GIS 2.875 04/15/30                                          | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      73000 | PA      | $68116.77     | 0.08%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.8 03/01/34                                            | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8196.99      | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-104 ES                                             | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      52965 | PA      | $67401.93     | 0.08%             | 2036-11-25      | Floating      | 14.57%                | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 5.8 01/15/35                                             | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      27000 | PA      | $28757.62     | 0.04%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5.45 02/15/34                                           | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2043.21      | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 11/20/35                                          | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30408.65     | 0.04%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.4 08/14/28                                             | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16372.31     | 0.02%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                          | COR 5.125 02/15/34                                          | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10087.21     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK V5.334 03/03/41                                      | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      32000 | PA      | $31047.43     | 0.04%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    -684000 | NC      | $-2724.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 334 12                                                  | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6096 | PA      | $782.23       | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.95 11/01/31                                           | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24157.54     | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                          | SJI 5.02 04/15/31                                           | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $61230.73     | 0.08%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.133 10/18/29 I                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9886.03      | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                       | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-43.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                         | AEE 5 01/15/29                                              | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19303.61     | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails Clo Xi Ltd / Ocean Trails Clo Xi Llc                                    | OCTR 2021-11A C1R                                           | CUSIP: 67514VAQ2<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $493677.00    | 0.61%             | 2034-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.97 03/05/29 MTN                                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9912.53      | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST 2015-5                                                  | WIN 2015-5 B4                                               | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70376 | PA      | $65149.83     | 0.08%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-55 SK                                              | CUSIP: 31397UGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     890923 | PA      | $84292.38     | 0.10%             | 2041-06-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.722 02/15/30                                         | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4671.32      | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 03/31/31                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $89715.23     | 0.11%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 725922                                                   | CUSIP: 31402DPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6113 | PA      | $6322.24      | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                    | SO 5.85 11/15/33                                            | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5296.21      | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 4.15 12/15/32                                          | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10672.34     | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | IRS CNY                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |          1 | NC      | $-38365.41    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.744 02/12/36                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27476.07     | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 2.8 06/30/31                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7308.85      | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 2.375 07/15/31                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      22000 | PA      | $19450.91     | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 4.875 04/15/35                                          | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20926.70     | 0.03%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.8 03/13/56                                           | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29997.07     | 0.04%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                               | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-190.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.511 01/24/36                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11221.48     | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -2807500 | NC      | $-3608.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2890 PE                                                 | CUSIP: 31395JSP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      68106 | PA      | $68837.70     | 0.08%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.25 09/08/30                                           | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      24000 | PA      | $24711.14     | 0.03%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Euro(FGBL) Bund Futures                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -5 | NC      | $-1627.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                                                       | FBINUS 3.25 09/15/29                                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      34000 | PA      | $32429.86     | 0.04%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -5634000 | NC      | $-11860.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 5.4 03/29/32 144A                                    | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32555.09     | 0.04%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                       | Barings CLO Ltd 2024-I                                      | CUSIP: 06763VAL9<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249319.00    | 0.31%             | 2039-01-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                    | TDY 2.5 08/01/30                                            | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |      34000 | PA      | $31303.00     | 0.04%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 2.875 11/15/29                                           | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      17000 | PA      | $16150.65     | 0.02%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V4.696 08/06/31                                          | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $19963.04     | 0.02%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V5.153 02/04/31 GMTN                                     | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      17000 | PA      | $17283.40     | 0.02%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.9 01/07/35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21385.48     | 0.03%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-68 FH                                              | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        999 | PA      | $998.96       | 0.00%             | 2032-10-18      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 5.9 03/15/34                                           | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2110.95      | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1120.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.581 04/22/30                                         | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22677.82     | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.298 01/30/32                                           | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      23000 | PA      | $23653.58     | 0.03%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3.32 04/15/52 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1270000 | PA      | $218210.83    | 0.27%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                           | CNHI 5.5 01/12/29                                           | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48191.65     | 0.06%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 02/15/36                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1412600 | PA      | $1390638.48   | 1.71%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HAWAII HOTEL TRUST 2025-MAUI                                                         | HHT 2025-MAUI C                                             | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $400469.28    | 0.49%             | 2042-03-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.3 03/15/32                                            | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19467.42     | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.45 06/15/34                                            | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2042.89      | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.518 10/25/35                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25008.21     | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                             | TRS GOVERNMENT OF JAPAN                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-41425.25    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2006-2                                           | ARMT 2006-2 1A1                                             | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90665 | PA      | $78909.58     | 0.10%             | 2036-05-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 6 01/15/35                                              | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6231.50      | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 605393                                                   | CUSIP: 36200NRN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7885 | PA      | $7957.60      | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                    | TSN 5.4 03/15/29                                            | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21552.25     | 0.03%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                               | HPQ 2.65 06/17/31                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      18000 | PA      | $16014.82     | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3223 S                                                  | CUSIP: 31397BZJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     326504 | PA      | $21953.70     | 0.03%             | 2036-10-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.05 02/26/34                                          | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10147.85     | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-133 BS                                             | CUSIP: 38379GQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    4944045 | PA      | $379872.98    | 0.47%             | 2044-09-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -11542000 | NC      | $8625.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.512 07/20/27 GMTN                                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29727.70     | 0.04%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5 04/15/29                                              | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22302.64     | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -5634000 | NC      | $-10216.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | EUR CALL VERSUS ZAR PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     -42000 | NC      | $-12414.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.739 10/15/30                                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6594.32      | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.85 06/11/29 MTN                                        | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24447.41     | 0.03%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.625 05/15/30                                          | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17177.34     | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3720.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                      | BWA 5.4 08/15/34                                            | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6078.87      | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LPL Holdings Inc.                                                                    | LPLA 5.15 06/15/30                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30164.27     | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.55 03/13/33                                          | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49533.36     | 0.06%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                            | CWHL 2005-17 1A8                                            | CUSIP: 12669G5U1<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |      11202 | PA      | $11009.82     | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                                   | FE 3.5 04/01/28 144A                                        | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $259661.44    | 0.32%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2750 XG                                                 | CUSIP: 31394RH77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      82538 | PA      | $83490.34     | 0.10%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUST                                                      | COLT 2021-3 A1                                              | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     155619 | PA      | $130487.47    | 0.16%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-21 PE                                              | CUSIP: 31392CPT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       3383 | PA      | $3508.65      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.4 09/08/31                                             | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27975.38     | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   -7823000 | NC      | $-12237.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.15 07/15/34                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8071.24      | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                              | SON 4.6 09/01/29                                            | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15959.86     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $15838.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |    -859000 | NC      | $-12324.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                       | CME 4.4 03/15/30                                            | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45154.94     | 0.06%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.452 12/05/29                                         | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53073.04     | 0.07%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                         | CARGIL 2.125 11/10/31 144A                                  | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      23000 | PA      | $20280.76     | 0.02%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.45 04/01/31                                           | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24605.13     | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                  | CURRENCY CONTRACT - AUD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-40543.18    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $70.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | BRL CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    -890000 | NC      | $-71282.59    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.875 11/15/35                                         | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29443.18     | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-HULA                                                                   | FS 2026-HULA A                                              | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500635.40    | 0.61%             | 2041-03-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                  | HNDA 4.688 07/08/30                                         | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      44000 | PA      | $43682.93     | 0.05%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | IRS BRL                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-222.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.6 03/18/33                                         | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39841.77     | 0.05%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V4.65 10/18/30 GMTN                                      | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      32000 | PA      | $32086.06     | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                           | EVRG 5.25 03/15/35                                          | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8067.55      | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G01444                                                   | CUSIP: 31283HS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        644 | PA      | $672.16       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 6.6 12/01/33                                              | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8769.69      | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.2 09/26/35                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23462.48     | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4.7 02/09/34                                            | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5992.32      | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 05/15/28                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     240200 | PA      | $239904.44    | 0.29%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.065 01/21/37                                          | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27385.25     | 0.03%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                | AON 5.15 03/01/29                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      37000 | PA      | $37798.83     | 0.05%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J4                                                               | PMTLT 2025-J4 A3                                            | CUSIP: 69383LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     234341 | PA      | $229674.80    | 0.28%             | 2056-12-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 5.55 03/15/36                                           | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24931.66     | 0.03%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                        | AEP 5.15 04/01/34                                           | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6048.79      | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 10/15/34                                           | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13794.25     | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2007-8 SP                                               | CUSIP: 38375JRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      99997 | PA      | $116188.90    | 0.14%             | 2037-03-20      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                  | AEP 5.3 04/01/33                                            | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5072.90      | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.5 09/01/30                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37997.96     | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2966.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 4.625 10/15/29                                          | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11863.29     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                  | VLO 5.15 03/10/36                                           | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59169.04     | 0.07%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                          | EQNR 4.75 11/14/35                                          | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      60000 | PA      | $59102.51     | 0.07%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 4.9 02/26/31                                            | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43934.82     | 0.05%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3025 SJ                                                 | CUSIP: 31395XLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       3273 | PA      | $3849.93      | 0.00%             | 2035-08-15      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 1.25 08/15/48                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     200000 | PA      | $152510.23    | 0.19%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 3.9 11/01/28                                           | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148404.69    | 0.18%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 3.2 11/21/29                                           | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57853.74     | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 5.68 06/26/28 144A                                   | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35695.01     | 0.04%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 03/14/32                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      23000 | PA      | $23479.58     | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $300.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                  | CURRENCY CONTRACT - CNY                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-45404.02    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                    | SLB 2.65 06/26/30 144A                                      | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      19000 | PA      | $17645.40     | 0.02%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - MXN                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $380.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 06/15/34                                            | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17485.25     | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.3 01/15/30                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20833.68     | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.125 PERP GG                                          | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33132.95     | 0.04%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.972 02/04/33 MTN                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      71000 | PA      | $64289.03     | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | USD CALL VERSUS KRW PUT                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |    1030000 | NC      | $17033.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.65 04/05/27 144A                                     | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33700.42     | 0.04%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.55 08/09/29                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20125.06     | 0.02%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-618.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                  | General Mills, Inc. 0% CP 02/04/2026                        | CUSIP: 3703E1D21<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $999785.80    | 1.23%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.55 02/04/46                                          | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12136.80     | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN V7 06/01/65                                           | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      26000 | PA      | $26414.49     | 0.03%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4136 LS                                                 | CUSIP: 3137AWJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2160104 | PA      | $221193.37    | 0.27%             | 2042-11-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3737.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                               | NWMLIC 6.17 05/29/55 144A                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16450.00     | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 1.75 07/20/34                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     558000 | PA      | $289979.98    | 0.36%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                 | CAT 4.7 11/15/29                                            | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15212.12     | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIX LTD                                                             | SNDPT 2021-1A B1R                                           | CUSIP: 83614VAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $247866.25    | 0.30%             | 2034-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-4262.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.572 04/22/36                                         | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22679.24     | 0.03%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0 08/15/26                                              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     120000 | PA      | $137602.34    | 0.17%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 2.45 07/15/28                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5591.33      | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-68 MS                                              | CUSIP: 38377GTD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     529148 | PA      | $46039.52     | 0.06%             | 2040-06-20      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Idaho Power Company                                                                  | IDA 4.85 03/01/36                                           | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20563.01     | 0.03%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| COLUMBIA PIPELINES HOLDING CO LLC                                                    | CPGX 6.042 08/15/28 144A                                    | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $58861.71     | 0.07%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                               | ES 5.4 06/01/34                                             | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4090.36      | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 5.25 06/30/29                                             | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12190.79     | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 4.9 10/06/29                                             | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36188.35     | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.9 07/15/32                                           | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28255.08     | 0.03%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 06/30/30                                            | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       3100 | PA      | $3095.58      | 0.00%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-64 LI                                              | CUSIP: 3136AEWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     354869 | PA      | $24891.69     | 0.03%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.192 04/17/31                                          | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5075.68      | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Voya Funds Trust                                                                     | Voya VACS Series HYB Fund                                   | CUSIP: 92913L262<br>LEI: 5493002OZLWDCTJEFB81 | Long             | EC               | RF                | US        |     603622 | NS      | $6138831.06   | 7.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.893 09/11/33                                         | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5027.95      | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 2.7 03/01/29                                           | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36612.52     | 0.04%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    1126800 | NC      | $-15604.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                         | GSMBS 2019-PJ2 A1                                           | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7263 | PA      | $6839.28      | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXX Ltd/Bluemountain CLO XXX LLC                                    | BLUEM 2020-30A CR2                                          | CUSIP: 09630QAY7<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $247971.50    | 0.30%             | 2035-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 4.85 05/22/32                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14154.83     | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.989 04/10/34                                         | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2014.60      | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                    | STWD 2025-FL4 AS                                            | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     350000 | PA      | $350327.74    | 0.43%             | 2042-11-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.875 09/26/45                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25901.46     | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.5 11/15/45                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37878.26     | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                                                 | Smurfit WestRock plc COM USD0.001                           | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        120 | NS      | $4782.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.95 02/04/31                                          | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29363.41     | 0.04%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.75 11/15/65                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23238.33     | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | EURO(FGBX) Buxl Futures                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          5 | NC      | $-8091.99     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Euro(FOAT) OAT Futures                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         34 | NC      | $-112596.50   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 5.15 03/15/36                                          | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24227.53     | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3582 SL                                                 | CUSIP: 31398KC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3863001 | PA      | $317734.73    | 0.39%             | 2039-10-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | TRS GOVERNMENT OF JAPAN                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-39868.56    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888856                                                   | CUSIP: 31410GQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22135 | PA      | $23108.24     | 0.03%             | 2036-10-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 5.35 01/15/35                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8048.57      | 0.01%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3505 SA                                                 | CUSIP: 31397YPL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     608069 | PA      | $45785.86     | 0.06%             | 2039-01-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Ingevity Corporation                                                                 | Ingevity Corporation COM                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |         18 | NS      | $1282.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTR TR 2026-HTL6                                                                    | LS 2026-HTL6 A                                              | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $498791.95    | 0.61%             | 2040-12-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-11 PS                                              | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       4705 | PA      | $5535.08      | 0.01%             | 2036-03-25      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                         | GAM 2022-FRR3 DK47                                          | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10804 | PA      | $10611.46     | 0.01%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLGB 7.5 07/25/28 0728                                     | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     650000 | PA      | $185768.38    | 0.23%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE V6.4 10/01/54                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19944.19     | 0.02%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.8 11/15/37                                           | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      18000 | PA      | $14304.07     | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | USD CALL VERSUS BRL PUT                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    -890000 | NC      | $-10073.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $6329.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                                    | LNT 5.375 03/30/34                                          | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6093.01      | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                       | CURRENCY CONTRACT - KRW                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32384.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 338 2                                                   | CUSIP: 3136FAW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8300 | PA      | $1103.24      | 0.00%             | 2033-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                        | CURRENCY CONTRACT - RON                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-539.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.2 03/15/40                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9198.53      | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 1.25 08/15/30                                          | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8722.30      | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -281000 | NC      | $-1887.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.898 01/22/37                                         | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34261.00     | 0.04%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                  | XEL 5.3 05/15/35                                            | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52181.05     | 0.06%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 713589                                                   | CUSIP: 31401NXS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         23 | PA      | $24.41        | 0.00%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $40126.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.6 06/01/29                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21502.07     | 0.03%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 5.2 03/15/33                                            | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31954.58     | 0.04%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2344 FP                                                 | CUSIP: 3133994L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       2372 | PA      | $2392.58      | 0.00%             | 2031-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 3.3 07/01/30                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      34000 | PA      | $31868.62     | 0.04%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                          | Mondelez International Inc. 0% CP 24/04/2026                | CUSIP: 60920WDQ0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $997339.10    | 1.22%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     513000 | NC      | $-2732.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.9 04/28/35                                            | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55788.46     | 0.07%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 2.45 11/15/29                                          | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      47000 | PA      | $43679.35     | 0.05%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2007-116 DI                                             | CUSIP: 31396X6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2519844 | PA      | $189604.91    | 0.23%             | 2038-01-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.9 04/05/32                                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10323.81     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 1.45 04/30/29                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     870000 | PA      | $966891.53    | 1.19%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | JPY CALL VERSUS AUD PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |      92000 | NC      | $6880.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.571 04/22/28                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42520.92     | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.176 06/15/29                                           | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10239.87     | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K122 X1                                                | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3970604 | PA      | $130064.88    | 0.16%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 5.6 04/15/35                                            | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16267.61     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 6.25 04/15/35                                            | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17687.21     | 0.02%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 5.65 11/15/28                                          | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20491.02     | 0.03%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                                            | CSAIL 2021-C20 A3                                           | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $688104.00    | 0.85%             | 2054-03-17      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.125 05/15/33                                           | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5983.12      | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS INC                                                         | RESOLUTE FOREST PRODUCTS INC SHS                            | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4988 | NS      | $7082.96      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2020-GC47                                               | GSMS 2020-GC47 XA                                           | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     854162 | PA      | $30108.14     | 0.04%             | 2053-05-14      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT 4.729 02/28/30                                          | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17211.07     | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 2.35 01/08/31                                            | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      38000 | PA      | $33867.13     | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Ix Ltd                                                               | SNDPT 2015-2A ARRR                                          | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |     252383 | PA      | $252552.93    | 0.31%             | 2032-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.834 02/20/31                                       | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10467.94     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                   | CMLTI 2006-WF1 A2E                                          | CUSIP: 17307G4K1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     184197 | PA      | $82766.69     | 0.10%             | 2036-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.75 08/15/34                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33641.95     | 0.04%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.5 08/15/55 .                                         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16517.28     | 0.02%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.3 06/01/34                                          | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6092.73      | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDIA OP R/B/R                                                              | AMERICAN MEDIA OP R/B/R                                     | CUSIP: 0274409H1<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2149 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Federal National Mortgage Association                                                | FNR 2005-74 DK                                              | CUSIP: 31394FFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      51348 | PA      | $54289.80     | 0.07%             | 2035-07-25      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 328 2                                                   | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12990 | PA      | $1696.64      | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                          | CSUCN 5.158 02/16/29 144A                                   | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |      31000 | PA      | $31145.66     | 0.04%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4136 SW                                                 | CUSIP: 3137AWMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     189340 | PA      | $9344.36      | 0.01%             | 2032-11-15      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| BANCO JP MORGAN SA                                                                   | SCAS 2006-1U A                                              | CUSIP: 000000000<br>LEI: BMSV765KS3ZUWB7LXV33 | Long             | ABS-O            | CORP              | BR        |      14745 | PA      | $817.60       | 0.00%             | 2035-09-25      | Fixed         | 6.10%                 | No            |                  3 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.5 06/07/28                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     600000 | PA      | $796022.95    | 0.98%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                              | MHK 5.85 09/18/28                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6177.05      | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.419 12/20/28                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48153.38     | 0.06%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 6.25 11/01/28                                           | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13576.50     | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   -7823000 | NC      | $-3769.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.4 07/30/36                                           | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27807.08     | 0.03%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                   | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     490000 | PA      | $483316.90    | 0.59%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                     | AQNCN 5.577 01/31/29 144A                                   | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42858.18     | 0.05%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 6.05 09/15/33                                          | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16756.17     | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.125 07/22/29                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1000000 | PA      | $1312537.22   | 1.61%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $116474.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.125 12/01/29                                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28168.90     | 0.03%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | BMO V4.64 09/10/30                                          | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      52000 | PA      | $52114.54     | 0.06%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.5 01/01/34                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6087.13      | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                        | AEP 5.45 05/15/29                                           | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46159.21     | 0.06%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                           | ZBH 3.55 03/20/30                                           | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19236.67     | 0.02%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                     | OHI 5.2 07/01/30                                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23102.45     | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.433 01/23/47                                         | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      63000 | PA      | $59740.79     | 0.07%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUST                                                      | COLT 2021-2 A1                                              | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     271464 | PA      | $229787.45    | 0.28%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-10 US                                              | CUSIP: 3136A3ZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     199031 | PA      | $22110.90     | 0.03%             | 2042-02-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                                                         | NATIONAL BANK FINANCIAL INC                                 | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |      20243 | PA      | $20243.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 01/15/33                                             | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19860.50     | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |    1123000 | NC      | $-2572.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 03/15/29                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     495900 | PA      | $491541.51    | 0.60%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                         | CARGIL 2.125 04/23/30 144A                                  | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14596.53     | 0.02%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                           | INTU 5.2 09/15/33                                           | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10177.25     | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.2 03/15/30                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28219.04     | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6374.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                | J 4.75 03/03/31                                             | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14795.90     | 0.02%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.65 03/15/28                                          | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17160.42     | 0.02%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                                    | FE 2.65 01/15/32 144A                                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $17033.05     | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2136 SG                                                 | CUSIP: 3133TKAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       4866 | PA      | $129.32       | 0.00%             | 2029-03-15      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                    | CPGX 5.097 10/01/31 144A                                    | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $17104.93     | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                            | TPG 4.875 05/15/31                                          | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29438.06     | 0.04%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   -1116000 | NC      | $-25.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-2                                | MSRM 2021-2 A9                                              | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128068 | PA      | $105832.24    | 0.13%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0.5 02/15/28                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      30000 | PA      | $33366.83     | 0.04%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.625 11/15/55 .                                       | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23451.50     | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2022-6                                                      | JPMMT 2022-6 A3                                             | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309216 | PA      | $268150.16    | 0.33%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                           | TIAAGL 5.55 01/15/30 144A                                   | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      31000 | PA      | $31810.90     | 0.04%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -2817000 | NC      | $-143.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.536 01/28/36                                          | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11186.11     | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 5.15 03/15/35                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15106.63     | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Euro(FGBS) Schatz Futures                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         33 | NC      | $-34828.38    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS VOL USDZAR                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21219.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                           | MINI JAP GOVT BOND FUTURES, June 2026                       | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |          2 | NC      | $-1825.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB V5.4 07/30/35                                           | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     114000 | PA      | $113667.15    | 0.14%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                                                              | DUK 5.875 11/15/33                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4248.49      | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.1 02/22/31                                            | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18507.47     | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 4.9 03/15/29                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10118.97     | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - GBP                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-40207.54    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 2 12/01/51                                              | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     575000 | PA      | $287566.13    | 0.35%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST                                                  | CMALT 2006-A3 1A7                                           | CUSIP: 17309KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108422 | PA      | $96248.49     | 0.12%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-46 SW                                              | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       8318 | PA      | $9109.72      | 0.01%             | 2036-06-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -11230000 | NC      | $2965.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVESINK CLO 6 LTD                                                                   | NAVS 2026-6A C                                              | CUSIP: 63944AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250208.50    | 0.31%             | 2037-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | IRS IFS USD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |          1 | NC      | $-3213.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.47 09/22/27                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     135000 | PA      | $133163.08    | 0.16%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.5 02/15/35                                           | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4037.17      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-15 SA                                              | CUSIP: 3136B36U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    6049214 | PA      | $633387.84    | 0.78%             | 2049-04-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA                                           | WFALT 2007-PA2 2A1                                          | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28708 | PA      | $25263.28     | 0.03%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -28 | NC      | $29613.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                                                  | CURRENCY CONTRACT - NZD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5901.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 4.2 03/12/31                                          | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $49331.43     | 0.06%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                     | BMARK 2019-B9 XA                                            | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1061521 | PA      | $22995.08     | 0.03%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V5.605 01/28/41                                        | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      79000 | PA      | $77133.58     | 0.09%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -1147000 | NC      | $-6799.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 3.9 04/01/29                                            | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34282.10     | 0.04%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 03/31/30                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      16000 | PA      | $16059.38     | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 5.93 05/01/60                                            | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3842.86      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                             | TRS GOVERNMENT OF JAPAN                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-11008.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.45 03/13/31                                          | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24629.66     | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 2.55 11/01/29                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9425.12      | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                                       | RALI Series 2006-QO1 Trust                                  | CUSIP: 761118RX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1084217 | PA      | $55658.64     | 0.07%             | 2046-02-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.45 03/01/28                                            | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30496.67     | 0.04%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZA6681                                                   | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     429305 | PA      | $411156.79    | 0.50%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |    -859000 | NC      | $-12911.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/24/32                                          | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38791.49     | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.35 10/08/27 MTN                                    | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30100.47     | 0.04%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | INVESCO EXCHANGE TRADED FUND TRUST II SR LN ETF             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |     -22500 | NC      | $-1943.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4624 BI                                                 | CUSIP: 3137BSMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     550085 | PA      | $93700.90     | 0.12%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                | WCNCN 4.8 07/15/36                                          | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $24503.59     | 0.03%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3.625 03/03/37                                          | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      21000 | PA      | $18876.18     | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                       | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4633.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                       | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1985.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                   | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1238000 | PA      | $1087573.03   | 1.34%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.3 04/01/36                                           | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11832.86     | 0.01%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                  | CURRENCY CONTRACT - JPY                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-63145.29    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Company                                                  | PPL 5.45 04/15/33 LOU                                       | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4138.56      | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.3 12/01/34                                            | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18148.67     | 0.02%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.193 02/05/37                                         | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      68000 | PA      | $66846.70     | 0.08%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5.4 03/15/33                                             | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6175.89      | 0.01%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.65 03/13/46                                          | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32905.34     | 0.04%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                            | VNOM 5.7 08/01/35                                           | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32268.96     | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3502 DL                                                 | CUSIP: 31397YQ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2209680 | PA      | $170030.99    | 0.21%             | 2039-01-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL V5.75 12/03/56                                          | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18553.08     | 0.02%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.35 03/20/33                                          | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22590.68     | 0.03%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 5.5 02/01/34                                            | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19183.57     | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                | THAIGB 2.875 12/17/28                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   17994000 | PA      | $565736.16    | 0.69%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                         | RJF 5.65 09/11/55                                           | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      53000 | PA      | $50217.70     | 0.06%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 2.45 11/15/31                                           | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      22000 | PA      | $19527.65     | 0.02%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4161 CI                                                 | CUSIP: 3137AYLF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     161241 | PA      | $22146.33     | 0.03%             | 2043-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.8 04/01/27                                           | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     222000 | PA      | $218234.31    | 0.27%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.875 02/13/29                                           | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36542.73     | 0.04%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 4.55 01/31/31                                           | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79181.66     | 0.10%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                        | AIZ 5.55 02/15/36                                           | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      51000 | PA      | $51157.93     | 0.06%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 6.05 08/15/56                                             | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19711.57     | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                       | FBINUS 4 03/25/32                                           | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6593.95      | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.55 03/21/31                                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9989.11      | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 5.732 03/16/56 144A                                    | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28685.37     | 0.04%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust 2023-PJ2                                         | GSMBS 2023-PJ2 A16                                          | CUSIP: 362938BB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     412886 | PA      | $412209.84    | 0.51%             | 2053-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| First Industrial, L.P.                                                               | FR 5.25 01/15/31                                            | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40438.32     | 0.05%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 5.5 04/15/35                                            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11911.72     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.4 11/01/34                                             | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      27000 | PA      | $25715.30     | 0.03%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V3.584 05/22/28 MTN                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20805.31     | 0.03%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERUGB 5.35 08/12/40                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3227000 | PA      | $778663.63    | 0.96%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                       | PEG 5.75 05/15/35 144A                                      | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21340.67     | 0.03%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                    | BRO 4.9 06/23/30                                            | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27981.44     | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.484 09/16/36                                          | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12050.73     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 5.6 03/18/46                                         | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23051.87     | 0.03%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ozlm XV Ltd / Ozlm XV Ltd                                                            | OZLM 2016-15A A1R3                                          | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |     161586 | PA      | $161681.34    | 0.20%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.187 11/15/36 144A                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      31000 | PA      | $25920.74     | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC 5.15 10/01/27                                           | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13143.66     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $43601.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.05 03/15/34                                          | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9137.49      | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Company                                                        | FTSCN 5.2 09/15/34                                          | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14091.24     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                          | VTRS 3.85 06/22/40                                          | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2278.84      | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                    | NWE 5.073 03/21/30 144A                                     | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48784.28     | 0.06%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.6 11/15/32                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24763.19     | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1395.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                              | ARW 5.15 08/21/29                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36404.67     | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.85 10/15/31                                           | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35765.84     | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1714.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.75 02/15/66                                         | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22795.51     | 0.03%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYACK PARK CLO LTD                                                                   | NYKPK 2021-1A CR                                            | CUSIP: 67080PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | NUSS              | KY        |     500000 | PA      | $497150.00    | 0.61%             | 2038-10-20      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2021-21M E                                               | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     315000 | PA      | $314997.76    | 0.39%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 5.4 03/23/35                                            | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9932.70      | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                  | CURRENCY CONTRACT - SEK                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17995.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.35 05/04/33                                          | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43822.60     | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.125 02/21/30                                          | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10143.15     | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 2.995 08/16/39                                          | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      11000 | PA      | $8765.81      | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 2.85 04/15/31 HH                                        | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18319.84     | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                      | ADP 4.75 05/08/32                                           | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25266.33     | 0.03%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.9 06/01/31                                            | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12402.68     | 0.02%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                                                              | DUK 2.4 12/15/31                                            | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      19000 | PA      | $16989.95     | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-109 SN                                             | CUSIP: 31398NTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     248774 | PA      | $257010.08    | 0.32%             | 2040-10-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5.25 01/15/36                                            | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50083.43     | 0.06%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                           | S 8.75 03/15/32                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      44000 | PA      | $52341.26     | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-64 FJ                                              | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        429 | PA      | $432.99       | 0.00%             | 2032-04-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                    | FE 3.9 07/15/27 B                                           | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44644.64     | 0.05%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -2246000 | NC      | $-5532.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 356 10                                                  | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3655 | PA      | $522.91       | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                  | CURRENCY CONTRACT - CHF                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20847.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                   | CNO 5.875 06/04/27 144A                                     | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45632.08     | 0.06%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-55805.58    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-522004.06   | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K-1517 X1                                              | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2044554 | PA      | $178871.75    | 0.22%             | 2035-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2861.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.702 05/06/30                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19510.05     | 0.02%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIX LTD                                                             | SNDPT 2021-1A AR                                            | CUSIP: 83614VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $299878.80    | 0.37%             | 2034-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                           | DG 3.5 04/03/30                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18096.34     | 0.02%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                     | BMARK 2019-B9 D                                             | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $143926.36    | 0.18%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                   | TTWO 5.4 06/12/29                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20442.85     | 0.03%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 3.625 04/15/32                                          | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6465.98      | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| MILL CITY MORTGAGE LOAN TRUST 2018-3                                                 | MCMLT 2018-3 M1                                             | CUSIP: 59980XAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199575 | PA      | $192799.03    | 0.24%             | 2058-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.4 02/15/33                                          | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49391.74     | 0.06%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5 04/01/32                                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19171.25     | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.55 11/20/30                                        | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18750.03     | 0.02%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 5.2 05/15/35                                            | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21521.29     | 0.03%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A19200                                                   | CUSIP: 31296UGH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5197 | PA      | $5307.66      | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -11230000 | NC      | $-24733.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS ZAR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1434.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                        | CURRENCY CONTRACT - HKD                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-148.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | CURRENCY CONTRACT - CLP                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2194.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | IRS IFS USD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |          1 | NC      | $1194.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                         | CDNS 4.3 09/10/29                                           | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27917.31     | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2003-26 IK                                              | CUSIP: 31393AHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       6562 | PA      | $995.29       | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          6 | NC      | $-17357.07    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                                                       | PEG 5.2 05/15/30 144A                                       | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21334.49     | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.45 09/15/35                                           | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35148.69     | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | ADBE 4.95 01/17/30                                          | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32678.03     | 0.04%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 5.6 03/15/66                                            | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14632.65     | 0.02%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Long(FBTP) Term Euro                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         10 | NC      | $-42337.16    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS FVA USDMXN                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $422.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 4.75 11/12/35                                         | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      29000 | PA      | $28667.61     | 0.04%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                              | EQH 5 03/27/30 144A                                         | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39338.13     | 0.05%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2019-IV / LLC                                                        | BABSN 2019-4A CR                                            | CUSIP: 06761VAU1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500559.50    | 0.61%             | 2037-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corp.                                                        | BAFC 2005-1 1A1                                             | CUSIP: 05946XPV9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-O            | CORP              | US        |      69728 | PA      | $68718.94     | 0.08%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.35 03/30/29 144A                                   | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      95000 | PA      | $96648.36     | 0.12%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.45 11/20/55                                          | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18164.11     | 0.02%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.687 04/22/32                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      99000 | PA      | $89747.86     | 0.11%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.85 02/15/56                                          | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15538.46     | 0.02%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.6 03/23/34                                           | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8181.03      | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $4332.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                          | NTAP 5.5 03/17/32                                           | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16387.09     | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.25 02/01/30 144A                                   | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27416.41     | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6123.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    -281000 | NC      | $-1743.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 4.95 09/01/29 GMTN                                        | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19253.15     | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.95 09/26/55                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      61000 | PA      | $51355.44     | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                 | WAMU 2005-AR11 X                                            | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2259974 | PA      | $2703.72      | 0.00%             | 2045-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $14606.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ3                                         | GSMBS 2019-PJ3 A1                                           | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3372 | PA      | $3178.78      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    -281000 | NC      | $878.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-17388.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.375 04/15/38                                        | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14933.72     | 0.02%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                | J 5.375 03/03/36                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14638.59     | 0.02%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.523 07/17/28 MTN                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      29000 | PA      | $29722.24     | 0.04%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |    -573500 | NC      | $1972.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.85 02/04/66                                          | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11962.95     | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.085 01/30/31                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20343.08     | 0.02%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2003-13 IO                                              | CUSIP: 31392JDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       5489 | PA      | $711.95       | 0.00%             | 2033-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.995 07/22/30                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20295.79     | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 4.75 02/05/31                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     100000 | PA      | $100174.83    | 0.12%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2049 PL                                                 | CUSIP: 3133TDQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       4270 | PA      | $199.26       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.1 02/24/35                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10140.05     | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                         | CARGIL 5.125 02/11/35 144A                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11151.26     | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.45 12/04/32                                           | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39739.95     | 0.05%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2177 SB                                                 | CUSIP: 3133TLPZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       3653 | PA      | $93.76        | 0.00%             | 2029-08-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.96 01/23/37                                          | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      51000 | PA      | $49700.27     | 0.06%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 6.4 11/30/33                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6534.48      | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                               | PLDTLF 5.5 04/01/34 144A                                    | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4066.07      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735061                                                   | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19059 | PA      | $19756.81     | 0.02%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                              | RKTLN 3 06/26/27 144A                                       | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $197016.95    | 0.24%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2022-IV LTD                                                             | CIFC 2022-4A AR                                             | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249653.50    | 0.31%             | 2035-07-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2007-88 XI                                              | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      18433 | PA      | $1568.00      | 0.00%             | 2037-06-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                   | TOYOTA 4.45 06/30/30                                        | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |      41000 | PA      | $41050.57     | 0.05%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -5634000 | NC      | $-10859.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                     | AQNCN 5.869 01/31/34 144A                                   | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19723.57     | 0.02%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - TRY                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7100.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.81 10/22/36                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      56000 | PA      | $54394.58     | 0.07%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1497.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $53363.98     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 5.8 03/15/32                                            | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27164.87     | 0.03%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 5.25 05/30/35                                           | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17330.37     | 0.02%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                               | Two-Year Government of Canada Bond Futures                  | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         10 | NC      | $-5762.04     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PMT LOAN TRUST 2025-INV8                                                             | PMTLT 2025-INV8 A2                                          | CUSIP: 73015EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86306 | PA      | $86357.72     | 0.11%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 2.95 06/30/30                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7499.94      | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 5.7 03/18/56                                         | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25196.30     | 0.03%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                    | AIG 3.4 06/30/30                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34365.23     | 0.04%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2415 ZA                                                 | CUSIP: 31339DKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      17322 | PA      | $17987.94     | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.65 05/19/30                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      21000 | PA      | $21164.65     | 0.03%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.875 04/15/30                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18508.70     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                           | CDW 5.1 03/01/30                                            | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15980.47     | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                             | JPMMT 2007-A1 7A1                                           | CUSIP: 46630GBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17585 | PA      | $17308.60     | 0.02%             | 2035-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                              | KEY V5.305 01/28/37                                         | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31354.40     | 0.04%             | 2037-01-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc.                                                            | GS V4.516 01/21/32                                          | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9850.52      | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -7823000 | NC      | $-7232.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                                 | FE 5.85 02/15/34 144A                                       | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $9468.40      | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.423 01/25/41                                         | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1960.17      | 0.00%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5322                                                   | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4862 | PA      | $4722.55      | 0.01%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A24262                                                   | CUSIP: 31297BWX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        983 | PA      | $1017.63      | 0.00%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.299 07/21/32                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      95000 | PA      | $83892.14     | 0.10%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corporation                                                               | OGE 5.45 05/15/29                                           | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10247.70     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-CH1                                                      | SEMT 2018-CH1 A19                                           | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-O            | CORP              | US        |       3252 | PA      | $3037.85      | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 3.85 09/01/49 30Y                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     438000 | PA      | $463786.59    | 0.57%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5 07/15/32                                              | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40512.76     | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 5.15 03/15/29                                           | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19368.07     | 0.02%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 5.1 02/20/35                                            | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19347.05     | 0.02%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-29 F                                               | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       1392 | PA      | $1406.23      | 0.00%             | 2032-04-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 4.25 09/15/29                                           | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18955.06     | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2122 F                                                  | CUSIP: 3133TJC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       3043 | PA      | $3040.74      | 0.00%             | 2029-02-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.25 07/01/29 144A                                   | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43638.53     | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V6.037 10/28/33                                         | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15872.29     | 0.02%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 5-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -13 | NC      | $-4696.84     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.75 11/01/31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21103.45     | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                    | HSY 4.95 02/24/32                                           | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      49000 | PA      | $50196.20     | 0.06%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                         | MAA 5.3 02/15/32                                            | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11312.33     | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | TRS VOL USDZAR                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-10696.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Xxiv Clo. Ltd                                                                 | GALXY 2017-24A BR2                                          | CUSIP: 36321BAU5<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $500466.50    | 0.61%             | 2037-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.25 09/08/33                                           | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       8000 | PA      | $8172.73      | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-1 LTD                                                                      | CBAMR 2017-1A AR2                                           | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $300470.70    | 0.37%             | 2038-01-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - EUR                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-156621.12   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.164 04/20/29 MTN                                      | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27315.29     | 0.03%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                           | COKE 5.25 06/01/29                                          | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30671.16     | 0.04%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | KRW CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |    1030000 | NC      | $73.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.95 02/15/35                                           | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7979.35      | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP 5.625 03/01/33                                          | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6202.91      | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -2817000 | NC      | $-5471.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                               | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 4.8 09/01/28                                            | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12066.01     | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 4.85 10/23/31 GMTN                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27765.37     | 0.03%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                              | AMCR 5.45 05/23/29                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |      14000 | PA      | $14348.29     | 0.02%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 418 80                                                  | CUSIP: 31395QS84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160776 | PA      | $11977.09     | 0.01%             | 2033-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2004-Ar14                                           | INDX 2006-AR2 1A1B                                          | CUSIP: 45661EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     280067 | PA      | $263064.81    | 0.32%             | 2046-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                 | WAMU 2007-HY2 1A1                                           | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131520 | PA      | $121624.23    | 0.15%             | 2036-12-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.375 12/01/31                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32325.56     | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                    | SLB 4.85 05/15/33 144A                                      | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2000.73      | 0.00%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Medtronic Global Holdings SCA                                                        | MDT 4.5 03/30/33                                            | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       6000 | PA      | $5934.28      | 0.01%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.45 11/15/34                                           | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3962.93      | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.8 10/01/34                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9740.76      | 0.01%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2021-L5                                               | MSC 2021-L5 XA                                              | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1663481 | PA      | $69317.00     | 0.09%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                            | MAIN 6.95 03/01/29                                          | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27787.98     | 0.03%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.1 09/26/65                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33191.40     | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.55 11/01/32                                             | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19666.17     | 0.02%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO 2013-2 Ltd.                                                         | BLUEM 2013-2A CR                                            | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |     412500 | PA      | $412674.90    | 0.51%             | 2030-10-22      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Voya Separate Portfolios Trust                                                       | Voya VACS Series EMHCD Fund                                 | CUSIP: 92919X104<br>LEI: 5493002OZLWDCTJEFB81 | Long             | EC               | RF                | US        |     399808 | NS      | $4169992.29   | 5.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | USD CALL VERSUS BRL PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     890000 | NC      | $10073.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 4.7 01/12/28                                           | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43094.56     | 0.05%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                         | NNN 4.6 02/15/31                                            | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25855.86     | 0.03%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                      | CSLAU 4.05 04/27/29 144A                                    | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $36527.33     | 0.04%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.HY.45.V2                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    -813000 | NC      | $-3712.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                    | CPB 5.2 03/21/29                                            | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34331.36     | 0.04%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                               | ACN 4.25 10/04/31                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      56000 | PA      | $55362.88     | 0.07%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.55 03/15/34                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4148.02      | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXI LTD                                                        | MDPK 2018-31A CR                                            | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $400350.40    | 0.49%             | 2037-07-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                               | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-238.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.593 05/04/27                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     434000 | PA      | $432801.66    | 0.53%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.926 05/15/37 144A                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30088.03     | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                               | MRVL 5.75 02/15/29                                          | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23750.67     | 0.03%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $30046.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.25 03/13/31                                          | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33757.09     | 0.04%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745260                                                   | CUSIP: 31403C5V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6141 | PA      | $6290.80      | 0.01%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-25 PS                                              | CUSIP: 31394DBG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       7228 | PA      | $8631.86      | 0.01%             | 2035-04-25      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XVIII LTD                                                          | MVEW 2024-1A C                                              | CUSIP: 623908AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250337.75    | 0.31%             | 2037-10-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 294 2                                                   | CUSIP: 31364HS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1536 | PA      | $65.81        | 0.00%             | 2028-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.95 06/01/34                                           | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6218.19      | 0.01%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.875 11/30/55                                           | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43802.24     | 0.05%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 4.693 02/13/28                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42218.86     | 0.05%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                        | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $65.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                         | BAY 2025-LIVN A                                             | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $498228.25    | 0.61%             | 2035-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 03/31/33                                             | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     646500 | PA      | $650995.19    | 0.80%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                               | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3094.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                    | McCormick & Company, Incorporated 0% CP 01/04/2026          | CUSIP: 57978DD14<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $999892.40    | 1.23%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.2 04/01/30                                             | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19429.89     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS ITRAXX.EU.45.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $76250.85     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5018                                                   | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23352 | PA      | $22490.62     | 0.03%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-133 PS                                             | CUSIP: 3136AAWW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     849355 | PA      | $55129.52     | 0.07%             | 2042-03-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | Simon Property Group LP 0% CP 29/05/2026                    | CUSIP: 82880XEV8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $993281.70    | 1.22%             | 2026-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -7823000 | NC      | $-11294.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 332 2                                                   | CUSIP: 3136FAYU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7643 | PA      | $1056.71      | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 2.7 10/31/48                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     908000 | PA      | $845055.75    | 1.04%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 2.35 03/15/32                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      23000 | PA      | $19745.98     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.7 05/20/27                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30284.14     | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP CDS ITRAXX.EU.45.V1                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |   -4694000 | NC      | $-7568.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 1999-14 MB                                              | CUSIP: 31359VVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        541 | PA      | $544.51       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 331 5                                                   | CUSIP: 3136FAXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6088 | PA      | $758.89       | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-90 SX                                              | CUSIP: 31396KV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      14930 | PA      | $907.75       | 0.00%             | 2036-09-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V5.435 01/24/30 MTN                                     | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62446.00     | 0.08%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 5.227 11/17/34                                         | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22460.50     | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.499 01/23/35                                         | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6109.64      | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    3070500 | NC      | $41406.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -5634000 | NC      | $4484.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                               | GSMS 2019-GC42 XA                                           | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4674601 | PA      | $106010.61    | 0.13%             | 2052-09-12      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                          | EQNR 4.5 09/03/30                                           | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      39000 | PA      | $39219.34     | 0.05%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-244.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -281000 | NC      | $736.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.977 08/10/30                                          | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      57000 | PA      | $58262.89     | 0.07%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2003-116 FA                                             | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        826 | PA      | $824.32       | 0.00%             | 2033-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLGB 5 10/25/35 1035                                       | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    4302000 | PA      | $1085727.13   | 1.33%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-40 SB                                              | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       1240 | PA      | $37.21        | 0.00%             | 2035-05-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | Duke Energy Corp 0% CP 08/04/2026                           | CUSIP: 26244JD89<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $999136.70    | 1.23%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 3 10/15/30                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      52000 | PA      | $45601.36     | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 01/15/36                                               | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29389.96     | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.05 08/01/30                                           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16350.26     | 0.02%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G02968                                                   | CUSIP: 3128M4TZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        923 | PA      | $922.05       | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2134 SB                                                 | CUSIP: 3133TJZY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       1228 | PA      | $30.95        | 0.00%             | 2029-03-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    2246000 | NC      | $5084.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17933.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -2807500 | NC      | $-2228.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -20282400 | NC      | $-26907.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                         | HON 4.75 02/01/32                                           | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2005.22      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 5.4 03/15/35                                            | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6075.64      | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5551                                                   | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1038107 | PA      | $1002903.51   | 1.23%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                  | HII 4.2 05/01/30                                            | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33370.39     | 0.04%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                             | ORLY 4.35 06/01/28                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      91000 | PA      | $91104.41     | 0.11%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.7 11/15/75                                          | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18429.14     | 0.02%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.592 04/29/31                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50825.23     | 0.06%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.45 11/15/55                                         | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29066.94     | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -5634000 | NC      | $5427.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 5.15 08/12/34                                          | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5830.71      | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2007-89 SB                                              | CUSIP: 31396XPY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      84379 | PA      | $6645.02      | 0.01%             | 2037-09-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                         | CAS 2025-R02 1M2                                            | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     250000 | PA      | $250635.93    | 0.31%             | 2045-02-27      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5 02/15/36                                             | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6897.06      | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 5.2 04/01/29                                            | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39768.52     | 0.05%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889752                                                   | CUSIP: 31410KQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3671 | PA      | $3796.76      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARZ TRUST 2024-BILT                                                                  | ARZ 2024-BILT C                                             | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $252492.05    | 0.31%             | 2039-06-13      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.39 08/15/37                                        | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10000.14     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-749.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.25 10/15/55                                           | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15701.56     | 0.02%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | IRS USD                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |          1 | NC      | $19513.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                    | BX 2021-LBA EJV                                             | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450000 | PA      | $449659.31    | 0.55%             | 2036-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.572 10/20/32                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      32000 | PA      | $28481.67     | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                   | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1857000 | PA      | $1561620.94   | 1.92%             | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                   | RGA 5.448 05/24/29 144A                                     | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8197.81      | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                               | PLDTLF 5.25 04/01/29 144A                                   | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |      62000 | PA      | $63204.92     | 0.08%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                         | CWHL 2005-J4 A7                                             | CUSIP: 126694RQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21287 | PA      | $17419.13     | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5.25 01/15/33                                           | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6249.35      | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 5.15 03/15/28                                           | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49596.52     | 0.06%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                              | Essential Utilities Inc                                     | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     132000 | PA      | $122568.26    | 0.15%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                        | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2375.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V4.456 02/10/32                                         | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9898.59      | 0.01%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS5131                                                   | CUSIP: 3140XLVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1510836 | PA      | $1227840.38   | 1.51%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4194 GI                                                 | CUSIP: 3137B1JS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2756599 | PA      | $410099.70    | 0.50%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-7                                               | CWHL 2007-7 A7                                              | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     169214 | PA      | $74730.97     | 0.09%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                             | MGS 3.828 07/05/34 0419                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1864000 | PA      | $465645.52    | 0.57%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.75 05/20/32                                          | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16093.15     | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-155 PL                                             | CUSIP: 31397Q5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     126559 | PA      | $127172.09    | 0.16%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                           | S 6.875 11/15/28                                            | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      90000 | PA      | $95176.27     | 0.12%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.1 06/01/29                                           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46622.62     | 0.06%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                               | BX 2026-XL6 B                                               | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $497118.55    | 0.61%             | 2043-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.75 05/19/33                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      21000 | PA      | $20926.26     | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                                           | PPL 5.45 04/15/33 KENT                                      | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4135.91      | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                      | BNTNB 6 08/15/50 NTNB                                       | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     367000 | PA      | $286416.36    | 0.35%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.55 06/01/34                                          | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10387.48     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-103.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36181                                                   | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43462 | PA      | $41862.17     | 0.05%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES               | G2 3680                                                     | CUSIP: 36202ECR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2973 | PA      | $3090.54      | 0.00%             | 2035-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5.05 03/22/28                                          | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21325.31     | 0.03%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.5 05/17/33                                            | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1995.12      | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                           | GWT 2024-WLF2 A                                             | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500602.55    | 0.61%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.872 09/15/34                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      22000 | PA      | $23044.49     | 0.03%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                          | OVV 5.65 05/15/28                                           | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13352.08     | 0.02%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | CURRENCY CONTRACT - NOK                                     | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1072.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                    | OMC 5 06/02/33                                              | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32243.50     | 0.04%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 4.625 12/15/29                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36265.19     | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 4.9 09/15/31                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27966.97     | 0.03%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5 03/15/30                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27324.86     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.7 06/10/30 MTN                                         | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65890.73     | 0.08%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745641                                                   | CUSIP: 31403DLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3793 | PA      | $3918.91      | 0.00%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2471 FD                                                 | CUSIP: 31392R6E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       1925 | PA      | $1944.87      | 0.00%             | 2032-03-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8686.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3925 SD                                                 | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      81908 | PA      | $858.08       | 0.00%             | 2040-07-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V4.969 08/02/30 GMTN                                     | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      16000 | PA      | $16206.10     | 0.02%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                       | LXS 2005-5N 1A2                                             | CUSIP: 86359DUM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      78224 | PA      | $78944.58     | 0.10%             | 2035-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                               | ARCREN 2026-FL1 B                                           | CUSIP: 03881XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500468.60    | 0.61%             | 2043-09-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                           | CNHI 5.1 04/20/29                                           | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40492.15     | 0.05%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2024-IND2                                              | BLP 2024-IND2 B                                             | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     299830 | PA      | $299999.68    | 0.37%             | 2041-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                         | AEE 1.75 03/15/28                                           | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      23000 | PA      | $21880.98     | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 2.375 03/15/31                                           | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     135000 | PA      | $121329.93    | 0.15%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.591 07/22/28                                          | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20757.66     | 0.03%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 4.95 05/30/32                                           | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21338.17     | 0.03%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.75 02/15/45                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     324000 | PA      | $318443.91    | 0.39%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                               | BX 2 01/30/32 144A                                          | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13580.86     | 0.02%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 1.65 06/15/31 MTN                                      | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17242.27     | 0.02%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 364 15                                                  | CUSIP: 3136FCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3464 | PA      | $444.68       | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-3 DI                                               | CUSIP: 3136B8HH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1598577 | PA      | $288345.30    | 0.35%             | 2050-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4.5 10/15/31                                            | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39549.88     | 0.05%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-27 SB                                              | CUSIP: 3136A4BX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     374238 | PA      | $18175.13     | 0.02%             | 2041-11-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 6.05 11/01/35                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      95000 | PA      | $102550.62    | 0.13%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.55 04/01/32                                            | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15809.76     | 0.02%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 5.113 08/01/27                                           | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36323.92     | 0.04%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | USD CALL VERSUS EUR PUT                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |    1044000 | NC      | $8553.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2019-4 LTD                                                               | OAKCL 2019-4A CRR                                           | CUSIP: 67402CBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500379.50    | 0.61%             | 2037-07-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2004-56 SE                                              | CUSIP: 31393Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     112363 | PA      | $9977.45      | 0.01%             | 2033-10-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                         | CARGIL 1.7 02/02/31 144A                                    | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14075.39     | 0.02%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36104                                                   | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22734 | PA      | $21892.54     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | USD CALL VERSUS EUR PUT                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |      89000 | NC      | $3025.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 2.1 06/15/30                                            | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      23000 | PA      | $20917.23     | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.603 10/22/30                                         | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30069.55     | 0.04%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 5.15 03/27/30 144A                                   | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23254.20     | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                    | NGGLN 5.418 01/11/34                                        | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      12000 | PA      | $12233.25     | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                  | Constellation Energy Generation LLC 0% CP 22/05/2026        | CUSIP: 21038QEN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $993489.40    | 1.22%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                 | MCMLT 2017-2 M2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $195778.60    | 0.24%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-37554.95    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                           | NTRS V5.117 11/19/40                                        | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77927.77     | 0.10%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1770.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-84 FB                                              | CUSIP: 31392FJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       4290 | PA      | $4335.95      | 0.01%             | 2032-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                        | OGS 5.1 04/01/29                                            | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15310.87     | 0.02%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5144                                                   | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11661 | PA      | $11325.54     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MORTGAGE FUNDING TRUST 2005-AR4                                           | GPMF 2006-AR3 4A1                                           | CUSIP: 39538WHF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71807 | PA      | $65621.46     | 0.08%             | 2036-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Lstar Commercial Mortgage Trust 2017-5                                               | LNSTR 2017-5 X                                              | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1895427 | PA      | $5481.20      | 0.01%             | 2050-03-11      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                       | WSPCN 5.039 09/18/31 144A                                   | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $34722.54     | 0.04%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 03/31/28                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     634800 | PA      | $635767.08    | 0.78%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                              | ETR 5 09/01/33                                              | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9039.13      | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2007-94 SG                                              | CUSIP: 31396XZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     473072 | PA      | $41236.86     | 0.05%             | 2037-10-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS KL06 XFX                                               | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2059352 | PA      | $67250.83     | 0.08%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G61281                                                   | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     235200 | PA      | $219455.10    | 0.27%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 3.75 05/15/30                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      34000 | PA      | $32877.62     | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.85 04/01/55                                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23347.16     | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.8 02/15/36                                          | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19922.08     | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-12690.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-Pj3                                         | GSMBS 2020-PJ3 B1A                                          | CUSIP: 36258WBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     422753 | PA      | $371676.88    | 0.46%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.125 02/21/32                                          | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      27000 | PA      | $27581.45     | 0.03%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 02/15/46                                            | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1210500 | PA      | $1167092.22   | 1.43%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 02/28/31                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     466500 | PA      | $457479.78    | 0.56%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A24983                                                   | CUSIP: 31297CRC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4131 | PA      | $4337.84      | 0.01%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                   | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1238000 | PA      | $1135095.47   | 1.39%             | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | ADBE 4.95 04/04/34                                          | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9015.87      | 0.01%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.7 11/15/35                                          | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29651.14     | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 4.9 03/22/33                                           | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14116.67     | 0.02%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -2817000 | NC      | $-3117.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-9418.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2001-80 ZB                                              | CUSIP: 31392BKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       1552 | PA      | $1588.39      | 0.00%             | 2032-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | IRS BRL                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $4558.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 6.4 03/15/46                                            | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23173.59     | 0.03%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.65 03/15/66                                          | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32162.13     | 0.04%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11077.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2551 LF                                                 | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       5686 | PA      | $5681.73      | 0.01%             | 2033-01-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |    -859000 | NC      | $6397.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2003-11 FA                                              | CUSIP: 31392HMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       4290 | PA      | $4335.35      | 0.01%             | 2032-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 6.5 01/16/29 144A                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33414.99     | 0.04%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2024-R03 2M2                                            | CUSIP: 207941AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     300000 | PA      | $300872.10    | 0.37%             | 2044-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 10-Year T-Note Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          3 | NC      | $-709.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Voya Partners Inc

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration