# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001752724-23-020399
**Filing Date:** 2023-2
**Character Count:** 416137
**Document Hash:** 16b64daa31566cf9d32f7f096569aa37
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-020399.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001752724-23-020399

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036
- **IRS NUMBER:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 23598289

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP Delaware Diversified Income Fund (Series ID: S000070165)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000223150 | Service Class  |  |
| C000223151 | Standard Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP Delaware Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000070165

- **c. LEI of Series:** 549300JTA30014W9UF64

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

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

- **b. Date as of which information is reported:** 2022-12-31

**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:** $2166767013.58

**Total Liabilities:** $9075472.80

**Net Assets:** $2157691540.78

**Delayed Delivery Securities:** $3518.18

**Cash Not Reported:** $10139327.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1696.19000000 | **1-Year:** -42377.23000000 | **5-Year:** -151574.29000000 | **10-Year:** -252632.65000000 | **30-Year:** -185463.05000000

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

- **3-Month:** -625.95000000 | **1-Year:** -17042.63000000 | **5-Year:** -72558.82000000 | **10-Year:** -55868.80000000 | **30-Year:** -19602.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223150 | -1.13%               | 4.33%                | -0.53%               |
| Class ID C000223151 | -1.10%               | 4.36%                | -0.49%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20097197.57            | $-6881216.21                               |
| Month 2  | $-23853937.80            | $102309246.94                              |
| Month 3  | $-21707065.58            | $5916954.94                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays U.S. Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                  | Title                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                   | United Airlines Inc                                                                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3462068.61   | 0.16%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1279672 | PA      | $1144606.71   | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                                      | Hazine Mustesarligi Varlik Kiralama AS                                                                                       | CUSIP: 421790AG1<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | CORP              | TR        |    350000 | PA      | $319781.00    | 0.01%             | 2026-06-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities              | Freddie Mac Structured Pass-Through Certificates                                                                             | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6959 | PA      | $7319.69      | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10674556 | PA      | $10631529.85  | 0.49%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                       | IHS Holding Ltd                                                                                                              | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    945000 | PA      | $780097.50    | 0.04%             | 2026-11-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8755000 | PA      | $8767311.72   | 0.41%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                               | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  21715000 | PA      | $15746224.88  | 0.73%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5266371 | PA      | $4705638.94   | 0.22%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                               | Huarong Finance 2017 Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $170410.56    | 0.01%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                  | UltraTech Cement Ltd                                                                                                         | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |    805000 | PA      | $639817.22    | 0.03%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                              | Enterprise Products Operating LLC                                                                                            | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $2823697.21   | 0.13%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                    | Royalty Pharma PLC                                                                                                           | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $1387046.72   | 0.06%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Azul Investments LLP                                  | Azul Investments LLP                                                                                                         | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $482750.26    | 0.02%             | 2024-10-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                            | Eaton Corp                                                                                                                   | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3244365.32   | 0.15%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                  | Colombia Government International Bond                                                                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    442000 | PA      | $300695.20    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                            | MHP Lux SA                                                                                                                   | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    785000 | PA      | $363093.90    | 0.02%             | 2029-09-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4040284 | PA      | $3689033.58   | 0.17%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | Prudential Financial Inc                                                                                                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2499054.25   | 0.12%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                            | Akbank TAS                                                                                                                   | CUSIP: 00971YAG5<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    720000 | PA      | $694059.84    | 0.03%             | 2026-02-06      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                            | US Bancorp                                                                                                                   | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4029153.00   | 0.19%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984966 | PA      | $918778.57    | 0.04%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                              | Indika Energy Capital IV Pte Ltd                                                                                             | CUSIP: 45569GAA0<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |    865000 | PA      | $852628.73    | 0.04%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                                                                   | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $11602509.50  | 0.54%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                        | Air Lease Corp                                                                                                               | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5465000 | PA      | $4557662.83   | 0.21%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                     | Uzbekneftegaz JSC                                                                                                            | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    250000 | PA      | $199695.00    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                              | Sweihan PV Power Co PJSC                                                                                                     | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    610824 | PA      | $489422.85    | 0.02%             | 2049-01-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                       | Informatica LLC 2021 USD Term Loan B                                                                                         | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   1091750 | PA      | $1068823.25   | 0.05%             | 2028-10-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2979887 | PA      | $3093262.53   | 0.14%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                               | Southern Co Gas Capital Corp                                                                                                 | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3227000 | PA      | $3167063.57   | 0.15%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                      | Crown Castle Inc                                                                                                             | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3225000 | PA      | $2786412.26   | 0.13%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                                    | UEP Penonome II SA                                                                                                           | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    849416 | PA      | $621135.52    | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1689946.84   | 0.08%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Trust 2015-6                                                                                                       | CUSIP: 46645GAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391014 | PA      | $343426.00    | 0.02%             | 2045-10-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                 | Mexico Government International Bond                                                                                         | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $275382.56    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QFRE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5467938 | PA      | $4648311.05   | 0.22%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                        | Air Lease Corp                                                                                                               | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1187005.13   | 0.06%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2019-BNK23                                                                                                              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3916744.20   | 0.18%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2017-GS5                                                                                        | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2980000 | PA      | $2753967.89   | 0.13%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                        | Air Lease Corp                                                                                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1263561.64   | 0.06%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                                                              | CUSIP: 94989VAD1<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1177792.63   | 0.05%             | 2057-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                              | Volcan Cia Minera SAA                                                                                                        | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    384000 | PA      | $330833.64    | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                               | El Salvador Government International Bond                                                                                    | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    609000 | PA      | $235004.53    | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR Remic Trust 2020-DNA2                                                                                      | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    729720 | PA      | $726549.25    | 0.03%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                              | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3725449.01   | 0.17%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                   | GS Mortgage-Backed Securities Trust 2021-PJ7                                                                                 | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4218695 | PA      | $3394401.97   | 0.16%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                              | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4556175.20   | 0.21%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                 | Oglethorpe Power Corp                                                                                                        | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   3049000 | PA      | $2186527.88   | 0.10%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   6940000 | PA      | $6072500.00   | 0.28%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                 | Duke Energy Carolinas LLC                                                                                                    | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2844861.46   | 0.13%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                              | Transportadora de Gas del Sur SA                                                                                             | CUSIP: 893870AX3<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    570000 | PA      | $528164.87    | 0.02%             | 2025-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                              | Kia Corp                                                                                                                     | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    760000 | PA      | $705080.44    | 0.03%             | 2025-02-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832448 | PA      | $845066.04    | 0.04%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIMB BANK BHD                                         | CIMB Bank Bhd                                                                                                                | CUSIP: 12570RAA3<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |    605000 | PA      | $529490.23    | 0.02%             | 2027-07-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8780000 | PA      | $7995287.50   | 0.37%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                               | ENN Energy Holdings Ltd                                                                                                      | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |    905000 | PA      | $732581.06    | 0.03%             | 2030-09-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                 | Time Warner Cable LLC                                                                                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5728638.99   | 0.27%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10658783 | PA      | $9576399.34   | 0.44%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                   | Calpine Corporation 2020 Term Loan B5                                                                                        | CUSIP: 13134MBT9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    459482 | PA      | $454262.41    | 0.02%             | 2027-12-16      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                          | Calpine Corp                                                                                                                 | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2437015.83   | 0.11%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4377680.01   | 0.20%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                        | Core & Main LP 2021 Term Loan B                                                                                              | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1442542 | PA      | $1421351.05   | 0.07%             | 2028-07-27      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                      | CUSIP: 35564KRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1414881.45   | 0.07%             | 2042-02-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                               | Royal Caribbean Cruises Ltd                                                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2400000 | PA      | $1915308.00   | 0.09%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XGP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2927514 | PA      | $2708909.53   | 0.13%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10052227 | PA      | $9226389.08   | 0.43%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                       | Hamilton Projects Acquiror, LLC Term Loan B                                                                                  | CUSIP: 14314VAB9<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |   1143602 | PA      | $1124069.48   | 0.05%             | 2027-06-17      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                                                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1475000 | PA      | $1224340.06   | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                   | Alfa Desarrollo SpA                                                                                                          | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    727339 | PA      | $552509.11    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                     | Entergy Texas Inc                                                                                                            | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $990119.18    | 0.05%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2014-2                                                                                              | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    218218 | PA      | $186477.36    | 0.01%             | 2029-06-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2015-3BP Mortgage Trust                                                                                                 | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3960000 | PA      | $3663255.42   | 0.17%             | 2035-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500336 | PA      | $2063723.05   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                      | CSN Resources SA                                                                                                             | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    670000 | PA      | $559900.71    | 0.03%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3424584.50   | 0.16%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust            | JPMBB Commercial Mortgage Securities Trust 2015-C31                                                                          | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2947300 | PA      | $2793382.52   | 0.13%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1803026.25   | 0.08%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-62181.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                    | Serbia International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $367701.11    | 0.02%             | 2027-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                                  | Greenko Power II Ltd                                                                                                         | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |    630488 | PA      | $527136.14    | 0.02%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                          | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1299173.61   | 0.06%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD DE TRANSMISION                               | Sociedad de Transmision Austral SA                                                                                           | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    585000 | PA      | $505334.23    | 0.02%             | 2032-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                              | Warnermedia Holdings Inc                                                                                                     | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1686562.09   | 0.08%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                              | Time Warner Cable Enterprises LLC                                                                                            | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2510581.72   | 0.12%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                              | Burlington Northern Santa Fe LLC                                                                                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2790000 | PA      | $1860014.88   | 0.09%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2017-BNK7                                                                                                               | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2645000 | PA      | $2441925.36   | 0.11%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KPZK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4092715 | PA      | $4113646.41   | 0.19%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                      | Peruvian Government International Bond                                                                                       | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    596000 | PA      | $548595.52    | 0.03%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                                                                | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3934000 | PA      | $3118067.63   | 0.14%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                  | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $182162.80    | 0.01%             | 2025-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                         | Frontier Communications Corp. 2021 1st Lien Term Loan                                                                        | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2344146 | PA      | $2231134.48   | 0.10%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                 | Freeport Indonesia PT                                                                                                        | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $550340.56    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                                                                           | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    630000 | PA      | $589399.02    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2888442 | PA      | $2373359.11   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                   | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    255000 | PA      | $176434.17    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                | Sequoia Mortgage Trust 2017-5                                                                                                | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3183082 | PA      | $2767299.37   | 0.13%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140J87H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4051343 | PA      | $4229540.94   | 0.20%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $3913560.06   | 0.18%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2021-HQA2                                                                                      | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9575000 | PA      | $8599365.91   | 0.40%             | 2033-12-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                  | Signal Peak CLO 5 Ltd                                                                                                        | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4542762.20   | 0.21%             | 2031-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                  | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                       | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2627000 | PA      | $2174222.36   | 0.10%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2021-13                                                                                             | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3199678 | PA      | $2352347.41   | 0.11%             | 2052-04-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                 | Vale Overseas Ltd                                                                                                            | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    875000 | PA      | $765565.15    | 0.04%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                              | Enel Finance America LLC                                                                                                     | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $1886614.49   | 0.09%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                               | United Rentals North America Inc                                                                                             | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1373957.31   | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                      | Hardee's Funding LLC                                                                                                         | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1196875 | PA      | $1124036.78   | 0.05%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X4W77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363932 | PA      | $362301.28    | 0.02%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                         | Westlake Corp                                                                                                                | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |  11475000 | PA      | $7064888.07   | 0.33%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X9XJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2728947 | PA      | $2829849.20   | 0.13%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2021-11                                                                                             | CUSIP: 46654KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7797238 | PA      | $6283477.66   | 0.29%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2162761.87   | 0.10%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-5                                                                                              | CUSIP: 46653JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1649657 | PA      | $1379639.13   | 0.06%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                     | Atmos Energy Corp                                                                                                            | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3131483.31   | 0.15%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                 | Sri Lanka Government International Bond                                                                                      | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $61815.96     | 0.00%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond - WI Reopening                                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2119670.31   | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                         | CUSIP: 3137G0QC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291570 | PA      | $288017.92    | 0.01%             | 2029-12-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                  | Airport Authority                                                                                                            | CUSIP: 00946AAD6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    605000 | PA      | $495567.27    | 0.02%             | 2032-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                   | Altice Financing SA                                                                                                          | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $535325.00    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2013-K28 Mortgage Trust                                                                                                | CUSIP: 30291HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2385610.32   | 0.11%             | 2046-06-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                          | Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1087635 | PA      | $1069960.93   | 0.05%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                       | DAE Funding LLC                                                                                                              | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278792.85    | 0.01%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                    | Canacol Energy Ltd                                                                                                           | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $746384.22    | 0.03%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                 | Sri Lanka Government International Bond                                                                                      | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    742000 | PA      | $229337.20    | 0.01%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                        | Trust Fibra Uno                                                                                                              | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    840000 | PA      | $721350.00    | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                                | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3095000 | PA      | $2761111.71   | 0.13%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                   | Sherwin-Williams Co/The                                                                                                      | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $4111257.91   | 0.19%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                               | Energean Israel Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    685000 | PA      | $632186.50    | 0.03%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                 | Freeport Indonesia PT                                                                                                        | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    345000 | PA      | $301189.27    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                | Brazilian Government International Bond                                                                                      | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    709000 | PA      | $615294.96    | 0.03%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                 | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2278749.37   | 0.11%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XB7L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1650167 | PA      | $1547331.35   | 0.07%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                              | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                           | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3383000 | PA      | $3103938.53   | 0.14%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                  | Paraguay Government International Bond                                                                                       | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    500000 | PA      | $483189.23    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                         | Energo-Pro AS                                                                                                                | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |   1030000 | PA      | $940874.10    | 0.04%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13515850 | PA      | $12660430.43  | 0.59%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2926012 | PA      | $2621807.79   | 0.12%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                | Bank of New York Mellon Corp/The                                                                                             | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    933000 | PA      | $964764.30    | 0.04%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                     | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1351000 | PA      | $77952.70     | 0.00%             | 2022-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings, LLC                    | BW Gas & Convenience Holdings, LLC 2021 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    678355 | PA      | $651220.54    | 0.03%             | 2028-03-31      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS ARGENT 2000                               | Aeropuertos Argentina 2000 SA                                                                                                | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |   1007543 | PA      | $843817.26    | 0.04%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                          | Comcast Corp                                                                                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    835000 | PA      | $688645.20    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                    | Berry Global, Inc. 2021 Term Loan Z                                                                                          | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |   1352288 | PA      | $1339996.19   | 0.06%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X8LV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7203543 | PA      | $5912464.71   | 0.27%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2070000 | PA      | $1810094.28   | 0.08%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                     | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $892171.80    | 0.04%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                      | Crown Castle Inc                                                                                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   6149000 | PA      | $4846293.95   | 0.22%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                      | Fifth Third Bank NA                                                                                                          | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3818174.86   | 0.18%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                         | Peraton Corp. Term Loan B                                                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2064271 | PA      | $2012230.40   | 0.09%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                              | Teledyne Technologies Inc                                                                                                    | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $2796537.21   | 0.13%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                            | BMO 2022-C1 Mortgage Trust                                                                                                   | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1216346.60   | 0.06%             | 2055-02-17      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| CIBANCO SA INS DE BANCA                               | CIBANCO SA Institucion de Banca Multiple Trust CIB/3332                                                                      | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    780000 | PA      | $580623.40    | 0.03%             | 2031-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                  | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1507025.25   | 0.07%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                        | Tullow Oil PLC                                                                                                               | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    651000 | PA      | $522102.00    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                        | JPMorgan Chase Bank NA - CACLN                                                                                               | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1299816 | PA      | $1225108.70   | 0.06%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                  | Tencent Holdings Ltd                                                                                                         | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    485000 | PA      | $403613.43    | 0.02%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae I Pool                                                                                                            | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    741228 | PA      | $658262.31    | 0.03%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                          | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1097943.96   | 0.05%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                | Aviation Capital Group LLC                                                                                                   | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $4843209.99   | 0.22%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2021-1                                                                                              | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1438584 | PA      | $1159296.23   | 0.05%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                | GE HealthCare Technologies Inc                                                                                               | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1269684.11   | 0.06%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                         | GCC SAB de CV                                                                                                                | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    760000 | PA      | $632500.03    | 0.03%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                     | Republic of Kenya Government International Bond                                                                              | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $153600.00    | 0.01%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                          | ViaSat, Inc. Term Loan                                                                                                       | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   4785950 | PA      | $4646870.29   | 0.22%             | 2029-03-02      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNICATION B                               | CENTURY COMMUNICATION B                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $0.03         | 0.00%             | 2049-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5761012 | PA      | $4906217.55   | 0.23%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                             | PG&E Corp                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2402400.00   | 0.11%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QFSY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9120182 | PA      | $7748783.02   | 0.36%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37530000 | PA      | $26559804.98  | 1.23%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XATH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7005107 | PA      | $6507170.83   | 0.30%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                | Galaxy Pipeline Assets Bidco Ltd                                                                                             | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    932701 | PA      | $748863.64    | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                     | State Street Corp                                                                                                            | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345946.13    | 0.02%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2019-CD8 Mortgage Trust                                                                                                   | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2310473.26   | 0.11%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                   | Bausch & Lomb, Inc. Term Loan                                                                                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   2134275 | PA      | $2026238.00   | 0.09%             | 2027-05-10      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                      | Peruvian Government International Bond                                                                                       | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    182000 | PA      | $179711.44    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                          | Calpine Corp                                                                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    855000 | PA      | $762910.34    | 0.04%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                        | Entegris, Inc. 2022 Term Loan B                                                                                              | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |   2130000 | PA      | $2122012.50   | 0.10%             | 2029-07-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust          | Wells Fargo Mortgage Backed Securities 2020-1 Trust                                                                          | CUSIP: 95002KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320467 | PA      | $267644.21    | 0.01%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                     | Iron Mountain Inc                                                                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1704000 | PA      | $1480776.00   | 0.07%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ADA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11884 | PA      | $8754.68      | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6270000 | PA      | $3626319.46   | 0.17%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44885000 | PA      | $45803739.84  | 2.12%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                          | Metinvest BV                                                                                                                 | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |   1080000 | PA      | $540000.00    | 0.03%             | 2029-10-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                            | AbbVie Inc                                                                                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6371000 | PA      | $5453252.74   | 0.25%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                              | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                              | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1331251 | PA      | $1315556.21   | 0.06%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                              | Uruguay Government International Bond                                                                                        | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    563110 | PA      | $559326.18    | 0.03%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                       | QNB Finance Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    845000 | PA      | $797849.00    | 0.04%             | 2025-05-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                        | Sinclair Television Group Inc. 2022 Term Loan B4                                                                             | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   2599431 | PA      | $2464910.70   | 0.11%             | 2029-04-21      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                    | Connect Finco Sarl 2021 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   1276275 | PA      | $1259785.54   | 0.06%             | 2026-12-11      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| GDB Debt Recovery Authority of Puerto Rico            | GDB DEBT RECOVERY AUTH OF CMWLTH PUERTO RICO                                                                                 | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6659882 | PA      | $5561001.47   | 0.26%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4301698 | PA      | $4314485.10   | 0.20%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2017-2                                                                                             | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34436 | PA      | $33570.73     | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XH6L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6163875 | PA      | $6083160.64   | 0.28%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1928222 | PA      | $1587944.75   | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                              | Sabine Pass Liquefaction LLC                                                                                                 | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3000.72      | 0.00%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                 | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    333000 | PA      | $197684.29    | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO                                  | Sagicor Financial Co Ltd                                                                                                     | CUSIP: 78669QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1050000 | PA      | $983671.50    | 0.05%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                    | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    745000 | PA      | $694503.90    | 0.03%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US ULTRA BOND CBT MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        90 | NC      | $27490.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2020-B22 Mortgage Trust                                                                                            | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4450000 | PA      | $3561110.72   | 0.17%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                            | US Bancorp                                                                                                                   | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1282237.30   | 0.06%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QM6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2235886 | PA      | $2034894.28   | 0.09%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                           | RCKT Mortgage Trust 2021-1                                                                                                   | CUSIP: 749350AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1429533 | PA      | $1147535.50   | 0.05%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                 | Entergy Louisiana LLC                                                                                                        | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    545000 | PA      | $483175.45    | 0.02%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16070367 | PA      | $13801196.53  | 0.64%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                 | GM Financial Automobile Leasing Trust 2021-1                                                                                 | CUSIP: 36261RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $350407.44    | 0.02%             | 2025-02-20      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QHPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6368286 | PA      | $5680216.29   | 0.26%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                   | Petroleos Mexicanos                                                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    165000 | PA      | $129565.76    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2020-GC47                                                                                       | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6020000 | PA      | $4922774.33   | 0.23%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                | Tennessee Gas Pipeline Co LLC                                                                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4768000 | PA      | $3993653.01   | 0.19%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1433879 | PA      | $1407253.65   | 0.07%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities              | Freddie Mac Structured Pass-Through Certificates                                                                             | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1872 | PA      | $1936.10      | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33065000 | PA      | $33186410.71  | 1.54%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                           | MetLife Inc                                                                                                                  | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2670156.25   | 0.12%             | 2025-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                       | CUSIP: 225401AS7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1565000 | PA      | $877675.73    | 0.04%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2022-B33 Mortgage Trust                                                                                            | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1136324.80   | 0.05%             | 2055-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                  | Fannie Mae REMIC Trust 2002-W6                                                                                               | CUSIP: 31392DF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7202 | PA      | $7048.47      | 0.00%             | 2042-06-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5250596 | PA      | $4287150.19   | 0.20%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                           | Epicor Software Corporation 2020 2nd Lien Term Loan                                                                          | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1475250.00   | 0.07%             | 2028-07-31      | Floating      | 12.13%                | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                                                                                                 | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2871837.04   | 0.13%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                               | Long: BIE2QMBM4 CDS USD R F  1.00000 BIE2QMBM4_FEE SOVEREIGN / Short: BIE2QMBM4 CDS USD P V 03MEVENT BIE2QMBM4_PRO SOVEREIGN | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |   3900000 | OU      | $-4852.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR ULTRA FUT MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -190 | NC      | $30738.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140K16M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2381960 | PA      | $2184733.36   | 0.10%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    925000 | PA      | $789979.07    | 0.04%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                                  | Azul Investments LLP                                                                                                         | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    545000 | PA      | $333370.30    | 0.02%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                         | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                          | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   1937257 | PA      | $1918329.97   | 0.09%             | 2025-12-31      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1105000 | PA      | $901028.05    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                              | Petrobras Global Finance BV                                                                                                  | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $445144.03    | 0.02%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                           | Viatris Inc                                                                                                                  | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    595000 | PA      | $538887.04    | 0.02%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                               | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974249.10    | 0.05%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Man GLG US CLO 2018-1 Ltd                             | Man GLG US CLO                                                                                                               | CUSIP: 26829CAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8200000 | PA      | $8010112.60   | 0.37%             | 2030-04-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                              | PTTEP Treasury Center Co Ltd                                                                                                 | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    730000 | PA      | $647152.30    | 0.03%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282425 | PA      | $270077.78    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                               | America Movil SAB de CV                                                                                                      | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    810000 | PA      | $777329.95    | 0.04%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2016-CD2 Mortgage Trust                                                                                                   | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11497976 | PA      | $10728694.70  | 0.50%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                               | Studio City Finance Ltd                                                                                                      | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1170000 | PA      | $908527.94    | 0.04%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                      | Bank of Montreal                                                                                                             | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $60716.80     | 0.00%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                  | Country Garden Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    495000 | PA      | $312276.10    | 0.01%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                | BBVA Bancomer SA/Texas                                                                                                       | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    770000 | PA      | $711117.13    | 0.03%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                  | Colombia Government International Bond                                                                                       | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $204325.76    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2016-4                                                                                              | CUSIP: 46647JBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713760 | PA      | $630960.14    | 0.03%             | 2046-10-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132DPCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5158056 | PA      | $5184434.46   | 0.24%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                    | Morocco Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $291061.21    | 0.01%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                               | KeyCorp                                                                                                                      | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $3946709.35   | 0.18%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                     | General Motors Co                                                                                                            | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2192252.71   | 0.10%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3423320.50   | 0.16%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2022-BNK41                                                                                                              | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2051808.98   | 0.10%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2018-R07                                                                                 | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144420 | PA      | $144188.90    | 0.01%             | 2031-04-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                        | Morgan Stanley Capital I Trust 2020-HR8                                                                                      | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8415000 | PA      | $6769127.82   | 0.31%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                    | Bahrain Government International Bond                                                                                        | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $609084.00    | 0.03%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                             | Aptiv PLC                                                                                                                    | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   7302000 | PA      | $4315385.76   | 0.20%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2020-B20 Mortgage Trust                                                                                            | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16819000 | PA      | $13614445.66  | 0.63%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                        | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2629275.00   | 0.12%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Summit Materials Companies I, LLC                     | Summit Materials Companies I, LLC 2017 Term Loan B                                                                           | CUSIP: 86614DAH1<br>LEI: 549300C97P3BW8QROE16 | Long             | LON              | CORP              | US        |         7 | PA      | $7.36         | 0.00%             | 2024-11-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                          | Ecopetrol SA                                                                                                                 | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    550000 | PA      | $369887.24    | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                              | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1631629.80   | 0.08%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10578802 | PA      | $10607197.37  | 0.49%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                 | Holcim Finance Luxembourg SA                                                                                                 | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1431869.64   | 0.07%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                              | Itau Unibanco Holding SA/Cayman Island                                                                                       | CUSIP: 46556L2A1<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    635000 | PA      | $577494.40    | 0.03%             | 2031-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5427683 | PA      | $4622385.42   | 0.21%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                    | Turkey Government International Bond                                                                                         | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    922000 | PA      | $867472.92    | 0.04%             | 2029-04-26      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15995471 | PA      | $15396936.62  | 0.71%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                      | Guara Norte Sarl                                                                                                             | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |   1069920 | PA      | $905263.90    | 0.04%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X6MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3207131 | PA      | $3062016.93   | 0.14%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                          | Calpine Corp                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    896000 | PA      | $799212.47    | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                   | Calpine Corporation Term Loan B9                                                                                             | CUSIP: 13134MBQ5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    579000 | PA      | $570859.26    | 0.03%             | 2026-04-05      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                              | Indianapolis Power & Light Co                                                                                                | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1928098.43   | 0.09%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    615000 | PA      | $482408.10    | 0.02%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    825000 | PA      | $670603.41    | 0.03%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                                                              | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1840865.56   | 0.09%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                 | Mexico Government International Bond                                                                                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1232000 | PA      | $985930.98    | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                       | TransDigm, Inc. 2020 Term Loan F                                                                                             | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1191600 | PA      | $1175609.10   | 0.05%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                              | Indofood CBP Sukses Makmur Tbk PT                                                                                            | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    680000 | PA      | $554414.51    | 0.03%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                 | Toronto-Dominion Bank/The                                                                                                    | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4670000 | PA      | $4514257.13   | 0.21%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48468.75     | 0.00%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                       | CFCRE Commercial Mortgage Trust 2016-C7                                                                                      | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5695000 | PA      | $5360401.10   | 0.25%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                              | First Abu Dhabi Bank PJSC                                                                                                    | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    555000 | PA      | $531177.18    | 0.02%             | 2026-04-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                               | Iron Mountain Information Management Services Inc                                                                            | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   5345000 | PA      | $4440094.01   | 0.21%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                         | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15825000 | PA      | $11627582.06  | 0.54%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                      | VEON Holdings BV                                                                                                             | CUSIP: 91823N2A0<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |   1410000 | PA      | $961326.16    | 0.04%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                              | American Water Capital Corp                                                                                                  | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2205211.09   | 0.10%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                          | Organon & Co USD Term Loan                                                                                                   | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   3239975 | PA      | $3203525.28   | 0.15%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2020-C58                                                                               | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1236084.23   | 0.06%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                            | Humana Inc                                                                                                                   | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $2049214.42   | 0.09%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                              | Discovery Communications LLC                                                                                                 | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $796155.04    | 0.04%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                        | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1361420.04   | 0.06%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                 | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2471083.20   | 0.11%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10411267 | PA      | $10568101.77  | 0.49%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                     | Ultimate Software Group Inc (The) Term Loan B                                                                                | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1617626 | PA      | $1556964.80   | 0.07%             | 2026-05-04      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                  | Bidvest Group UK PLC/The                                                                                                     | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $740437.50    | 0.03%             | 2026-09-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                   | Bangkok Bank PCL/Hong Kong                                                                                                   | CUSIP: 06000BAA0<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    600000 | PA      | $568498.07    | 0.03%             | 2025-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2017-2                                                                                              | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128042 | PA      | $110703.41    | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                 | Applied Systems, Inc. 2017 1st Lien Term Loan                                                                                | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    951698 | PA      | $947539.19    | 0.04%             | 2024-09-19      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| ICL GROUP LIMITED                                     | ICL Group Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |    605000 | PA      | $591552.06    | 0.03%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                              | Connect Finco SARL / Connect US Finco LLC                                                                                    | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3520000 | PA      | $3262193.51   | 0.15%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                   | Apex Credit Clo 2018-I Ltd                                                                                                   | CUSIP: 03755HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6200000 | PA      | $6069080.80   | 0.28%             | 2031-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd/Dubai                                  | ICICI Bank Ltd/Dubai                                                                                                         | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    445000 | PA      | $423193.14    | 0.02%             | 2026-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                                                                                           | CUSIP: 36193FLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111355 | PA      | $115868.13    | 0.01%             | 2037-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140J5E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924191 | PA      | $885582.47    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                      | CSC Holdings LLC                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $928425.22    | 0.04%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                   | Minejesa Capital BV                                                                                                          | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    545000 | PA      | $424285.53    | 0.02%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                  | Fannie Mae REMIC Trust 2004-W11                                                                                              | CUSIP: 31394AB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11839 | PA      | $12146.63     | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE                                 | Rutas 2 and 7 Finance Ltd                                                                                                    | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    984667 | PA      | $618719.91    | 0.03%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                   | NuStar Logistics LP                                                                                                          | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    420000 | PA      | $392724.15    | 0.02%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                    | CA Magnum Holdings                                                                                                           | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    575000 | PA      | $523956.13    | 0.02%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                                     | Future Retail Ltd                                                                                                            | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |    905000 | PA      | $27150.00     | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AES GENER SA                                          | AES Andes SA                                                                                                                 | CUSIP: 00105DAF2<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    700000 | PA      | $665932.79    | 0.03%             | 2079-03-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                               | Natura &Co Luxembourg Holdings Sarl                                                                                          | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $306317.70    | 0.01%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                | BP Capital Markets America Inc                                                                                               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2187831.69   | 0.10%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                   | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    350000 | PA      | $332508.37    | 0.02%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                          | Autodesk Inc                                                                                                                 | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $3486865.01   | 0.16%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                | Pertamina Persero PT                                                                                                         | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    410000 | PA      | $375197.23    | 0.02%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                       | Sands China Ltd                                                                                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $692093.22    | 0.03%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XGJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589320 | PA      | $541441.04    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                      | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3560000 | PA      | $2881873.40   | 0.13%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                   | CIFI Holdings Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $64202.04     | 0.00%             | 2026-05-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                              | Brighthouse Financial Inc                                                                                                    | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1422780.53   | 0.07%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                                                                       | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    326000 | PA      | $203774.24    | 0.01%             | 2042-02-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2013-CCRE6 Mortgage Trust                                                                                               | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $2963394.64   | 0.14%             | 2046-03-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Saranac CLO LTD                                       | Saranac Clo VII Ltd                                                                                                          | CUSIP: 80317EAA7<br>LEI: 5493000RC2FP2JRHW627 | Long             | ABS-CBDO         | CORP              | JE        |   2174931 | PA      | $2153359.82   | 0.10%             | 2029-11-20      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                       | Cellnex Finance Co SA                                                                                                        | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   3639000 | PA      | $2489076.00   | 0.12%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                | Sequoia Mortgage Trust 2020-4                                                                                                | CUSIP: 81748RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996664 | PA      | $783100.28    | 0.04%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                | FMG Resources August 2006 Pty Ltd                                                                                            | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   6250000 | PA      | $5828750.00   | 0.27%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                            | US Bancorp                                                                                                                   | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2584173.50   | 0.12%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                              | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                    | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    475000 | PA      | $456000.00    | 0.02%             | 2027-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Jordan                                     | Jordan Government International Bond                                                                                         | CUSIP: 418097AH4<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    244000 | PA      | $234557.20    | 0.01%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3986948 | PA      | $3729993.41   | 0.17%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR NOTE (CBT)MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       260 | NC      | $-81818.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                          | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $2775758.31   | 0.13%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                               | Hutama Karya Persero PT                                                                                                      | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $269961.79    | 0.01%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Trust 2015-5                                                                                                       | CUSIP: 46644XBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645884 | PA      | $633394.01    | 0.03%             | 2045-05-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2014-CCRE19 Mortgage Trust                                                                                              | CUSIP: 12592GBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9707000 | PA      | $9371955.13   | 0.43%             | 2047-08-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                 | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1669000 | PA      | $1301560.67   | 0.06%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                                                                | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2665368.39   | 0.12%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                                | China Evergrande Group                                                                                                       | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   1020000 | PA      | $68136.00     | 0.00%             | 2023-04-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KPZH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4264660 | PA      | $4340262.06   | 0.20%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                 | Cantor Commercial Real Estate Lending 2019-CF3                                                                               | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3139083.59   | 0.15%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                       | Caterpillar Inc                                                                                                              | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43468.14     | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                   | CDW LLC / CDW Finance Corp                                                                                                   | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4160937.60   | 0.19%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                | Emirates NBD Bank PJSC                                                                                                       | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    555000 | PA      | $540009.45    | 0.03%             | 2026-04-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                    | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    353000 | PA      | $320806.40    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2014-CCRE20 Mortgage Trust                                                                                              | CUSIP: 12592LBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7775000 | PA      | $7269765.73   | 0.34%             | 2047-11-10      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                   | United Airlines Inc                                                                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   8693000 | PA      | $7568957.72   | 0.35%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                | Bank of New York Mellon Corp/The                                                                                             | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4675833.10   | 0.22%             | 2025-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                    | Morocco Government International Bond                                                                                        | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $173808.80    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X83K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5378169 | PA      | $4398778.91   | 0.20%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                     | Chile Government International Bond                                                                                          | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    701000 | PA      | $505157.12    | 0.02%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2867628 | PA      | $2842217.37   | 0.13%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5640000 | PA      | $5040750.00   | 0.23%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                               | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2042854.00   | 0.09%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6427000 | PA      | $4351514.49   | 0.20%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                              | Discovery Communications LLC                                                                                                 | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1303651.26   | 0.06%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                              | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6916946 | PA      | $6876840.26   | 0.32%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                 | Guatemala Government Bond                                                                                                    | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    387000 | PA      | $372156.36    | 0.02%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                       | Cemex SAB de CV                                                                                                              | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    605000 | PA      | $620881.25    | 0.03%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                          | State Street Institutional US Government Money Market Fund                                                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  80457976 | NS      | $80457975.76  | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CT TRUST                                              | CT Trust                                                                                                                     | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    990000 | PA      | $869311.48    | 0.04%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                           | Truist Bank                                                                                                                  | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10165000 | PA      | $9506179.01   | 0.44%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QPAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5555991 | PA      | $5090870.50   | 0.24%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                           | Truist Bank                                                                                                                  | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $3401556.44   | 0.16%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2021-HQA1                                                                                      | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13900000 | PA      | $12862171.79  | 0.60%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                 | Argentine Republic Government International Bond                                                                             | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     65195 | PA      | $17306.50     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $937475.44    | 0.04%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5655924 | PA      | $5615674.55   | 0.26%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                           | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $4876200.00   | 0.23%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER                               | International Container Terminal Services Inc                                                                                | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |   1165000 | PA      | $1014831.50   | 0.05%             | 2030-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1444682.95   | 0.07%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                          | SK Hynix Inc                                                                                                                 | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    700000 | PA      | $606624.84    | 0.03%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                              | Republic of South Africa Government International Bond                                                                       | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    701000 | PA      | $512921.70    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                   | Senegal Government International Bond                                                                                        | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    873000 | PA      | $613568.84    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                   | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $403967.84    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5649351 | PA      | $5619622.97   | 0.26%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3138ERJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6879709 | PA      | $6165318.58   | 0.29%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2015-4                                                                                              | CUSIP: 46644VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626511 | PA      | $544961.78    | 0.03%             | 2045-06-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | Fifth Third Bancorp                                                                                                          | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    878000 | PA      | $802191.96    | 0.04%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XFYA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8105812 | PA      | $7764347.82   | 0.36%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                              | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                    | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    528000 | PA      | $445500.00    | 0.02%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                               | Banco del Estado de Chile                                                                                                    | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    530000 | PA      | $499457.56    | 0.02%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                        | Air Lease Corp                                                                                                               | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $3603100.00   | 0.17%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                            | Humana Inc                                                                                                                   | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    535000 | PA      | $552282.44    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                              | Perusahaan Penerbit SBSN Indonesia III                                                                                       | CUSIP: 71567PAT7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $151473.73    | 0.01%             | 2051-06-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                                                               | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2445000 | PA      | $2075316.98   | 0.10%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                     | MC Brazil Downstream Trading SARL                                                                                            | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    535000 | PA      | $441162.55    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                | Liberty Broadband Corp                                                                                                       | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   9640000 | PA      | $9302600.00   | 0.43%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                            | US Bancorp                                                                                                                   | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1543040.56   | 0.07%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | Indonesia Government International Bond                                                                                      | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $391134.35    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                               | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $724794.82    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                 | Costa Rica Government International Bond                                                                                     | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $163569.33    | 0.01%             | 2043-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                    | Banco de Bogota SA                                                                                                           | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    275000 | PA      | $249700.00    | 0.01%             | 2027-08-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                       | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2395000 | PA      | $2181117.21   | 0.10%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3138ESAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900781 | PA      | $930741.14    | 0.04%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                     | Atmos Energy Corp                                                                                                            | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1087120.76   | 0.05%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                           | PUERTO RICO CMWLTH                                                                                                           | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    292711 | PA      | $271290.97    | 0.01%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                       | CVS Health Corp                                                                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4397969.96   | 0.20%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                              | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                          | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3377013.41   | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                  | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    880000 | PA      | $785579.52    | 0.04%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                               | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $497250.00    | 0.02%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                     | Uzbekneftegaz JSC                                                                                                            | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    380000 | PA      | $303536.40    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                           | KeyBank NA/Cleveland OH                                                                                                      | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1775350.10   | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KLJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8488379 | PA      | $7269187.10   | 0.34%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                               | Digital Realty Trust LP                                                                                                      | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1330000 | PA      | $1259169.40   | 0.06%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC.                              | Standard Industries Inc. 2021 Term Loan B                                                                                    | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |   4238441 | PA      | $4182451.04   | 0.19%             | 2028-09-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| PQ Corporation                                        | PQ Corporation 2021 Term Loan B                                                                                              | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1750 | PA      | $1720.11      | 0.00%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                               | KazMunayGas National Co JSC                                                                                                  | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    550000 | PA      | $491354.03    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                              | Tengizchevroil Finance Co International Ltd                                                                                  | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    472000 | PA      | $404036.72    | 0.02%             | 2025-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                                                                        | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $184022.20    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                                 | MAF Global Securities Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $553982.00    | 0.03%             | 2027-06-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2015-4                                                                                              | CUSIP: 46644VBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449453 | PA      | $390950.84    | 0.02%             | 2045-06-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $1869903.57   | 0.09%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                               | KazMunayGas National Co JSC                                                                                                  | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    220000 | PA      | $202620.00    | 0.01%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2022-B32 Mortgage Trust                                                                                            | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3950000 | PA      | $2925138.14   | 0.14%             | 2055-01-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-2                                                                                              | CUSIP: 46591TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196174 | PA      | $169767.25    | 0.01%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                | AngloGold Ashanti Holdings PLC                                                                                               | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    960000 | PA      | $836837.45    | 0.04%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                  | Stillwater Mining Co                                                                                                         | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    655000 | PA      | $574762.50    | 0.03%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                     | Republic of Kenya Government International Bond                                                                              | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $340680.00    | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                       | MARB BondCo PLC                                                                                                              | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $433684.91    | 0.02%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                              | Brighthouse Financial Inc                                                                                                    | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1531232.34   | 0.07%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                     | Ghana Government International Bond                                                                                          | CUSIP: 37443GAA9<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    456000 | PA      | $173580.96    | 0.01%             | 2027-03-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                  | Country Garden Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    459000 | PA      | $278529.77    | 0.01%             | 2026-02-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2018-1                                                                                             | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307116 | PA      | $293355.17    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                 | Louisville Gas and Electric Co                                                                                               | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $4365244.93   | 0.20%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3131XYWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1183773 | PA      | $1097005.98   | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2232728.05   | 0.10%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust            | JPMDB Commercial Mortgage Securities Trust 2016-C2                                                                           | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080000 | PA      | $1920278.46   | 0.09%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                        | Air Lease Corp                                                                                                               | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3498173.84   | 0.16%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                 | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                   | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    995000 | PA      | $845574.30    | 0.04%             | 2028-08-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Company                        | Pacific Gas & Electric Company 2020 Term Loan                                                                                | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   1804177 | PA      | $1787831.46   | 0.08%             | 2025-06-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                       | TSMC Global Ltd                                                                                                              | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   1070000 | PA      | $1053590.35   | 0.05%             | 2032-07-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                          | Reynolds Group Holdings Inc. 2020 Term Loan B2                                                                               | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |         1 | PA      | $0.50         | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                         | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $935858.56    | 0.04%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2020-BNK26                                                                                                              | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4192398.50   | 0.19%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140K0SW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10847930 | PA      | $9643509.79   | 0.45%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                 | Cantor Commercial Real Estate Lending 2019-CF1                                                                               | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5060000 | PA      | $4521280.52   | 0.21%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2020-B17 Mortgage Trust                                                                                            | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2296876.45   | 0.11%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                   | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    233793 | PA      | $150228.01    | 0.01%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QADH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44204 | PA      | $43281.15     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                       | North Macedonia Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    250000 | PA      | $246082.96    | 0.01%             | 2026-06-03      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                              | OCP SA                                                                                                                       | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    295000 | PA      | $223128.56    | 0.01%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $700483.59    | 0.03%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                        | PDC Energy Inc                                                                                                               | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2176419.60   | 0.10%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                 | Argentine Republic Government International Bond                                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    318160 | PA      | $80699.89     | 0.00%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                 | Alibaba Group Holding Ltd                                                                                                    | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    665000 | PA      | $424030.62    | 0.02%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                  | Thaioil Treasury Center Co Ltd                                                                                               | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    741000 | PA      | $578377.45    | 0.03%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4857811 | PA      | $4177051.88   | 0.19%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                               | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131523.06    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                                                                | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $1512559.21   | 0.07%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                               | Southwestern Electric Power Co                                                                                               | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   8995000 | PA      | $8525359.54   | 0.40%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC JP MORGAN COC                               | SWAP CCPC JP MORGAN COC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2021468 | NS      | $2021468.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                     | State Street Corp                                                                                                            | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $491337.97    | 0.02%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                    | Angolan Government International Bond                                                                                        | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    306000 | PA      | $278092.80    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                           | Hexion Holdings Corporation 2022 USD Term Loan                                                                               | CUSIP: 00217XAB2<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |   2232775 | PA      | $1911255.43   | 0.09%             | 2029-03-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                     | Kinder Morgan Inc                                                                                                            | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $1625479.26   | 0.08%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XJZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1445000 | PA      | $1339796.64   | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                              | Saudi Government International Bond                                                                                          | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    380000 | PA      | $273783.16    | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                       | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3660000 | PA      | $3235661.17   | 0.15%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                       | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1965000 | PA      | $1331861.93   | 0.06%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $2688708.32   | 0.12%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4203495 | PA      | $3584652.71   | 0.17%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 5YR NOTE (CBT) MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1746 | NC      | $9250.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Trust 2015-1                                                                                                       | CUSIP: 46643UDP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760623 | PA      | $738134.76    | 0.03%             | 2044-12-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                             | USI, Inc. 2019 Incremental Term Loan B                                                                                       | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         1 | PA      | $0.72         | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Residential Mortgage Securities, Inc.        | Citicorp Residential Mortgage Trust Series 2006-3                                                                            | CUSIP: 17310NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443424 | PA      | $422880.05    | 0.02%             | 2036-11-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2017-BNK5                                                                                                               | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1334876.85   | 0.06%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US LONG BOND(CBT) MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       176 | NC      | $3732.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeromexico SAB de CV                            | Grupo Aeromexico SAB de CV                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     74288 | NS      | $616941.32    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| State of Qatar                                        | Qatar Government International Bond                                                                                          | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    675000 | PA      | $663349.50    | 0.03%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                 | Cantor Commercial Real Estate Lending 2019-CF2                                                                               | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5539454.70   | 0.26%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                           | PUERTO RICO CMWLTH                                                                                                           | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    675370 | PA      | $552497.30    | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2878187 | PA      | $2678508.45   | 0.12%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                              | Discovery Communications LLC                                                                                                 | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |  11195000 | PA      | $9701195.51   | 0.45%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                 | GC Treasury Center Co Ltd                                                                                                    | CUSIP: 36830BAF2<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    640000 | PA      | $508377.91    | 0.02%             | 2052-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                                | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4995000 | PA      | $4569200.23   | 0.21%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                        | Qatar Government International Bond                                                                                          | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    869000 | PA      | $794921.23    | 0.04%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8395760 | PA      | $7426843.35   | 0.34%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                       | Nemak SAB de CV                                                                                                              | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |    695000 | PA      | $543653.20    | 0.03%             | 2031-06-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                                                                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1363674.36   | 0.06%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2021-DNA1                                                                                      | CUSIP: 35564KAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11597710 | PA      | $11322857.82  | 0.52%             | 2051-01-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                                                              | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $3278176.68   | 0.15%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                              | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739744.66    | 0.03%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                               | Digital Realty Trust LP                                                                                                      | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   2315000 | PA      | $2330305.85   | 0.11%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                  | Entegris Escrow Corp                                                                                                         | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1956105.51   | 0.09%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                          | Comcast Corp                                                                                                                 | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $2954802.19   | 0.14%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387200 | PA      | $372426.68    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PANAMA BONOS DEL                                      | Panama Bonos del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $161000.00    | 0.01%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1650000 | PA      | $1442065.67   | 0.07%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                 | Argentine Republic Government International Bond                                                                             | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1460820 | PA      | $393968.02    | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                           | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   4320000 | PA      | $2651760.98   | 0.12%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3415894 | PA      | $3196891.67   | 0.15%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                   | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                                                                            | CUSIP: 36264PAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4006342 | PA      | $3451087.70   | 0.16%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2014-LC18                                                                              | CUSIP: 94989AAU9<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1113456.91   | 0.05%             | 2047-12-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                       | Access Bank PLC                                                                                                              | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    590000 | PA      | $452589.00    | 0.02%             | 2026-09-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    860000 | PA      | $854351.10    | 0.04%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                            | Zoetis Inc                                                                                                                   | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    725000 | PA      | $739483.83    | 0.03%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                       | Access Bank PLC                                                                                                              | CUSIP: 00434G2C3<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    585000 | PA      | $418041.00    | 0.02%             | 2026-10-07      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities, Inc.                    | Citicorp Mortgage Securities Trust Series 2006-3                                                                             | CUSIP: 17310BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28202 | PA      | $24677.34     | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                              | Saudi Government International Bond                                                                                          | CUSIP: 80413TAE9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    730000 | PA      | $696222.90    | 0.03%             | 2028-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                     | Trinidad & Tobago Government International Bond                                                                              | CUSIP: 896292AK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    250000 | PA      | $236528.74    | 0.01%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2874434.67   | 0.13%             | 2029-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                    | Diamond Infrastructure Funding LLC                                                                                           | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $7371781.20   | 0.34%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XJXB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5065000 | PA      | $4650132.99   | 0.22%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                   | Georgia-Pacific LLC                                                                                                          | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5463793.29   | 0.25%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                                                                       | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1421000 | PA      | $1033347.49   | 0.05%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2305000 | PA      | $1931072.04   | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                | MGM China Holdings Ltd                                                                                                       | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    970000 | PA      | $858151.49    | 0.04%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6564439 | PA      | $5590434.83   | 0.26%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2419440.61   | 0.11%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                | Brazilian Government International Bond                                                                                      | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    525000 | PA      | $367206.43    | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1094000 | PA      | $1012518.88   | 0.05%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                  | Paraguay Government International Bond                                                                                       | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    445000 | PA      | $383454.35    | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Inst'l Holdco, Inc.            | Russell Investments US Inst'l Holdco, Inc. 2020 Term Loan                                                                    | CUSIP: 78249LAD2<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |        10 | PA      | $9.13         | 0.00%             | 2025-05-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                   | Citigroup Commercial Mortgage Trust 2015-GC27                                                                                | CUSIP: 17323CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2780000 | PA      | $2627038.84   | 0.12%             | 2048-02-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-7                                                                                              | CUSIP: 46591XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772802 | PA      | $644787.25    | 0.03%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                          | Shinhan Bank Co Ltd                                                                                                          | CUSIP: 82460EAJ9<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    590000 | PA      | $550460.75    | 0.03%             | 2026-03-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2019-R01                                                                                 | CUSIP: 20754FAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110981 | PA      | $111596.19    | 0.01%             | 2031-07-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2021-B24 Mortgage Trust                                                                                            | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4435000 | PA      | $3701381.37   | 0.17%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                       | CVS Health Corp                                                                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $8767740.52   | 0.41%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3085603 | PA      | $3044212.56   | 0.14%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                            | PacifiCorp                                                                                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1019389.43   | 0.05%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2015-CCRE23 Mortgage Trust                                                                                              | CUSIP: 12593ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1812612.92   | 0.08%             | 2048-05-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                          | Ecopetrol SA                                                                                                                 | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    760000 | PA      | $580518.29    | 0.03%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                             | Hub International Limited 2018 Term Loan B                                                                                   | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    947635 | PA      | $936187.58    | 0.04%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                                                                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $1996274.40   | 0.09%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11397562 | PA      | $10023728.49  | 0.46%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                    | Panama Government International Bond                                                                                         | CUSIP: 698299BJ2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1411000 | PA      | $1327059.61   | 0.06%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                   | Delta Air Lines Inc                                                                                                          | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1869784.20   | 0.09%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2021-DNA3                                                                                      | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4800000 | PA      | $4708775.52   | 0.22%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                              | Baxter International Inc                                                                                                     | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3516000 | PA      | $2269147.01   | 0.11%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4718415 | PA      | $4617932.46   | 0.21%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                     | InRetail Consumer                                                                                                            | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    985000 | PA      | $846985.81    | 0.04%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2016-4                                                                                              | CUSIP: 46647JAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387939 | PA      | $342935.80    | 0.02%             | 2046-10-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2017-1                                                                                             | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62065 | PA      | $60536.85     | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                 | Takeda Pharmaceutical Co Ltd                                                                                                 | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   7631000 | PA      | $5146642.71   | 0.24%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                            | Alsea SAB de CV                                                                                                              | CUSIP: 021151AA3<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    730000 | PA      | $724014.00    | 0.03%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LA CONSTRUCCION SA                                    | Inversiones La Construccion SA                                                                                               | CUSIP: 46090BAA7<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |    765000 | PA      | $623112.22    | 0.03%             | 2032-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8685000 | PA      | $8465993.66   | 0.39%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2020-B19 Mortgage Trust                                                                                            | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5190000 | PA      | $4183080.32   | 0.19%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1504391 | PA      | $1469940.73   | 0.07%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2019-BNK20                                                                                                              | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540000 | PA      | $2227006.47   | 0.10%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                  | Bank Leumi Le-Israel BM                                                                                                      | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    810000 | PA      | $802349.06    | 0.04%             | 2027-07-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                      | Peruvian Government International Bond                                                                                       | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    644000 | PA      | $543980.27    | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| KazTransGas JSC                                       | KazTransGas JSC                                                                                                              | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    901000 | PA      | $813080.42    | 0.04%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                | NXP BV / NXP Funding LLC                                                                                                     | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    845000 | PA      | $843867.76    | 0.04%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                | GE HealthCare Technologies Inc                                                                                               | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1262732.27   | 0.06%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                    | Banco de Bogota SA                                                                                                           | CUSIP: 059514AC3<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    240000 | PA      | $235221.75    | 0.01%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TURK SISE VE CAM FABRIKA                              | Turkiye Sise ve Cam Fabrikalari AS                                                                                           | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | TR        |    850000 | PA      | $827558.30    | 0.04%             | 2026-03-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                               | Fannie Mae Grantor Trust 1999-T2                                                                                             | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       138 | PA      | $140.19       | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140JLLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7172998 | PA      | $7075281.77   | 0.33%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2022-R02                                                                                 | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1508212.48   | 0.07%             | 2042-01-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                          | Centene Corp                                                                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1673832.60   | 0.08%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2638336 | PA      | $2163898.10   | 0.10%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                   | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    612686 | PA      | $281675.07    | 0.01%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3838988 | PA      | $3883423.24   | 0.18%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                      | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4650390.00   | 0.22%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                  | Huarong Finance 2019 Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    605000 | PA      | $476421.64    | 0.02%             | 2029-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                              | Lima Metro Line 2 Finance Ltd                                                                                                | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    833947 | PA      | $741238.44    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                                    | Abertis Infraestructuras Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2710378.11   | 0.13%             | 2025-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                                      | Oryx Funding Ltd                                                                                                             | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    810000 | PA      | $770807.34    | 0.04%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                     | Medco Laurel Tree Pte Ltd                                                                                                    | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    785000 | PA      | $695101.34    | 0.03%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9580000 | PA      | $9515634.38   | 0.44%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7199507 | PA      | $7099943.31   | 0.33%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140J83Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2023062 | PA      | $2092237.92   | 0.10%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4770596 | PA      | $4574961.13   | 0.21%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140J9JV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1690135 | PA      | $1764473.17   | 0.08%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                          | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2206669.03   | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2020-1 | Morgan Stanley Residential Mortgage Loan Trust 2020-1                                                                        | CUSIP: 61771QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742854 | PA      | $591912.11    | 0.03%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                                                                   | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1219435.80   | 0.06%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                            | TricorBraun Holdings, Inc. 2021 Term Loan                                                                                    | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |      2463 | PA      | $2344.96      | 0.00%             | 2028-03-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2020-B21 Mortgage Trust                                                                                            | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2450000 | PA      | $1965119.03   | 0.09%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2017-K71 Mortgage Trust                                                                                                | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1175000 | PA      | $1080526.24   | 0.05%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                           | Epicor Software Corporation 2020 Term Loan                                                                                   | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1246511 | PA      | $1194381.88   | 0.06%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                              | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   2575000 | PA      | $2325471.94   | 0.11%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                  | Bank Leumi Le-Israel BM                                                                                                      | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    425000 | PA      | $376074.00    | 0.02%             | 2031-01-29      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                              | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $440964.93    | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2870000 | PA      | $2908107.72   | 0.13%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                          | Newmont Corp                                                                                                                 | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   7585000 | PA      | $6448273.75   | 0.30%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                               | Jefferies Financial Group Inc                                                                                                | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $4050677.75   | 0.19%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Strip Principal                                                                                       | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16860000 | PA      | $6920037.28   | 0.32%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                                                                | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1068005.40   | 0.05%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                   | Honduras Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $175963.45    | 0.01%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                               | Standard Industries Inc/NJ                                                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2201072.15   | 0.10%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747673 | PA      | $668060.95    | 0.03%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12055000 | PA      | $8136355.65   | 0.38%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                   | Klabin Austria GmbH                                                                                                          | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    595000 | PA      | $476000.00    | 0.02%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                              | Banco Nacional de Panama                                                                                                     | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    360000 | PA      | $288540.00    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                     | Ultimate Software Group Inc (The) 2021 Term Loan                                                                             | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1973312 | PA      | $1874646.68   | 0.09%             | 2026-05-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                   | Delta Air Lines Inc                                                                                                          | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   7857000 | PA      | $8029388.32   | 0.37%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                 | Holcim Finance Luxembourg SA                                                                                                 | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   1700000 | PA      | $1409891.38   | 0.07%             | 2030-04-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                               | Shinhan Financial Group Co Ltd                                                                                               | CUSIP: 82460P2A2<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    690000 | PA      | $631512.08    | 0.03%             | 2030-02-05      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                     | State Street Corp                                                                                                            | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1931207.23   | 0.09%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| American Tower Truste I                               | American Tower Trust #1                                                                                                      | CUSIP: 03027WAJ1<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-O            | CORP              | US        |   3070000 | PA      | $3051889.15   | 0.14%             | 2048-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                               | Jefferies Financial Group Inc                                                                                                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730686.96    | 0.03%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                          | Ford Credit Auto Owner Trust 2021-A                                                                                          | CUSIP: 34532NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $218304.86    | 0.01%             | 2026-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                          | Newmont Corp                                                                                                                 | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $2989911.76   | 0.14%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                         | Axian Telecom                                                                                                                | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    705000 | PA      | $613350.00    | 0.03%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                          | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   6515000 | PA      | $5764403.53   | 0.27%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QAJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2001911 | PA      | $1959668.27   | 0.09%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                               | EIG Pearl Holdings Sarl                                                                                                      | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    910000 | PA      | $761586.28    | 0.04%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR Trust 2019-DNA4                                                                                            | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236426 | PA      | $236425.03    | 0.01%             | 2049-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                   | CIFI Holdings Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    795000 | PA      | $206874.02    | 0.01%             | 2024-11-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $2733165.41   | 0.13%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                      | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1446163.04   | 0.07%             | 2042-01-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                  | JSW Hydro Energy Ltd                                                                                                         | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    725700 | PA      | $604872.25    | 0.03%             | 2031-05-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-317055.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    620000 | PA      | $565985.60    | 0.03%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                | VICI Properties LP / VICI Note Co Inc                                                                                        | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    265000 | PA      | $258311.64    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                        | Amazon.com Inc                                                                                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $1600735.53   | 0.07%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                                                                                           | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5916313 | PA      | $6031533.40   | 0.28%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                                   | Coca-Cola Icecek AS                                                                                                          | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |    795000 | PA      | $690915.42    | 0.03%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                  | Paraguay Government International Bond                                                                                       | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    524000 | PA      | $419365.85    | 0.02%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3480000 | PA      | $2419959.36   | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28275000 | PA      | $22655343.75  | 1.05%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                       | Antofagasta PLC                                                                                                              | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $446261.63    | 0.02%             | 2032-05-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                | Sequoia Mortgage Trust 2015-2                                                                                                | CUSIP: 81733YEE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2599093 | PA      | $2331789.09   | 0.11%             | 2045-05-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                       | Nevada Power Co                                                                                                              | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $3064098.27   | 0.14%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                               | Flagstar Mortgage Trust 2021-2                                                                                               | CUSIP: 33852EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975640 | PA      | $840422.31    | 0.04%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                         | Bank Hapoalim BM                                                                                                             | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   1065000 | PA      | $916411.20    | 0.04%             | 2032-01-21      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2022-B33 Mortgage Trust                                                                                            | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1231637.60   | 0.06%             | 2055-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10465000 | PA      | $8622178.91   | 0.40%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10078076 | PA      | $8974228.20   | 0.42%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                | Egypt Government International Bond                                                                                          | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1079000 | PA      | $717981.71    | 0.03%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                              | Banco de Credito e Inversiones SA                                                                                            | CUSIP: 05890MAA1<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    745000 | PA      | $685757.35    | 0.03%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XP INC                                                | XP Inc                                                                                                                       | CUSIP: 98379XAA2<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $372981.25    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                               | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1506469.29   | 0.07%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132CWQB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3677914 | PA      | $3289770.09   | 0.15%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                   | Ashtead Capital Inc                                                                                                          | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $3713042.70   | 0.17%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5428633.07   | 0.25%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings, LLC                           | LSF9 Atlantis Holdings, LLC 2022 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   3625000 | PA      | $3514437.50   | 0.16%             | 2029-03-31      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                        | Air Lease Corp                                                                                                               | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3580738.98   | 0.17%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2574848 | PA      | $2300073.03   | 0.11%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                                  | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1089864.22   | 0.05%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PHOSAGRO(PHOS BOND FUND)                              | Phosagro OAO Via Phosagro Bond Funding DAC                                                                                   | CUSIP: 71922LAB5<br>LEI: 635400F8A3KGJIIBIK95 | Long             | DBT              | CORP              | IE        |    705000 | PA      | $541842.56    | 0.03%             | 2023-04-24      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                              | Teledyne Technologies Inc                                                                                                    | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3366616.86   | 0.16%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                                                                  | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1578452.77   | 0.07%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac Stacr Remic Trust 2019-Hqa4                                                                                      | CUSIP: 35565CAH9<br>LEI: 5493005LAQ76UDHPEE03 | Long             | ABS-MBS          | USGSE             | US        |    135122 | PA      | $134779.86    | 0.01%             | 2049-11-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 2YR NOTE (CBT) MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       322 | NC      | $59412.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                              | Huntington National Bank/The                                                                                                 | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1476183.49   | 0.07%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                | Kazakhstan Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    450000 | PA      | $466452.00    | 0.02%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                      | Deutsche Bank AG/New York NY                                                                                                 | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3692000 | PA      | $2707025.24   | 0.13%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                | MGM China Holdings Ltd                                                                                                       | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    340000 | PA      | $319748.87    | 0.01%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |         1 | NC      | $14896.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                 | Charter Communications Operating, LLC 2019 Term Loan B2                                                                      | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1129237 | PA      | $1101209.66   | 0.05%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6198192 | PA      | $6472634.17   | 0.30%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                | Egypt Government International Bond                                                                                          | CUSIP: 03846JX47<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    475000 | PA      | $451867.50    | 0.02%             | 2024-05-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.      | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2545000 | PA      | $2374649.41   | 0.11%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                          | SK Hynix Inc                                                                                                                 | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    710000 | PA      | $520547.01    | 0.02%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1391727.46   | 0.06%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                   | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     66179 | PA      | $25846.67     | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                          | Newmont Corp                                                                                                                 | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1755425.90   | 0.08%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                            | JD.com Inc                                                                                                                   | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    980000 | PA      | $928130.26    | 0.04%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X4W69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63991 | PA      | $63436.58     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                     | Advantage Sales & Marketing, Inc. 2021 Term Loan                                                                             | CUSIP: 00769EAZ3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |      3409 | PA      | $2806.44      | 0.00%             | 2027-10-28      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140Q9T29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220757 | PA      | $210489.90    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTR                               | Summit Digitel Infrastructure Ltd                                                                                            | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |   1035000 | PA      | $795181.65    | 0.04%             | 2031-08-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Trust 2015-6                                                                                                       | CUSIP: 46645GAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403628 | PA      | $356256.64    | 0.02%             | 2045-10-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                        | Morgan Stanley Capital I Trust 2019-L3                                                                                       | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2092500.24   | 0.10%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                                 | Cikarang Listrindo Tbk PT                                                                                                    | CUSIP: 536576AD3<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    775000 | PA      | $722523.48    | 0.03%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                              | Berkshire Hathaway Energy Co                                                                                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   7555000 | PA      | $4946109.74   | 0.23%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC JP MORGAN COC                               | SWAP CCPC JP MORGAN COC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -2021468 | NS      | $-2021468.47  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Group, LLC                             | Ryan Specialty Group, LLC Term Loan                                                                                          | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1124125 | PA      | $1114761.04   | 0.05%             | 2027-09-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 31329QHG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298533 | PA      | $292435.52    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2022-BNK39                                                                                                              | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1189205.28   | 0.06%             | 2055-02-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                   | Nigeria Government International Bond                                                                                        | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    250000 | PA      | $206875.00    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QPCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4066435 | PA      | $3695565.02   | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                               | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1545511.84   | 0.07%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                              | Banco Mercantil del Norte SA/Grand Cayman                                                                                    | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    405000 | PA      | $401435.00    | 0.02%             | 2030-10-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KNNQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2054908 | PA      | $1869384.33   | 0.09%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4684066 | PA      | $4706578.35   | 0.22%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA/France                                                                                                      | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2535000 | PA      | $1933013.55   | 0.09%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4609000 | PA      | $4620368.56   | 0.21%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                    | VICI Properties LP                                                                                                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3840000 | PA      | $3655362.59   | 0.17%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust               | DBJPM 16-C1 Mortgage Trust                                                                                                   | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1661733.97   | 0.08%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                  | Entergy Arkansas LLC                                                                                                         | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1579189.15   | 0.07%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                 | American Homes 4 Rent LP                                                                                                     | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2447791.63   | 0.11%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                | Southwestern Energy Co                                                                                                       | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4076483.36   | 0.19%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                 | US Bank NA/Cincinnati OH                                                                                                     | CUSIP: 90331HNV1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2338452.09   | 0.11%             | 2023-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2020-DNA6                                                                                      | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5661148 | PA      | $5616413.23   | 0.26%             | 2050-12-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                | Cia Cervecerias Unidas SA                                                                                                    | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    540000 | PA      | $455446.80    | 0.02%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $718884.00    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $3401898.90   | 0.16%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8048194 | PA      | $8069796.89   | 0.37%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                     | Gabon Government International Bond                                                                                          | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    275000 | PA      | $224537.50    | 0.01%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                         | Methanex Corp                                                                                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   5515000 | PA      | $4893208.07   | 0.23%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                              | Israel Electric Corp Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    750000 | PA      | $655980.00    | 0.03%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X95E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12721145 | PA      | $10417087.37  | 0.48%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                     | Vedanta Resources Finance II PLC                                                                                             | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1145000 | PA      | $777168.75    | 0.04%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4060000 | PA      | $2468755.02   | 0.11%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                           | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8940000 | PA      | $8313077.40   | 0.39%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                        | Galaxy XXI CLO Ltd                                                                                                           | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2949210.00   | 0.14%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2606568.94   | 0.12%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                       | Bermuda Government International Bond                                                                                        | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    850000 | PA      | $844180.43    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X5YV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1363559 | PA      | $1273614.86   | 0.06%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2017-GS6                                                                                        | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4410000 | PA      | $4072982.95   | 0.19%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYSZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3293103 | PA      | $2896250.37   | 0.13%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2022-B32 Mortgage Trust                                                                                            | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2410797.06   | 0.11%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                   | MEGlobal Canada ULC                                                                                                          | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $525370.00    | 0.02%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                    | Ukraine Government International Bond                                                                                        | CUSIP: 903724AT9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1434000 | PA      | $295461.36    | 0.01%             | 2028-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                     | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378000 | PA      | $344966.43    | 0.02%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628174 | PA      | $554934.99    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852883 | PA      | $882129.59    | 0.04%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                  | Tencent Holdings Ltd                                                                                                         | CUSIP: 88032WBB1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    540000 | PA      | $397059.85    | 0.02%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                   | CDW LLC / CDW Finance Corp                                                                                                   | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $994356.16    | 0.05%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                           | Viatris Inc                                                                                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    845000 | PA      | $520636.48    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                           | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   1925000 | PA      | $1298905.17   | 0.06%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                              | Banco Continental SAECA                                                                                                      | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   1160000 | PA      | $1033850.00   | 0.05%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2014-K37 Mortgage Trust                                                                                                | CUSIP: 35563BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1464563.40   | 0.07%             | 2047-01-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                   | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    839000 | PA      | $535280.91    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                            | Kaman Corp                                                                                                                   | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |   5311000 | PA      | $4936574.50   | 0.23%             | 2024-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2021-B29 Mortgage Trust                                                                                            | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1625969.40   | 0.08%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2282752.10   | 0.11%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3727913 | PA      | $3771061.24   | 0.17%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                          | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   6755000 | PA      | $4458435.24   | 0.21%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XBC32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056172 | PA      | $936900.59    | 0.04%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                 | Guatemala Government Bond                                                                                                    | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    350000 | PA      | $335965.23    | 0.02%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                           | RCKT Mortgage Trust 2021-6                                                                                                   | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2758199 | PA      | $2214101.09   | 0.10%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                                                                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4115230.14   | 0.19%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                       | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    739000 | PA      | $688968.98    | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                  | Grupo Aeromexico SAB de CV                                                                                                   | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   7650000 | PA      | $6756797.93   | 0.31%             | 2027-03-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                              | Pilot Travel Centers LLC 2021 Term Loan B                                                                                    | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    618006 | PA      | $610126.70    | 0.03%             | 2028-08-04      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                              | OCP SA                                                                                                                       | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    305000 | PA      | $287292.31    | 0.01%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                      | Duke Energy Corp                                                                                                             | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3175500.00   | 0.15%             | 2024-09-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                              | Brighthouse Financial Inc                                                                                                    | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $3225623.27   | 0.15%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STATE AGE ROADS                                       | State Agency of Roads of Ukraine                                                                                             | CUSIP: 857329AA4<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | CORP              | UA        |    855000 | PA      | $144922.50    | 0.01%             | 2030-06-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust        | Morgan Stanley Residential Mortgage Loan Trust 2021-4                                                                        | CUSIP: 61772MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1423670 | PA      | $1142828.51   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                  | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    415000 | PA      | $281291.98    | 0.01%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                              | Republic of South Africa Government International Bond                                                                       | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    296000 | PA      | $263440.00    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                                     | Zais Clo 17 Ltd                                                                                                              | CUSIP: 98888JAA7<br>LEI: 549300PCGOXUK8XLNY49 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1466386.50   | 0.07%             | 2033-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                  | Airport Authority                                                                                                            | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    595000 | PA      | $420737.47    | 0.02%             | 2052-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                               | Jefferies Financial Group Inc                                                                                                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1906028.17   | 0.09%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                                                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $2369902.71   | 0.11%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3934000 | PA      | $3341717.26   | 0.15%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2022-BNK40                                                                                                              | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $2513486.40   | 0.12%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                             | Mileage Plus Holdings LLC 2020 Term Loan B                                                                                   | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1825721 | PA      | $1875471.41   | 0.09%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                              | Aon Corp / Aon Global Holdings PLC                                                                                           | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18100000 | PA      | $11511591.67  | 0.53%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                              | FirstEnergy Transmission LLC                                                                                                 | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12137.23     | 0.00%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                | Sequoia Mortgage Trust 2015-1                                                                                                | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |    284303 | PA      | $261763.69    | 0.01%             | 2045-01-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                  | Petronas Capital Ltd                                                                                                         | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    500000 | PA      | $455789.51    | 0.02%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1238878.61   | 0.06%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8352772 | PA      | $7112064.79   | 0.33%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                    | Valero Energy Corp                                                                                                           | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   5496000 | PA      | $3880196.99   | 0.18%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3138MRK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2267880 | PA      | $1955158.49   | 0.09%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                              | Huntington National Bank/The                                                                                                 | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964868.84    | 0.04%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                            | US Bancorp                                                                                                                   | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4169164.01   | 0.19%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                               | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    214000 | PA      | $131618.48    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2017-4                                                                                             | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1286446.76   | 0.06%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2019-GC42                                                                                       | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13750000 | PA      | $11982217.50  | 0.56%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                           | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $595337.67    | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                           | Ivory Coast Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $168527.29    | 0.01%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                               | Misc Capital Two Labuan Ltd                                                                                                  | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   1150000 | PA      | $1041993.94   | 0.05%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                               | Long: BIE2TFYP4 CDS USD R V 03MEVENT BIE2TFYP4_PRO SOVEREIGN / Short: BIE2TFYP4 CDS USD P F  1.00000 BIE2TFYP4_FEE SOVEREIGN | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |   4754000 | OU      | $128313.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                              | Abu Dhabi National Energy Co PJSC                                                                                            | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    820000 | PA      | $727267.84    | 0.03%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                       | Domino's Pizza Master Issuer LLC                                                                                             | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14775000 | PA      | $12288101.55  | 0.57%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                              | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $472070.01    | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                                                                  | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1970000 | PA      | $1854394.49   | 0.09%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                                        | Gol Finance SA                                                                                                               | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    755000 | PA      | $448898.78    | 0.02%             | 2026-06-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    933138 | PA      | $815639.96    | 0.04%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                       | Murphy Oil Corp                                                                                                              | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3392072.25   | 0.16%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                   | SA Global Sukuk Ltd                                                                                                          | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    590000 | PA      | $503607.48    | 0.02%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                   | Citizens Bank NA/Providence RI                                                                                               | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3686036.90   | 0.17%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| GOODMAN HK FINANCE                                    | Goodman HK Finance                                                                                                           | CUSIP: 000000000<br>LEI: 213800SL4LTTO1S5AU13 | Long             | DBT              | CORP              | KY        |    795000 | PA      | $777018.69    | 0.04%             | 2024-06-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530841 | PA      | $435689.21    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133A0K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1188378 | PA      | $1058233.03   | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3133KPPB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2795567 | PA      | $2756906.13   | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7570000 | PA      | $7528601.56   | 0.35%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority               | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                    | CUSIP: 837151NP0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    340000 | PA      | $281366.63    | 0.01%             | 2045-12-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                 | Evergy Kansas Central Inc                                                                                                    | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1628340.50   | 0.08%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1580493.75   | 0.07%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                       | Sands China Ltd                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    990000 | PA      | $779027.13    | 0.04%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2021-10                                                                                             | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2842617 | PA      | $2290749.73   | 0.11%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6365000 | PA      | $6403289.42   | 0.30%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                        | Air Lease Corp                                                                                                               | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $3392217.51   | 0.16%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OIL & GAS HOLDING                                     | Oil and Gas Holding Co BSCC/The                                                                                              | CUSIP: 67778M2C3<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    404000 | PA      | $410431.68    | 0.02%             | 2024-11-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                              | OCP SA                                                                                                                       | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    440000 | PA      | $367840.00    | 0.02%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                     | Chile Government International Bond                                                                                          | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    544000 | PA      | $390775.49    | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X8YQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4069057 | PA      | $3325620.98   | 0.15%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                   | Spirit Airlines Inc                                                                                                          | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $2538165.00   | 0.12%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                       | Nigeria Government International Bond                                                                                        | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    652000 | PA      | $490127.96    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206282.34    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2019-GC39                                                                                       | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $740836.87    | 0.03%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X85M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1674324 | PA      | $1553054.07   | 0.07%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC              | Amentum Government Services Holdings LLC 2022 Term Loan                                                                      | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   5989988 | PA      | $5823405.95   | 0.27%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Castlelake Aviation Limited                           | Castlelake Aviation Limited Term Loan B                                                                                      | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |   1154337 | PA      | $1142585.38   | 0.05%             | 2026-10-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                           | Geopark Ltd                                                                                                                  | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    610000 | PA      | $524444.77    | 0.02%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                             | Hana Bank                                                                                                                    | CUSIP: 409634AB8<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    635000 | PA      | $545306.25    | 0.03%             | 2026-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                    | Angolan Government International Bond                                                                                        | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $172860.00    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4908790 | PA      | $4866246.32   | 0.23%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                 | Takeda Pharmaceutical Co Ltd                                                                                                 | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1845000 | PA      | $1353965.85   | 0.06%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                              | Enterprise Products Operating LLC                                                                                            | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   8295000 | PA      | $5435270.30   | 0.25%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                                | Banco GNB Sudameris SA                                                                                                       | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    620000 | PA      | $447958.96    | 0.02%             | 2031-04-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2022-BNK39                                                                                                              | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426000 | PA      | $989398.73    | 0.05%             | 2055-02-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                      | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5069336 | PA      | $4990935.45   | 0.23%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                      | Arcos Dorados BV                                                                                                             | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $537789.45    | 0.02%             | 2029-05-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                           | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $164943.13    | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                                   | Banco Industrial SA/Guatemala                                                                                                | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    450000 | PA      | $421875.00    | 0.02%             | 2031-01-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                              | Banque Ouest Africaine de Developpement                                                                                      | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $241108.04    | 0.01%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X4W28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1568448 | PA      | $1568905.69   | 0.07%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                    | CNX Resources Corp                                                                                                           | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4067036.97   | 0.19%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                | Liberty Broadband Corp                                                                                                       | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355492.39    | 0.02%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | Fifth Third Bancorp                                                                                                          | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2057.79      | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                         | AIA Group Ltd                                                                                                                | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    505000 | PA      | $443895.56    | 0.02%             | 2030-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2377123.33   | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                   | NuStar Logistics LP                                                                                                          | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   4436000 | PA      | $4101812.65   | 0.19%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2019-BNK21                                                                                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6160000 | PA      | $5341112.39   | 0.25%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                | CenterPoint Energy Inc                                                                                                       | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1462408.35   | 0.07%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                           | Viatris Inc                                                                                                                  | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $2845876.67   | 0.13%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2093057 | PA      | $1704254.57   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                       | Bermuda Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    430000 | PA      | $426845.58    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                   | PFS Financing Corp                                                                                                           | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3340300.79   | 0.15%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                  | YPF SA                                                                                                                       | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1480000 | PA      | $1048461.60   | 0.05%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1186926.71   | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                               | Fannie Mae Grantor Trust 2004-T1                                                                                             | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2000 | PA      | $2038.54      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORWARDS JP MORGAN BOC                                | FORWARDS JP MORGAN BOC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -49900 | NS      | $-49900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertical US Newco Inc                                 | Vertical US Newco Inc Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |       599 | PA      | $575.12       | 0.00%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                           | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $983251.80    | 0.05%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XAGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11376690 | PA      | $9369225.32   | 0.43%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                               | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2086265.86   | 0.10%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                | Emirates NBD Bank PJSC                                                                                                       | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    330000 | PA      | $312262.50    | 0.01%             | 2025-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140XDR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4135064 | PA      | $3634774.43   | 0.17%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFY Auto Receivables Trust                          | UNIFY Auto Receivables Trust 2021-1                                                                                          | CUSIP: 90775QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1599472 | PA      | $1582590.84   | 0.07%             | 2025-06-16      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM, LLC                                     | Ensemble RCM, LLC Term Loan                                                                                                  | CUSIP: 29359BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1960 | PA      | $1934.40      | 0.00%             | 2026-08-03      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                | Republic of Azerbaijan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    563000 | PA      | $468697.50    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                          | Novelis Corp                                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1281086.43   | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2353268.37   | 0.11%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2406401 | PA      | $2491400.78   | 0.12%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                  | BANK 2022-BNK39                                                                                                              | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4977000 | PA      | $4219824.11   | 0.20%             | 2055-02-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                      | Lenovo Group Ltd                                                                                                             | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    675000 | PA      | $653688.80    | 0.03%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                 | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2945420.00   | 0.14%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                              | Turkcell Iletisim Hizmetleri AS                                                                                              | CUSIP: 900111AB1<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    900000 | PA      | $773910.00    | 0.04%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2315000 | PA      | $2308398.64   | 0.11%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                               | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $423009.89    | 0.02%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Floating Rate Note                                                                                    | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74885000 | PA      | $74801375.17  | 3.47%             | 2024-10-31      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2309972 | PA      | $2140541.32   | 0.10%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                | Berkshire Hathaway Finance Corp                                                                                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   6190000 | PA      | $4933726.56   | 0.23%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1742261.61   | 0.08%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                   | New Residential Mortgage Loan Trust 2018-RPL1                                                                                | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293069 | PA      | $273054.70    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2019-R02                                                                                 | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167411 | PA      | $167455.28    | 0.01%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust            | JPMDB Commercial Mortgage Securities Trust 2017-C7                                                                           | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425000 | PA      | $3136766.73   | 0.15%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                                                                        | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $231487.06    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                               | Entergy Mississippi LLC                                                                                                      | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1831761.17   | 0.08%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                                  | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500968.74    | 0.02%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                               | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    114000 | PA      | $67912.83     | 0.00%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                               | Mong Duong Finance Holdings BV                                                                                               | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    838000 | PA      | $695605.51    | 0.03%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                              | Agile Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    655000 | PA      | $293828.04    | 0.01%             | 2026-05-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140X5PY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1994147 | PA      | $1847878.29   | 0.09%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                           | Amynta Agency Borrower Inc. 2022 Incremental Term Loan B                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1055000 | PA      | $1007525.00   | 0.05%             | 2025-02-28      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| RealPage, Inc                                         | RealPage, Inc 1st Lien Term Loan                                                                                             | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1181030 | PA      | $1120797.61   | 0.05%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                     | MDGH GMTN RSC Ltd                                                                                                            | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    585000 | PA      | $617526.00    | 0.03%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                        | Bancolombia SA                                                                                                               | CUSIP: 05968LAK8<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    605000 | PA      | $595481.22    | 0.03%             | 2027-10-18      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878876 | PA      | $871250.88    | 0.04%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2014-2                                                                                              | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |     81567 | PA      | $69702.70     | 0.00%             | 2029-06-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                    | Royalty Pharma PLC                                                                                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5390000 | PA      | $4562060.43   | 0.21%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                           | PUERTO RICO CMWLTH                                                                                                           | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    635810 | PA      | $535090.51    | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2022-R01                                                                                 | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $2471480.44   | 0.11%             | 2041-12-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2017-1                                                                                              | CUSIP: 46648CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500130 | PA      | $1266323.11   | 0.06%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132A5HR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1305979 | PA      | $1237160.43   | 0.06%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                 | Applied Systems, Inc. 2021 2nd Lien Term Loan                                                                                | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   4170870 | PA      | $4123947.67   | 0.19%             | 2025-09-19      | Variable      | 11.33%                | No            |                  2 | On Loan: No      |
| IVORY COAST                                           | Ivory Coast Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1182000 | PA      | $1049025.00   | 0.05%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | Indonesia Government International Bond                                                                                      | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    230000 | PA      | $207258.22    | 0.01%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                               | Duke Energy Indiana LLC                                                                                                      | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $1720723.97   | 0.08%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                          | Consorcio Transmantaro SA                                                                                                    | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    695000 | PA      | $626368.75    | 0.03%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                         | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1456397.34   | 0.07%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                             | ONEOK Inc                                                                                                                    | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5364324.81   | 0.25%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                               | Pakistan Government International Bond                                                                                       | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $70000.00     | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1045101 | PA      | $1001049.22   | 0.05%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                           | NBK SPC Ltd                                                                                                                  | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |   1305000 | PA      | $1145790.00   | 0.05%             | 2027-09-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $3331711.41   | 0.15%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| WEST CHINA CEMENT LTD                                 | West China Cement Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900MMG3NBTIWPPR63 | Long             | DBT              | CORP              | JE        |    365000 | PA      | $304866.25    | 0.01%             | 2026-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                             | CUSIP: 3132AATX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1419010 | PA      | $1361573.64   | 0.06%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                       | Venture 42 CLO Ltd                                                                                                           | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |   3370000 | PA      | $3257738.56   | 0.15%             | 2034-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                              | CUSIP: 31416YGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272454 | PA      | $269672.77    | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** William Flory

**Name of Signer:** William Flory

**Title:** VP