# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070023
**Filing Date:** 2023-3
**Character Count:** 355104
**Document Hash:** 75b04128a0e20c7089e8509e15d8da5a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070023.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070023

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768935

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

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

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

## Series and Classes Contracts Data

### Investment Grade Bond Fund (Series ID: S000001587)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004301 | Class Y      | RFAYX           |
| C000053055 | Class C      | RFACX           |
| C000053056 | Class S      | RFATX           |
| C000089691 | Class A      | RFAAX           |
| C000166200 | Class R6     | RIGRX           |
| C000178345 | Class M      | RIWTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

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

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

- **a. Name of Series:** Investment Grade Bond Fund

- **b. EDGAR series identifier (if any):** S000001587

- **c. LEI of Series:** 6XE31ODZPBO0SIDX5S75

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1100748607.85

**Total Liabilities:** $20566121.08

**Net Assets:** $1080182486.77

**Delayed Delivery Securities:** $685000.00

**Cash Not Reported:** $3976824.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -574.84000000 | **1-Year:** -21061.20000000 | **5-Year:** -46800.93000000 | **10-Year:** -84556.55000000 | **30-Year:** -54147.15000000

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

- **3-Month:** -34.72000000 | **1-Year:** -563.76000000 | **5-Year:** -2372.23000000 | **10-Year:** -3023.86000000 | **30-Year:** -810.25000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000053056 | 3.12%                | -0.66%               | 3.28%                |
| Class ID C000053055 | 3.08%                | -0.80%               | 3.27%                |
| Class ID C000004301 | 3.13%                | -0.69%               | 3.39%                |
| Class ID C000166200 | 3.17%                | -0.69%               | 3.32%                |
| Class ID C000089691 | -0.78%               | -4.39%               | -0.58%               |
| Class ID C000178345 | 3.13%                | -0.64%               | 3.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1209701.46             | $19884926.42                               |
| Month 2  | $-3625207.14             | $-5674330.15                               |
| Month 3  | $-271019.09              | $28619480.78                               |

**Designated Index Information**

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

- **Index Identifier:** LEHM.MC.LEHMRT00001UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| VOLKSWAGEN GROUP AMERICA                                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    730000 | PA      | $704438.19    | 0.07%             | 2023-11-22      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    758000 | PA      | $774807.52    | 0.07%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3447000 | PA      | $3255664.58   | 0.30%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8419000 | PA      | $7853348.44   | 0.73%             | 2026-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                                                                              | Boardwalk Pipelines LP                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329938.51    | 0.03%             | 2029-05-03      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                                            | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    340000 | PA      | $224834.17    | 0.02%             | 2050-10-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    278000 | PA      | $274413.34    | 0.03%             | 2025-03-22      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                                                                              | Commonwealth Bank of Australia                                                   | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    406000 | PA      | $326411.36    | 0.03%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                     | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    410000 | PA      | $326859.82    | 0.03%             | 2032-02-11      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1675000 | PA      | $1672951.88   | 0.15%             | 2025-09-12      | Fixed         | 5.06%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    730000 | PA      | $702391.15    | 0.07%             | 2024-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1281367.98   | 0.12%             | 2033-04-26      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4287000 | PA      | $2519114.89   | 0.23%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138A46Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84682 | PA      | $83665.09     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1954499.39   | 0.18%             | 2027-06-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES PLC                                                           | Warwick Finance Residential Mortgages Number Three PLC                           | CUSIP: 000000000<br>LEI: 213800JVKL1PIG7KRI38 | Long             | ABS-MBS          | CORP              | GB        |    534233 | PA      | $650201.26    | 0.06%             | 2049-12-21      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3369000 | PA      | $2900630.03   | 0.27%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                 | Carrier Global Corp                                                              | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    351000 | PA      | $333215.74    | 0.03%             | 2025-02-15      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                                                                           | Hess Corp                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1169120.41   | 0.11%             | 2040-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    780000 | PA      | $756406.68    | 0.07%             | 2037-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                                                                | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |    551000 | PA      | $545150.03    | 0.05%             | 2031-04-20      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KHWV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2790489 | PA      | $2565588.24   | 0.24%             | 2050-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $280235.18    | 0.03%             | 2025-07-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                                                             | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAD6<br>LEI: N/A                  | Long             | DBT              |  | AU        |   1550000 | PA      | $1482179.35   | 0.14%             | 2026-01-28      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                              | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    965000 | PA      | $1046458.85   | 0.10%             | 2053-01-10      | Fixed         | 7.37%                 | Yes           | 2                  | On Loan: No      |
| FORTIVE CORPORATION                                                                                 | Fortive Corp                                                                     | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    289000 | PA      | $274029.56    | 0.03%             | 2026-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| HSBC USA Inc                                                                                        | HSBC USA Inc                                                                     | CUSIP: 760719BH6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    245000 | PA      | $277645.72    | 0.03%             | 2097-07-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $984680.18    | 0.09%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Taurus CMBS                                                                                         | Taurus 2021-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |    476333 | PA      | $553408.30    | 0.05%             | 2031-08-17      | Floating      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    370000 | PA      | $324939.75    | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    310000 | PA      | $272226.93    | 0.03%             | 2027-09-14      | Fixed         | 1.72%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XVIII Ltd                                                   | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1633759 | PA      | $1616854.31   | 0.15%             | 2030-10-21      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1296152.75   | 0.12%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                                            | Brookfield Finance LLC / Brookfield Finance Inc                                  | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $249088.53    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                                             | Public Service Electric and Gas Co                                               | CUSIP: 74456QBW5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    565000 | PA      | $559030.44    | 0.05%             | 2023-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2021-4                                                    | CUSIP: 81748WAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1933308 | PA      | $1757475.31   | 0.16%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Newgate Funding PLC                                                                                 | Newgate Funding PLC                                                              | CUSIP: 000000000<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |    536126 | PA      | $626195.86    | 0.06%             | 2050-12-01      | Floating      | 3.73%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | CIFC Funding 2018-V Ltd                                                          | CUSIP: 12550GAA1<br>LEI: 2549007CW2XYI54L0R94 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3173564.80   | 0.29%             | 2032-01-15      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3733710 | PA      | $3606859.67   | 0.33%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                                                            | Apollo Management Holdings LP                                                    | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    810000 | PA      | $777924.00    | 0.07%             | 2026-05-27      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140E24F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179751 | PA      | $172242.86    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2796307.70   | 0.26%             | 2025-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1035642.51   | 0.10%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                                           | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281679.11    | 0.03%             | 2026-03-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CITADEL FINANCE LLC                                                                                 | Citadel Finance LLC                                                              | CUSIP: 17287HAA8<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    590000 | PA      | $534332.93    | 0.05%             | 2026-03-09      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1750214.30   | 0.16%             | 2042-04-22      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                               | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274185.46    | 0.03%             | 2026-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER FIN CA                                                                                 | Schlumberger Finance Canada Ltd                                                  | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1131896.86   | 0.10%             | 2025-09-17      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade RE 2021-3 Ltd                                                         | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961000 | PA      | $887210.86    | 0.08%             | 2031-09-25      | Floating      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305350.70    | 0.03%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI CORP                                                                                     | Mitsubishi Corp                                                                  | CUSIP: 606769AG2<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    356000 | PA      | $315515.67    | 0.03%             | 2026-07-15      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| BON SECOURS MERCY                                                                                   | Bon Secours Mercy Health Inc                                                     | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    565000 | PA      | $521643.02    | 0.05%             | 2030-06-01      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367183 | PA      | $362743.67    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $407457.33    | 0.04%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176756 | PA      | $158007.29    | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6064000 | PA      | $4417718.72   | 0.41%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Banc of America Mortgage Securities                                                                 | Banc of America Mortgage 2006-B Trust                                            | CUSIP: 05950TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6965 | PA      | $5852.05      | 0.00%             | 2046-10-20      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                           | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    860000 | PA      | $825349.00    | 0.08%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                                                             | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    329000 | PA      | $321818.51    | 0.03%             | 2026-05-19      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9063000 | PA      | $8008718.25   | 0.74%             | 2027-03-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    297000 | PA      | $283544.80    | 0.03%             | 2024-03-22      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    709000 | PA      | $689975.96    | 0.06%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    281000 | PA      | $279319.75    | 0.03%             | 2026-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                               | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348896.66    | 0.03%             | 2024-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co                                                                                     | Weyerhaeuser Co                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    278000 | PA      | $321021.68    | 0.03%             | 2032-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                     | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1435000 | PA      | $1406032.10   | 0.13%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1264988.45   | 0.12%             | 2026-09-29      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| ADVOCATE HEALTH CORP                                                                                | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    575000 | PA      | $486193.60    | 0.05%             | 2030-06-15      | Fixed         | 2.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138W9HC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84602 | PA      | $83393.44     | 0.01%             | 2043-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $2231950.00   | 0.21%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENSTAR GROUP LTD                                                                                    | Enstar Group Ltd                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $231779.72    | 0.02%             | 2031-09-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1598829.00   | 0.15%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                                            | Farmers Exchange Capital III                                                     | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $273518.13    | 0.03%             | 2054-10-15      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                              | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    384000 | PA      | $372027.94    | 0.03%             | 2025-04-14      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| AbbVie Inc                                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1398685.69   | 0.13%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1846389.22   | 0.17%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    661000 | PA      | $609217.26    | 0.06%             | 2025-11-24      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X4HS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326665 | PA      | $302925.52    | 0.03%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FREEPORT INDONESIA PT                                                                               | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    355000 | PA      | $337292.92    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                                                                               | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    328000 | PA      | $318497.95    | 0.03%             | 2024-06-26      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse USA Inc                                                                               | Credit Suisse USA Inc                                                            | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    256000 | PA      | $276646.85    | 0.03%             | 2032-07-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| TSMC GLOBAL LTD                                                                                     | TSMC Global Ltd                                                                  | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    310000 | PA      | $279840.74    | 0.03%             | 2025-09-28      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-166432.80   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DEERE & COMPANY                                                                                     | Deere & Co                                                                       | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1397329.72   | 0.13%             | 2025-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137AN3S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46646 | PA      | $45043.55     | 0.00%             | 2041-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14158000 | PA      | $13389817.93  | 1.24%             | 2024-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1267512.15   | 0.12%             | 2064-07-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                          | CUSIP: 759470AQ0<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    284000 | PA      | $278518.40    | 0.03%             | 2025-01-28      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    620000 | PA      | $573153.14    | 0.05%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       237 | NC      | $-30568.59    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HF SINCLAIR CORP                                                                                    | HF Sinclair Corp                                                                 | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1104710.33   | 0.10%             | 2026-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1482432 | PA      | $1318518.92   | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5777000 | PA      | $4342453.57   | 0.40%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    397000 | PA      | $279234.99    | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                               | Goldman Sachs BDC Inc                                                            | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    338000 | PA      | $316584.73    | 0.03%             | 2026-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SITIOS LATINOAMERICA                                                                                | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 03217KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    339000 | PA      | $316117.50    | 0.03%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond - WI Reopening                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $7802453.13   | 0.72%             | 2042-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Brown & Brown Inc                                                                                   | Brown & Brown Inc                                                                | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280960.22    | 0.03%             | 2024-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140H6CF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151472 | PA      | $149207.47    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                       | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    805000 | PA      | $787173.52    | 0.07%             | 2023-08-03      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3879000 | PA      | $2662569.84   | 0.25%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co                                                                              | Commonwealth Edison Co                                                           | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1388580.41   | 0.13%             | 2026-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WJQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88397 | PA      | $86786.17     | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WGV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    638236 | PA      | $628990.95    | 0.06%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Eurosail Plc                                                                                        | Eurosail-UK 2007-4bl PLC                                                         | CUSIP: 000000000<br>LEI: 213800KHTEEB5PS3G589 | Long             | ABS-MBS          | CORP              | GB        |   1349329 | PA      | $1650896.27   | 0.15%             | 2045-06-13      | Floating      | 4.46%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293741.58    | 0.03%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TRITON CONTAINER                                                                                    | Triton Container International Ltd                                               | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1606000 | PA      | $1423347.35   | 0.13%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                                              | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $301567.58    | 0.03%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                                            | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    314000 | PA      | $317311.10    | 0.03%             | 2025-01-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    297000 | PA      | $320993.44    | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| FREEPORT INDONESIA PT                                                                               | Freeport Indonesia PT                                                            | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    210000 | PA      | $194250.00    | 0.02%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Reynolds American Inc                                                                               | Reynolds American Inc                                                            | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    390000 | PA      | $423020.23    | 0.04%             | 2037-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2537463.92   | 0.23%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2137263.66   | 0.20%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                             | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    324000 | PA      | $281666.03    | 0.03%             | 2026-09-16      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                                            | Florida Power & Light Co                                                         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1410534.94   | 0.13%             | 2032-02-03      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Sabra Health Care LP                                                                                | Sabra Health Care LP                                                             | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    287000 | PA      | $277584.90    | 0.03%             | 2026-08-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995834.44    | 0.09%             | 2033-07-22      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FXNX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1916047 | PA      | $214306.41    | 0.02%             | 2050-11-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-10770.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1302949.89   | 0.12%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    508000 | PA      | $466274.42    | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $53.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2021-FL10 Ltd                                                                | CUSIP: 05493FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1918000 | PA      | $1865966.96   | 0.17%             | 2036-06-16      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                                     | AstraZeneca PLC                                                                  | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    337000 | PA      | $328948.29    | 0.03%             | 2025-11-16      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 26 Ltd                                        | CUSIP: 64131QAJ9<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |    995000 | PA      | $986248.98    | 0.09%             | 2030-10-18      | Floating      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                                                                 | SVB Financial Group                                                              | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    550000 | PA      | $420750.00    | 0.04%             | 2031-11-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman CLO XV                                                          | CUSIP: 64129KBE6<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |   1502723 | PA      | $1490654.51   | 0.14%             | 2029-10-15      | Floating      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    616000 | PA      | $574624.75    | 0.05%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $287510.81    | 0.03%             | 2024-07-31      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    323000 | PA      | $279520.87    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10554000 | PA      | $9661032.60   | 0.89%             | 2025-06-30      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138ERUC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81183 | PA      | $80107.55     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re II Ltd                                                                | CUSIP: 67400CAB4<br>LEI: 254900KOPN6EP9T3LD85 | Long             | ABS-MBS          | CORP              | US        |   1632000 | PA      | $1632629.79   | 0.15%             | 2028-07-25      | Floating      | 7.36%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Funding                                                                         | Towd Point Mortgage Funding 2019-Auburn 13 PLC                                   | CUSIP: 000000000<br>LEI: 635400HPLEYAA7LW8Q98 | Long             | ABS-MBS          | CORP              | GB        |   2034000 | PA      | $2468281.47   | 0.23%             | 2045-07-20      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                            | Discovery Communications LLC                                                     | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $172141.68    | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAB1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $255190.65    | 0.02%             | 2045-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| F&G GLOBAL FUNDING                                                                                  | F&G Global Funding                                                               | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1125606.52   | 0.10%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1574590.85   | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                             | CUSIP: 55375KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1883000 | PA      | $1530254.41   | 0.14%             | 2039-09-13      | Variable      | 3.74%                 | Yes           | 2                  | On Loan: No      |
| CBAM CLO Management LLC                                                                             | CBAM 2017-1 Ltd                                                                  | CUSIP: 12480VAC9<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    563810 | PA      | $560545.91    | 0.05%             | 2030-07-20      | Floating      | 6.06%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $-497.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    695000 | PA      | $500545.34    | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-38398.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2302634.57   | 0.21%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 31396JPK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47885 | PA      | $47467.65     | 0.00%             | 2026-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-99239.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                                            | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2A4<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    331000 | PA      | $316322.70    | 0.03%             | 2025-01-11      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                                            | Corporate Office Properties LP                                                   | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    355000 | PA      | $281491.84    | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-983.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                                              | Amur Equipment Finance Receivables XI LLC                                        | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    871000 | PA      | $866056.99    | 0.08%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3452000 | PA      | $3112733.13   | 0.29%             | 2048-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 24 Ltd                                        | CUSIP: 64130HAL5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    487471 | PA      | $484044.87    | 0.04%             | 2030-04-19      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8359000 | PA      | $7014049.94   | 0.65%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RAILWAY                                                                               | Canadian National Railway Co                                                     | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    249000 | PA      | $279367.52    | 0.03%             | 2028-07-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87029200 | PA      | $91557438.06  | 8.48%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31419A3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21346 | PA      | $22538.32     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                                                                           | Hess Corp                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314195.59    | 0.03%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1350516.20   | 0.13%             | 2052-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9281000 | PA      | $8585650.03   | 0.79%             | 2026-08-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    565000 | PA      | $550324.19    | 0.05%             | 2023-11-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                                       | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    750000 | PA      | $692002.41    | 0.06%             | 2025-05-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| DNB BANK ASA                                                                                        | DNB Bank ASA                                                                     | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    361000 | PA      | $319205.88    | 0.03%             | 2027-05-25      | Fixed         | 1.54%                 | Yes           | 2                  | On Loan: No      |
| CITADEL LP                                                                                          | Citadel LP                                                                       | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614549.29    | 0.06%             | 2027-01-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    910000 | PA      | $831314.31    | 0.08%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WP Carey Inc                                                                                        | WP Carey Inc                                                                     | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    319000 | PA      | $312194.18    | 0.03%             | 2025-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Unum Group                                                                                          | Unum Group                                                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    296000 | PA      | $295912.08    | 0.03%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                         | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |   1720489 | PA      | $2025728.61   | 0.19%             | 2044-06-12      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                                            | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    760000 | PA      | $764365.08    | 0.07%             | 2024-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24651 | PA      | $25839.80     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                                                                            | Constellation Brands Inc                                                         | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1258723.63   | 0.12%             | 2025-11-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       123 | NC      | $780577.95    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $596124.70    | 0.06%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Finsbury Square                                                                                     | Finsbury Square                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1190422 | PA      | $1440861.43   | 0.13%             | 2067-12-16      | Floating      | 4.06%                 | Yes           | 2                  | On Loan: No      |
| BANCO INBURSA                                                                                       | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | CUSIP: 05969LAA9<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    339000 | PA      | $334458.51    | 0.03%             | 2024-06-06      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $4520351.56   | 0.42%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $107.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    289000 | PA      | $283309.39    | 0.03%             | 2024-04-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172677 | PA      | $169712.24    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                                                                            | Aon Corp                                                                         | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    244000 | PA      | $253150.00    | 0.02%             | 2027-01-01      | Fixed         | 8.21%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                                                                        | QUALCOMM Inc                                                                     | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    134000 | PA      | $116622.20    | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                                                               | SURA Asset Management SA                                                         | CUSIP: 86425QAA6<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    287000 | PA      | $284652.76    | 0.03%             | 2024-04-17      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                     | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $272208.96    | 0.03%             | 2047-01-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4234000 | PA      | $2916994.44   | 0.27%             | 2051-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9615000 | PA      | $8402233.03   | 0.78%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ALLEGHANY CORP                                                                                      | Alleghany Corp                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    460000 | PA      | $344970.57    | 0.03%             | 2051-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    945000 | PA      | $855443.53    | 0.08%             | 2026-10-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Ace Securities Corp.                                                                                | ACE Securities Corp Home Equity Loan Trust Series 2007-SL2                       | CUSIP: 00443WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53977 | PA      | $53931.96     | 0.00%             | 2037-05-25      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                                              | Allied World Assurance Co Holdings Ltd                                           | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    326000 | PA      | $315242.27    | 0.03%             | 2025-10-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                                             | Public Service Co of Oklahoma                                                    | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $130225.25    | 0.01%             | 2037-11-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    380000 | PA      | $397383.41    | 0.04%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2127044.04   | 0.20%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Mercury General Corp                                                                                | Mercury General Corp                                                             | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1833628.16   | 0.17%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CBRE Services Inc                                                                                   | CBRE Services Inc                                                                | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    316000 | PA      | $314664.98    | 0.03%             | 2026-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4261000 | PA      | $4174546.44   | 0.39%             | 2034-08-15      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| KKR GROUP FINANCE CO III                                                                            | KKR Group Finance Co III LLC                                                     | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $810601.86    | 0.08%             | 2044-06-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $318828.27    | 0.03%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31406BWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19147 | PA      | $19686.51     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FRANKLIN BSP LENDING COR                                                                            | Franklin BSP Lending Corp                                                        | CUSIP: 12325JAJ0<br>LEI: 549300K8IFP295FLKS39 | Long             | DBT              | CORP              | US        |    319000 | PA      | $282040.60    | 0.03%             | 2026-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                                     | Greenpoint Manufactured Housing                                                  | CUSIP: 395383AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $483589.50    | 0.04%             | 2031-08-21      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277347.41    | 0.03%             | 2024-09-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                                     | AstraZeneca PLC                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1436287.13   | 0.13%             | 2037-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    845000 | PA      | $856938.79    | 0.08%             | 2029-07-15      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1844765.04   | 0.17%             | 2025-12-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| General Mills Inc                                                                                   | General Mills Inc                                                                | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    278000 | PA      | $273708.04    | 0.03%             | 2025-04-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3385940 | PA      | $3398824.87   | 0.31%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $4710.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2431426 | PA      | $2237805.95   | 0.21%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1162494.24   | 0.11%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AIR LIQUIDE FINANCE                                                                                 | Air Liquide Finance SA                                                           | CUSIP: 00913RAD8<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    338000 | PA      | $316057.04    | 0.03%             | 2026-09-27      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15000000 | PA      | $15242578.05  | 1.41%             | 2053-02-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2325616 | PA      | $2302935.20   | 0.21%             | 2034-04-25      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                               | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $161344.79    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    440000 | PA      | $383886.80    | 0.04%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                                            | Texas Eastern Transmission LP                                                    | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    351000 | PA      | $328408.59    | 0.03%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    282000 | PA      | $281200.51    | 0.03%             | 2028-05-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332479.36    | 0.03%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                 | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    288000 | PA      | $274876.86    | 0.03%             | 2030-03-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                  | Royalty Pharma PLC                                                               | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1745000 | PA      | $1700904.36   | 0.16%             | 2023-09-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                       | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1376095.65   | 0.13%             | 2030-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82451 | PA      | $79610.81     | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY BANK                                                                                      | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1683203.67   | 0.16%             | 2025-08-22      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                                                                      | Bancolombia SA                                                                   | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    301000 | PA      | $285549.67    | 0.03%             | 2025-01-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                              | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    358000 | PA      | $344512.07    | 0.03%             | 2025-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2249924.43   | 0.21%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| D.R. HORTON INC                                                                                     | DR Horton Inc                                                                    | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    340000 | PA      | $320164.13    | 0.03%             | 2025-10-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $534618.78    | 0.05%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3431000 | PA      | $2961649.90   | 0.27%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re Ltd                                                                | CUSIP: 07876AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    701000 | PA      | $684066.29    | 0.06%             | 2031-06-25      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re III Ltd                                                               | CUSIP: 67400KAB6<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |    524174 | PA      | $523345.67    | 0.05%             | 2029-07-25      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                  | CUSIP: 46653PAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2289036 | PA      | $2023805.47   | 0.19%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -234 | NC      | $-112601.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CANTOR FITZGERALD LP                                                                                | Cantor Fitzgerald LP                                                             | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1118451.65   | 0.10%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                                            | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2086062.18   | 0.19%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $709559.82    | 0.07%             | 2026-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    710000 | PA      | $596122.47    | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                         | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |   2570018 | PA      | $2454503.86   | 0.23%             | 2044-06-12      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                             | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    282000 | PA      | $279959.25    | 0.03%             | 2024-04-29      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2021-5                                 | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814948 | PA      | $664094.04    | 0.06%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-7                                                  | CUSIP: 46592NAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3690106 | PA      | $3329901.74   | 0.31%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ESSENTIAL PROPER                                                                                    | Essential Properties LP                                                          | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    475000 | PA      | $360789.86    | 0.03%             | 2031-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $305308.22    | 0.03%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Nestle Holdings Inc                                                                                 | Nestle Holdings Inc                                                              | CUSIP: 641062AE4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    279000 | PA      | $273258.25    | 0.03%             | 2025-09-24      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2515441.06   | 0.23%             | 2026-01-23      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1277112.90   | 0.12%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    343000 | PA      | $320890.38    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140J55X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200495 | PA      | $197789.88    | 0.02%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                               | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1154073.10   | 0.11%             | 2027-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                                                                        | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1433830.99   | 0.13%             | 2053-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                                               | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2240000 | PA      | $2276000.79   | 0.21%             | 2028-11-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                                             | Public Service Electric and Gas Co                                               | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204509.45    | 0.02%             | 2028-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| FNB CORP                                                                                            | FNB Corp/PA                                                                      | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312823.73    | 0.03%             | 2025-08-25      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    296000 | PA      | $322560.08    | 0.03%             | 2033-10-28      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                            | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    377000 | PA      | $328205.75    | 0.03%             | 2026-11-15      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc                                                                                  | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    917000 | PA      | $1004481.05   | 0.09%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $2832258.72   | 0.26%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824327 | PA      | $796178.20    | 0.07%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2241092 | PA      | $2078421.44   | 0.19%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7858000 | PA      | $7563325.00   | 0.70%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                                                                    | Greywolf CLO V Ltd                                                               | CUSIP: 39808PAL0<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |   3772000 | PA      | $3753109.82   | 0.35%             | 2031-01-27      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11315000 | PA      | $10953450.45  | 1.01%             | 2024-04-30      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |   1670000 | PA      | $1427821.51   | 0.13%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd/Dubai                                                                                | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    284000 | PA      | $272855.84    | 0.03%             | 2026-03-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Kellogg Co                                                                                          | Kellogg Co                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    238000 | PA      | $279347.74    | 0.03%             | 2031-04-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                                            | Pioneer Natural Resources Co                                                     | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    313000 | PA      | $283122.40    | 0.03%             | 2026-01-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                                            | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2098870.45   | 0.19%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                                             | New York Life Insurance Co                                                       | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162651.31    | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                             | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    347000 | PA      | $321144.75    | 0.03%             | 2048-01-20      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                         | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |    852942 | PA      | $1004266.61   | 0.09%             | 2044-06-12      | Floating      | 3.68%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25399000 | PA      | $23819499.69  | 2.21%             | 2024-09-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Reference Remic                                                                         | Freddie Mac Reference REMIC                                                      | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140462 | PA      | $146601.84    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HFGK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117814 | PA      | $116590.54    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ANALOG DEVICES INC                                                                                  | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    695000 | PA      | $584840.21    | 0.05%             | 2031-10-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $17025.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                                             | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    324000 | PA      | $317033.03    | 0.03%             | 2024-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DH EUROPE FINANCE II                                                                                | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    314000 | PA      | $282344.49    | 0.03%             | 2029-11-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1386035.57   | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    965000 | PA      | $855270.22    | 0.08%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                                                 | DBGS 2019-1735 Mortgage Trust                                                    | CUSIP: 23307EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1961000 | PA      | $1477595.85   | 0.14%             | 2037-04-10      | Variable      | 4.19%                 | Yes           | 2                  | On Loan: No      |
| Great Hall Mortgages Plc                                                                            | Great Hall Mortgages No 1 PLC                                                    | CUSIP: 000000000<br>LEI: 213800TM9KICQKGTYR78 | Long             | ABS-MBS          | CORP              | GB        |    289617 | PA      | $310273.89    | 0.03%             | 2039-03-18      | Floating      | 2.19%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DM5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2153783 | PA      | $2026075.77   | 0.19%             | 2051-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    328000 | PA      | $317195.68    | 0.03%             | 2024-10-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XEA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4692172 | PA      | $3973596.59   | 0.37%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                         | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |    422083 | PA      | $497486.85    | 0.05%             | 2044-06-12      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| BAT Capital Corp                                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    485000 | PA      | $452573.61    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp                                                                            | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    267000 | PA      | $310090.89    | 0.03%             | 2032-03-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-251.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VALE CANADA LTD                                                                                     | Vale Canada Ltd                                                                  | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |    322000 | PA      | $358861.79    | 0.03%             | 2032-09-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    289000 | PA      | $275890.24    | 0.03%             | 2025-10-30      | Fixed         | 2.41%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                    | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    387000 | PA      | $354336.79    | 0.03%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7510000 | PA      | $6114489.47   | 0.57%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                               | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    338000 | PA      | $330880.49    | 0.03%             | 2027-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46322.25     | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $899292.38    | 0.08%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Main Street Capital Corp                                                                            | Main Street Capital Corp                                                         | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    278000 | PA      | $276355.36    | 0.03%             | 2024-05-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1381769.46   | 0.13%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    615000 | PA      | $629304.01    | 0.06%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2013-375P                                    | CUSIP: 17320QAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2427000 | PA      | $2208570.00   | 0.20%             | 2035-05-10      | Variable      | 3.52%                 | Yes           | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    297000 | PA      | $333285.24    | 0.03%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-13.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       562 | NC      | $957997.36    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $1655.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $279303.65    | 0.03%             | 2024-06-12      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                 | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335427.66    | 0.03%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    735000 | PA      | $693551.22    | 0.06%             | 2025-06-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31335AJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330609 | PA      | $329280.67    | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9159000 | PA      | $8145785.63   | 0.75%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Equifax Inc                                                                                         | Equifax Inc                                                                      | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417992.35    | 0.04%             | 2023-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ANTARES HOLDINGS                                                                                    | Antares Holdings LP                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    505000 | PA      | $441961.01    | 0.04%             | 2026-07-15      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                                            | Principal Life Global Funding II                                                 | CUSIP: 74256LBJ7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $780410.40    | 0.07%             | 2024-11-21      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                              | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    395000 | PA      | $338264.77    | 0.03%             | 2026-12-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CARLISLE COS INC                                                                                    | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    370000 | PA      | $319879.50    | 0.03%             | 2030-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                        | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2384000 | PA      | $2342029.44   | 0.22%             | 2036-05-15      | Floating      | 6.61%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    235000 | PA      | $179316.58    | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $576515.24    | 0.05%             | 2026-11-10      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2102730.28   | 0.19%             | 2025-09-29      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    283000 | PA      | $279437.25    | 0.03%             | 2025-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46436 | PA      | $48494.89     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    373000 | PA      | $319046.61    | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    998000 | PA      | $977068.51    | 0.09%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RAB8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    525000 | PA      | $575011.66    | 0.05%             | 2036-05-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Municipal Electric Authority of Georgia                                                             | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    477000 | PA      | $512547.52    | 0.05%             | 2057-04-01      | Fixed         | 7.06%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68252 | PA      | $65758.96     | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                                                                         | PepsiCo Inc                                                                      | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    357000 | PA      | $337401.70    | 0.03%             | 2027-03-19      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                                                                  | Roche Holdings Inc                                                               | CUSIP: 771196BS0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    305000 | PA      | $275339.16    | 0.03%             | 2026-03-05      | Fixed         | 0.99%                 | Yes           | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                                                                   | Bharti Airtel Ltd                                                                | CUSIP: 08860HAA2<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    284000 | PA      | $277719.70    | 0.03%             | 2025-06-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604324.44    | 0.06%             | 2046-02-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                                         | Equinor ASA                                                                      | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    327000 | PA      | $316103.93    | 0.03%             | 2025-04-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    580000 | PA      | $562791.99    | 0.05%             | 2024-08-15      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| ANALOG DEVICES INC                                                                                  | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    660000 | PA      | $574664.95    | 0.05%             | 2028-10-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2022-2 Ltd                                                         | CUSIP: 07876GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358000 | PA      | $2357983.02   | 0.22%             | 2032-09-27      | Floating      | 8.31%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    635000 | PA      | $512345.86    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7171000 | PA      | $6515525.78   | 0.60%             | 2025-09-30      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       126 | NC      | $129166.37    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                             | GA Global Funding Trust                                                          | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $983826.04    | 0.09%             | 2026-01-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $311190.60    | 0.03%             | 2032-01-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| AMCOR FINANCE USA INC                                                                               | Amcor Finance USA Inc                                                            | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278705.01    | 0.03%             | 2026-04-28      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| OHIO NAT FINANCIAL SRVS                                                                             | Ohio National Financial Services Inc                                             | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    615000 | PA      | $585134.17    | 0.05%             | 2030-01-24      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7160000 | PA      | $6027545.33   | 0.56%             | 2031-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $173097.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1251475.50   | 0.12%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19033000 | PA      | $18226327.98  | 1.69%             | 2025-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                                             | Shell International Finance BV                                                   | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1150000 | PA      | $1123099.59   | 0.10%             | 2025-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2690000 | PA      | $2720472.64   | 0.25%             | 2027-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                                            | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    785000 | PA      | $822025.66    | 0.08%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                            | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    286000 | PA      | $281731.62    | 0.03%             | 2024-06-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-1                                                | CUSIP: 46654WAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580397 | PA      | $1397276.02   | 0.13%             | 2052-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| American Homes 4 Rent                                                                               | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    291000 | PA      | $278919.87    | 0.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    310000 | PA      | $338414.97    | 0.03%             | 2036-05-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    363000 | PA      | $320790.13    | 0.03%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                                                            | Apollo Management Holdings LP                                                    | CUSIP: 03765HAA9<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190420.02    | 0.02%             | 2024-05-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                  | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    341000 | PA      | $333123.15    | 0.03%             | 2024-05-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                               | Athene Global Funding                                                            | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1576360.17   | 0.15%             | 2026-11-12      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5167000 | PA      | $5133259.49   | 0.48%             | 2031-07-27      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Voya Financial Inc                                                                                  | Voya Financial Inc                                                               | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $264906.57    | 0.02%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                                            | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $262775.44    | 0.02%             | 2039-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                                     | 10YR MINI JGB FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |       -39 | NC      | $-35910.92    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8793000 | PA      | $8476658.11   | 0.78%             | 2028-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3883.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurosail Plc                                                                                        | Eurosail PRIME-UK 2007-A PLC                                                     | CUSIP: 000000000<br>LEI: 213800JGRFCGENSNQ494 | Long             | ABS-MBS          | CORP              | GB        |    524369 | PA      | $628313.49    | 0.06%             | 2045-09-13      | Floating      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    299000 | PA      | $275989.40    | 0.03%             | 2027-10-02      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3486000 | PA      | $3073263.04   | 0.28%             | 2048-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2210000 | PA      | $2535246.94   | 0.23%             | 2033-11-03      | Fixed         | 8.11%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    321000 | PA      | $340849.68    | 0.03%             | 2033-10-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                       | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    271000 | PA      | $273908.83    | 0.03%             | 2026-09-09      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                                                                              | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1455000 | PA      | $1434590.41   | 0.13%             | 2025-08-23      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                                        | Voya CLO 2017-3 Ltd                                                              | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3480000 | PA      | $3411113.40   | 0.32%             | 2034-04-20      | Floating      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    675000 | PA      | $667370.44    | 0.06%             | 2025-05-24      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Eurosail Plc                                                                                        | Eurosail-UK 2007-2np PLC                                                         | CUSIP: 000000000<br>LEI: 213800NEJVUXH4MS6Y78 | Long             | ABS-MBS          | CORP              | GB        |    963532 | PA      | $1170584.88   | 0.11%             | 2045-03-13      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6937000 | PA      | $6759781.29   | 0.63%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                          | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    386000 | PA      | $367142.71    | 0.03%             | 2027-03-25      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Woori Bank                                                                                          | Woori Bank                                                                       | CUSIP: 98105FAC8<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    353000 | PA      | $348470.15    | 0.03%             | 2024-04-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $48327.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                                | CUSIP: 67401FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2464000 | PA      | $2441219.83   | 0.23%             | 2033-10-25      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -53 | NC      | $1655.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $980569.83    | 0.09%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                  | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4691462 | PA      | $4498386.44   | 0.42%             | 2040-02-15      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                         | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |    316894 | PA      | $374670.06    | 0.03%             | 2044-06-12      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                                                             | Deutsche Bank AG/London                                                          | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    339000 | PA      | $336194.80    | 0.03%             | 2024-05-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Markel Corp                                                                                         | Markel Corp                                                                      | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    334000 | PA      | $307619.65    | 0.03%             | 2046-04-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $955356.42    | 0.09%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                                           | CUSIP: 853254AK6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    346000 | PA      | $317734.96    | 0.03%             | 2043-01-09      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                               | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1415832.58   | 0.13%             | 2023-10-02      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3121000 | PA      | $2472873.32   | 0.23%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2020-1 Ltd                                                             | CUSIP: 750493AA6<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |     76947 | PA      | $76886.17     | 0.01%             | 2030-01-25      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| INVITATION HOMES OP                                                                                 | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    334000 | PA      | $284826.91    | 0.03%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                                                                  | Union Pacific Corp                                                               | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1268848.92   | 0.12%             | 2052-09-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204773 | PA      | $214670.88    | 0.02%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Capital I                                                                             | Goldman Sachs Capital I                                                          | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    725000 | PA      | $781269.88    | 0.07%             | 2034-02-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 312944PD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385736 | PA      | $387263.69    | 0.04%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                                                                            | PVH Corp                                                                         | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $565259.48    | 0.05%             | 2025-07-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SPIRIT REALTY LP                                                                                    | Spirit Realty LP                                                                 | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    383000 | PA      | $320483.81    | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| HGI CRE CLO Ltd                                                                                     | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4174500 | PA      | $4002650.03   | 0.37%             | 2036-09-17      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1615000 | PA      | $1446865.31   | 0.13%             | 2033-04-06      | Fixed         | 3.76%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31410GPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78134 | PA      | $81781.59     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                                               | Owl Rock Capital Corp                                                            | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    294000 | PA      | $276930.49    | 0.03%             | 2026-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HANA BANK                                                                                           | Hana Bank                                                                        | CUSIP: 40963LAH7<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    350000 | PA      | $342849.03    | 0.03%             | 2024-09-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                             | CUSIP: 55375KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10103000 | PA      | $144528.47    | 0.01%             | 2039-09-13      | Variable      | 0.34%                 | Yes           | 2                  | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                                             | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAC3<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    281000 | PA      | $277900.57    | 0.03%             | 2024-06-19      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Newmark Group Inc                                                                                   | Newmark Group Inc                                                                | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $758150.82    | 0.07%             | 2023-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Eurosail Plc                                                                                        | Eurosail-UK 2007-3bl PLC                                                         | CUSIP: 000000000<br>LEI: 213800YCKG3TNT5E1296 | Long             | ABS-MBS          | CORP              | GB        |   1041354 | PA      | $1276065.04   | 0.12%             | 2045-06-13      | Floating      | 4.46%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2050000 | PA      | $1989524.75   | 0.18%             | 2023-10-29      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132WPDE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49790 | PA      | $48964.22     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                                | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $640985.57    | 0.06%             | 2051-06-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    323000 | PA      | $276979.83    | 0.03%             | 2030-03-12      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| MEITUAN                                                                                             | Meituan                                                                          | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    385000 | PA      | $349949.22    | 0.03%             | 2025-10-28      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    831000 | PA      | $823294.30    | 0.08%             | 2033-12-27      | Floating      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1065 | NC      | $385017.72    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EQHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121767 | PA      | $116649.38    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9755000 | PA      | $8452555.13   | 0.78%             | 2027-12-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        74 | NC      | $198930.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330000 | PA      | $295416.16    | 0.03%             | 2031-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    815000 | PA      | $807706.69    | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2542451.97   | 0.24%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                                                                               | Reynolds American Inc                                                            | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    715000 | PA      | $817319.59    | 0.08%             | 2040-05-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4540000 | PA      | $4504477.68   | 0.42%             | 2036-11-15      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134478.65    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103990 | PA      | $109061.93    | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1858000 | PA      | $1452849.26   | 0.13%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9244000 | PA      | $8432261.25   | 0.78%             | 2025-07-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                                            | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2256076.23   | 0.21%             | 2028-03-20      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31287YND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5751 | PA      | $5897.95      | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-10014.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9308000 | PA      | $8934589.20   | 0.83%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| LEIDOS INC                                                                                          | Leidos Inc                                                                       | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    570000 | PA      | $552744.04    | 0.05%             | 2025-05-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                                                | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1075000 | PA      | $844378.41    | 0.08%             | 2035-11-15      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218680 | PA      | $1194641.42   | 0.11%             | 2057-10-25      | Floating      | 6.76%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6219000 | PA      | $5629652.61   | 0.52%             | 2025-10-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4775000 | PA      | $4685470.66   | 0.43%             | 2037-01-15      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | HSBC Bank USA NA                                                                 | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    615000 | PA      | $718127.72    | 0.07%             | 2039-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1255084.86   | 0.12%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                            | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    380000 | PA      | $346231.91    | 0.03%             | 2026-01-22      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1885000 | PA      | $1876605.87   | 0.17%             | 2028-01-31      | Fixed         | 3.50%                 | 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        |    805000 | PA      | $709641.15    | 0.07%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $2006947.30   | 0.19%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9663000 | PA      | $8554774.69   | 0.79%             | 2028-02-29      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1975235.67   | 0.18%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORP                                                                                        | Chevron Corp                                                                     | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $337907.72    | 0.03%             | 2025-05-11      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31394VCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3698 | PA      | $3686.85      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    292000 | PA      | $276518.85    | 0.03%             | 2026-03-03      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $279682.81    | 0.03%             | 2025-01-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $329994.22    | 0.03%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1135366.85   | 0.11%             | 2033-04-27      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1486378.60   | 0.14%             | 2042-04-22      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Municipal Electric Authority of Georgia                                                             | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    265000 | PA      | $301692.40    | 0.03%             | 2057-04-01      | Fixed         | 6.64%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $265662.63    | 0.02%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    383000 | PA      | $378021.00    | 0.03%             | 2024-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANNA RMBS                                                                                          | Banna RMBS DAC                                                                   | CUSIP: 000000000<br>LEI: 549300ITMSQX8FY8ZS10 | Long             | ABS-MBS          | CORP              | IE        |    637521 | PA      | $783793.75    | 0.07%             | 2063-12-30      | Floating      | 4.64%                 | Yes           | 2                  | On Loan: No      |
| FannieMae Whole Loan                                                                                | Fannie Mae REMIC Trust 2004-W12                                                  | CUSIP: 31394A7A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342759 | PA      | $364969.44    | 0.03%             | 2044-07-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    450000 | PA      | $347595.15    | 0.03%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                                                                               | Jackson Financial Inc                                                            | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    505000 | PA      | $411828.92    | 0.04%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $598249.01    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4074000 | PA      | $2888561.49   | 0.27%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BHARTI AIRTEL INTERNATIO                                                                            | Bharti Airtel International Netherlands BV                                       | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $329627.10    | 0.03%             | 2024-05-20      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Progress Energy Inc                                                                                 | Progress Energy Inc                                                              | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    295000 | PA      | $345023.23    | 0.03%             | 2031-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    686769 | PA      | $607192.73    | 0.06%             | 2052-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138ENN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272481 | PA      | $281493.64    | 0.03%             | 2040-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                                               | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    553000 | PA      | $550815.48    | 0.05%             | 2023-11-26      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    312000 | PA      | $256883.44    | 0.02%             | 2048-01-09      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    705000 | PA      | $591458.10    | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $479285.42    | 0.04%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                                            | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    435000 | PA      | $356517.60    | 0.03%             | 2039-12-31      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    225000 | PA      | $183769.80    | 0.02%             | 2036-03-31      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Taurus CMBS                                                                                         | Taurus 2021-1 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |    496354 | PA      | $576041.18    | 0.05%             | 2031-05-17      | Floating      | 4.55%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                                    | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    344000 | PA      | $335210.80    | 0.03%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                 | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    381000 | PA      | $323355.64    | 0.03%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    308000 | PA      | $285192.60    | 0.03%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WHGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69537 | PA      | $68486.63     | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4742193 | PA      | $4227349.07   | 0.39%             | 2052-03-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    299000 | PA      | $280373.53    | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                      | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    720000 | PA      | $675230.08    | 0.06%             | 2025-12-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31335ACW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108815 | PA      | $114408.21    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $356692.09    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ONESKY CLASS A LOAN TRU                                                                             | OneSky Class A Loan Trust 2021-1                                                 | CUSIP: 68278AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2139798 | PA      | $1921966.77   | 0.18%             | 2029-07-15      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-22974.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $280788.95    | 0.03%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237498.72    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2020-2 Ltd                                                         | CUSIP: 078782AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1935271 | PA      | $1973877.49   | 0.18%             | 2030-08-26      | Floating      | 10.51%                | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                                                  | Regal Rexnord Corp                                                               | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1271403.73   | 0.12%             | 2033-04-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                                                                             | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    353000 | PA      | $336169.94    | 0.03%             | 2024-12-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                    | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    304000 | PA      | $322660.47    | 0.03%             | 2029-04-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2680000 | PA      | $2680000.00   | 0.25%             | 2024-12-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                    | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    286000 | PA      | $277083.88    | 0.03%             | 2026-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                            | Agilent Technologies Inc                                                         | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    331000 | PA      | $277166.03    | 0.03%             | 2030-06-04      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $340501.87    | 0.03%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                             | BPCE SA                                                                          | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1695000 | PA      | $1716497.30   | 0.16%             | 2027-01-18      | Fixed         | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31402FJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10804 | PA      | $10980.92     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $600240.92    | 0.06%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5206000 | PA      | $3472157.94   | 0.32%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages PLC                                                                               | Paragon Mortgages No 12 PLC                                                      | CUSIP: 000000000<br>LEI: NC14LGCCXH6KWEV2DR91 | Long             | ABS-MBS          | CORP              | GB        |   1671540 | PA      | $1993819.74   | 0.18%             | 2038-11-15      | Floating      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WLCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110744 | PA      | $109414.54    | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1550265.42   | 0.14%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11089000 | PA      | $10768025.46  | 1.00%             | 2024-04-30      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                     | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    356000 | PA      | $324291.67    | 0.03%             | 2026-07-01      | Fixed         | 1.40%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    765000 | PA      | $792715.77    | 0.07%             | 2025-10-14      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3558000 | PA      | $3168843.75   | 0.29%             | 2029-08-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                 | Nomura Holdings Inc                                                              | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    372000 | PA      | $334329.17    | 0.03%             | 2027-01-22      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1239488.76   | 0.11%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                               | Scentre Group Trust 2                                                            | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |    945000 | PA      | $881801.55    | 0.08%             | 2080-09-24      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2020-3 Ltd                                                         | CUSIP: 07877KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2121940 | PA      | $2143216.26   | 0.20%             | 2030-10-25      | Floating      | 8.21%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-456254.18   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $336953.25    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -174 | NC      | $-127100.62   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $844947.71    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                          | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $359001.48    | 0.03%             | 2030-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9316000 | PA      | $8869850.98   | 0.82%             | 2025-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PANASONIC HOLDINGS CORP                                                                             | Panasonic Holdings Corp                                                          | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    292000 | PA      | $280982.76    | 0.03%             | 2024-07-19      | Fixed         | 2.68%                 | Yes           | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                                                  | Raytheon Technologies Corp                                                       | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    336000 | PA      | $319257.27    | 0.03%             | 2027-05-04      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                        | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $214106.97    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER MEXICO                                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    349000 | PA      | $349767.80    | 0.03%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $69624.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    357000 | PA      | $320269.38    | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                                            | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    292000 | PA      | $275778.40    | 0.03%             | 2024-10-18      | Fixed         | 1.22%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                             | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    306000 | PA      | $321520.82    | 0.03%             | 2043-01-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4763530 | PA      | $4602188.57   | 0.43%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                                | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    303000 | PA      | $285021.58    | 0.03%             | 2026-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WCHZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112148 | PA      | $110540.48    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                     | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286689.05    | 0.03%             | 2024-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                                              | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    329000 | PA      | $318569.70    | 0.03%             | 2025-04-07      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                           | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5101000 | PA      | $5008634.66   | 0.46%             | 2036-05-15      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| COSTAR GROUP INC                                                                                    | CoStar Group Inc                                                                 | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $426711.61    | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    370000 | PA      | $321348.70    | 0.03%             | 2026-04-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Finsbury Square                                                                                     | Finsbury Square 2021-2 PLC                                                       | CUSIP: 000000000<br>LEI: 635400K1KOJXSMZCI443 | Long             | ABS-MBS          | CORP              | GB        |    563651 | PA      | $688380.34    | 0.06%             | 2071-12-16      | Floating      | 4.21%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2230000 | PA      | $2026204.65   | 0.19%             | 2025-10-23      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1105372.80   | 0.10%             | 2024-05-13      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                                        | Voya CLO 2014-2 Ltd                                                              | CUSIP: 92912VAY1<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |   1458275 | PA      | $1443225.19   | 0.13%             | 2030-04-17      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $357174.70    | 0.03%             | 2031-03-03      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2020-MH1                                               | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666499 | PA      | $624815.24    | 0.06%             | 2060-02-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                                 | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    306000 | PA      | $280541.72    | 0.03%             | 2027-04-05      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $480509.55    | 0.04%             | 2030-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Validus Holdings Ltd                                                                                | Validus Holdings Ltd                                                             | CUSIP: 91915WAB8<br>LEI: 549300V97BMXPCWUAZ30 | Long             | DBT              | CORP              | BM        |    477000 | PA      | $609329.15    | 0.06%             | 2040-01-26      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    950000 | PA      | $819055.98    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1393291.54   | 0.13%             | 2053-04-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                            | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    344000 | PA      | $335454.30    | 0.03%             | 2025-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TCI Communications Inc                                                                              | TCI Communications Inc                                                           | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $371168.85    | 0.03%             | 2026-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                                                               | Octagon Investment Partners 36 Ltd                                               | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2816095.72   | 0.26%             | 2031-04-15      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAF9<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    366000 | PA      | $331371.42    | 0.03%             | 2024-07-24      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4406368 | PA      | $4136115.91   | 0.38%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132XUQ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112084 | PA      | $110528.58    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $1936.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2019-3 Ltd                                                         | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    700000 | PA      | $696699.08    | 0.06%             | 2029-07-25      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3842805 | PA      | $3548517.31   | 0.33%             | 2050-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    301000 | PA      | $286910.19    | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    311000 | PA      | $290418.76    | 0.03%             | 2026-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    284000 | PA      | $278915.58    | 0.03%             | 2027-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $313419.42    | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3188000 | PA      | $3116072.34   | 0.29%             | 2037-12-15      | Floating      | 6.61%                 | Yes           | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $992543.65    | 0.09%             | 2052-06-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                                              | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    341000 | PA      | $333640.51    | 0.03%             | 2024-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6571000 | PA      | $5814308.28   | 0.54%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2022-1                                 | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713305 | PA      | $592228.49    | 0.05%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1025000 | PA      | $869307.81    | 0.08%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| FREEPORT INDONESIA PT                                                                               | Freeport Indonesia PT                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $194586.32    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1695593.64   | 0.16%             | 2050-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    293000 | PA      | $275350.32    | 0.03%             | 2026-04-28      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1236743.32   | 0.11%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                                            | Devon Energy Corp                                                                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    425000 | PA      | $498096.18    | 0.05%             | 2031-09-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                          | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    263000 | PA      | $257741.40    | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1221909.67   | 0.11%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $276821.15    | 0.03%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| INTERCORP FIN SER INC                                                                               | Intercorp Financial Services Inc                                                 | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |    373000 | PA      | $338604.08    | 0.03%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                                       | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2776000 | PA      | $2726508.64   | 0.25%             | 2038-04-15      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       488 | NC      | $403496.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-1 Ltd                                                              | CUSIP: 26983BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606128 | PA      | $606150.40    | 0.06%             | 2033-10-25      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5480000 | PA      | $3636065.60   | 0.34%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    330000 | PA      | $255601.50    | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    298000 | PA      | $336685.53    | 0.03%             | 2033-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                                                               | Grupo Bimbo SAB de CV                                                            | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    402000 | PA      | $396022.17    | 0.04%             | 2024-06-27      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -40 | NC      | $-15503.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                 | Consumers Energy Co                                                              | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $875394.81    | 0.08%             | 2052-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155937 | PA      | $153480.09    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Yara International ASA                                                                              | Yara International ASA                                                           | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    346000 | PA      | $327493.41    | 0.03%             | 2026-06-06      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                                            | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    732000 | PA      | $687420.86    | 0.06%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSX78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222782 | PA      | $219777.69    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                                                             | MultiCare Health System                                                          | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |    715000 | PA      | $455306.14    | 0.04%             | 2050-08-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                           | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    289000 | PA      | $268479.93    | 0.02%             | 2026-04-17      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31416VBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205083 | PA      | $213148.80    | 0.02%             | 2035-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3437000 | PA      | $3038388.56   | 0.28%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    940000 | PA      | $842572.33    | 0.08%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334522.53    | 0.03%             | 2025-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                     | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    835000 | PA      | $968069.07    | 0.09%             | 2037-03-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    346000 | PA      | $319595.00    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    585000 | PA      | $589301.91    | 0.05%             | 2032-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                                            | Time Warner Cable Enterprises LLC                                                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $1015100.69   | 0.09%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RGU0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    415000 | PA      | $512173.48    | 0.05%             | 2031-11-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1436440.34   | 0.13%             | 2027-01-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    332000 | PA      | $291156.64    | 0.03%             | 2026-08-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817539.63    | 0.08%             | 2038-01-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $193494.00    | 0.02%             | 2023-11-24      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Lehman Brothers Holdings Inc                                                                        | LEHMAN BRTH HLD                                                                  | CUSIP: 000000000<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $145.00       | 0.00%             | 2056-11-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WEYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287893 | PA      | $283722.49    | 0.03%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3714000 | PA      | $3346517.12   | 0.31%             | 2044-08-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1000472.33   | 0.09%             | 2028-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    281000 | PA      | $272863.52    | 0.03%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                                                                                  | BMW US Capital LLC                                                               | CUSIP: 05565EBZ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1404491.69   | 0.13%             | 2025-04-01      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                               | CUSIP: 36202F2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90936 | PA      | $92802.30     | 0.01%             | 2042-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                                               | CH Robinson Worldwide Inc                                                        | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    289000 | PA      | $282214.75    | 0.03%             | 2028-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                             | CUSIP: 55375KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6248000 | PA      | $24238.49     | 0.00%             | 2039-09-13      | Variable      | 0.05%                 | Yes           | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                  | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $680291.13    | 0.06%             | 2025-09-02      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                              | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    332000 | PA      | $283479.59    | 0.03%             | 2030-04-30      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                                            | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    292000 | PA      | $275271.36    | 0.03%             | 2026-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982561 | PA      | $893716.24    | 0.08%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Banc of America Mortgage Securities                                                                 | Banc of America Mortgage 2004-D Trust                                            | CUSIP: 05949ADG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43778 | PA      | $40978.86     | 0.00%             | 2034-05-25      | Variable      | 3.04%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-8                                                  | CUSIP: 46592TAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2746023 | PA      | $2519229.06   | 0.23%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                                                                                  | Macquarie Bank Ltd                                                               | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    335000 | PA      | $288864.02    | 0.03%             | 2030-06-03      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                                             | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    324000 | PA      | $315417.24    | 0.03%             | 2025-04-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | GB        |         1 | NC      | $18222.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1796940.60   | 0.17%             | 2049-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                                             | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1156549.81   | 0.11%             | 2061-12-01      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                        | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    439000 | PA      | $296740.26    | 0.03%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140EUKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215172 | PA      | $217748.73    | 0.02%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                            | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    346000 | PA      | $333865.31    | 0.03%             | 2024-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    220000 | PA      | $214452.51    | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                                   | Kinder Morgan Inc                                                                | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1385111.91   | 0.13%             | 2033-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6552000 | PA      | $6267653.42   | 0.58%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1000484.79   | 0.09%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31402CVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84513 | PA      | $88254.79     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                 | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2239000 | PA      | $2008949.02   | 0.19%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    380000 | PA      | $352564.91    | 0.03%             | 2040-10-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                  | CUSIP: 46653PAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3546189 | PA      | $3253087.50   | 0.30%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HFGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99363 | PA      | $98507.75     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128M96Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278944 | PA      | $276710.58    | 0.03%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                  | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1392000 | PA      | $1413323.16   | 0.13%             | 2026-01-09      | Fixed         | 6.47%                 | Yes           | 2                  | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                                                              | British Airways 2020-1 Class A Pass Through Trust                                | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230997 | PA      | $212802.67    | 0.02%             | 2032-11-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4463000 | PA      | $2705868.07   | 0.25%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31359XFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13033 | PA      | $13441.51     | 0.00%             | 2029-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                       | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1403928.53   | 0.13%             | 2025-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31404EGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17719 | PA      | $18356.15     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                                                                            | International Business Machines Corp                                             | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1261889.90   | 0.12%             | 2024-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                                        | Voya CLO 2016-1 Ltd                                                              | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1976906.00   | 0.18%             | 2031-01-20      | Floating      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | Bank of America NA                                                               | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    310000 | PA      | $337495.71    | 0.03%             | 2036-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                  | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277846.78    | 0.03%             | 2025-05-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235691.38    | 0.02%             | 2031-03-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3376814 | PA      | $3389663.64   | 0.31%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HKLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055850 | PA      | $1077364.59   | 0.10%             | 2048-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                             | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $560180.06    | 0.05%             | 2025-01-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                               | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    429000 | PA      | $383582.22    | 0.04%             | 2027-01-26      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    403000 | PA      | $331620.14    | 0.03%             | 2032-05-24      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                   | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    377000 | PA      | $371528.75    | 0.03%             | 2024-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                             | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    301000 | PA      | $285856.93    | 0.03%             | 2024-05-28      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828WE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5172000 | PA      | $5091995.63   | 0.47%             | 2023-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140J55V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80587 | PA      | $79552.56     | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418CNT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58902 | PA      | $59333.64     | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                              | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    605000 | PA      | $574247.88    | 0.05%             | 2025-01-22      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re Ltd                                                                | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3282068 | PA      | $3258767.08   | 0.30%             | 2031-06-25      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                               | Vale Overseas Ltd                                                                | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    267000 | PA      | $277800.15    | 0.03%             | 2026-08-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 31393GV35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289807 | PA      | $299025.27    | 0.03%             | 2032-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-33515.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                  | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $559222.60    | 0.05%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                           | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    685000 | PA      | $676921.22    | 0.06%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                        | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  77162019 | NS      | $77146586.36  | 7.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SAH6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    579000 | PA      | $796210.10    | 0.07%             | 2039-02-06      | Fixed         | 10.20%                | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10173000 | PA      | $9649249.40   | 0.89%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    685000 | PA      | $587194.19    | 0.05%             | 2033-01-25      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                                                | Tencent Holdings Ltd                                                             | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    349000 | PA      | $343727.38    | 0.03%             | 2024-04-11      | Fixed         | 3.28%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70016 | PA      | $70953.69     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                                                            | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    338000 | PA      | $299823.03    | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    658788 | PA      | $651605.38    | 0.06%             | 2031-11-25      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6979000 | PA      | $5768034.49   | 0.53%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $657189.26    | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    740000 | PA      | $595774.44    | 0.06%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31283HZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12839 | PA      | $13422.58     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8508000 | PA      | $7465437.68   | 0.69%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    346000 | PA      | $332270.51    | 0.03%             | 2027-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                  | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    333000 | PA      | $329980.54    | 0.03%             | 2024-11-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5288000 | PA      | $4325625.30   | 0.40%             | 2030-05-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                          | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2617000 | PA      | $2182043.87   | 0.20%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $938270.48    | 0.09%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    334000 | PA      | $285867.23    | 0.03%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3105000 | PA      | $3171726.45   | 0.29%             | 2052-12-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3342000 | PA      | $2943309.83   | 0.27%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MUTUAL OF OMAHA INS CO                                                                              | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AD2<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    295000 | PA      | $282998.18    | 0.03%             | 2054-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $89.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4975000 | PA      | $4762202.14   | 0.44%             | 2024-01-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    865000 | PA      | $844498.64    | 0.08%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    302000 | PA      | $319549.52    | 0.03%             | 2028-10-27      | Fixed         | 6.36%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12660000 | PA      | $11600714.00  | 1.07%             | 2025-05-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2020-1 Ltd                                                              | CUSIP: 26982LAC4<br>LEI: 254900SAV74IHXQ8XY35 | Long             | ABS-MBS          | CORP              | BM        |   1275000 | PA      | $1267880.02   | 0.12%             | 2030-01-25      | Floating      | 6.31%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EHGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128872 | PA      | $134781.04    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1434345.77   | 0.13%             | 2033-01-31      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                                                                  | Athene Holding Ltd                                                               | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2144102.47   | 0.20%             | 2028-01-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1436991.11   | 0.13%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                                                            | Pacific Life Insurance Co                                                        | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    255000 | PA      | $207552.31    | 0.02%             | 2067-10-24      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                              | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $442573.35    | 0.04%             | 2041-03-01      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WJ6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96299 | PA      | $94586.30     | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31287NCG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5099 | PA      | $5251.33      | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5563000 | PA      | $3849552.55   | 0.36%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Mississippi Power Co                                                                                | Mississippi Power Co                                                             | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318018.11    | 0.03%             | 2028-03-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| KEY BANK NA                                                                                         | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    740000 | PA      | $741877.78    | 0.07%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                                     | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 17307GLN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29964 | PA      | $27977.38     | 0.00%             | 2034-09-25      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3078000 | PA      | $3071896.94   | 0.28%             | 2037-06-19      | Floating      | 6.64%                 | Yes           | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                        | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $976698.57    | 0.09%             | 2026-02-08      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| CubeSmart LP                                                                                        | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    288000 | PA      | $273086.68    | 0.03%             | 2029-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $284705.69    | 0.03%             | 2041-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                                                                              | Mid-America Apartments LP                                                        | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    283000 | PA      | $277302.57    | 0.03%             | 2024-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages PLC                                                                               | Paragon Mortgages No 12 PLC                                                      | CUSIP: 000000000<br>LEI: NC14LGCCXH6KWEV2DR91 | Long             | ABS-MBS          | CORP              | GB        |    560540 | PA      | $666541.40    | 0.06%             | 2038-11-15      | Floating      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2412179.50   | 0.22%             | 2026-11-19      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| SECURITY BENEFIT GL FUND                                                                            | Security Benefit Global Funding                                                  | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708934.22    | 0.07%             | 2024-05-17      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Aetna Inc                                                                                           | Aetna Inc                                                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1401768.74   | 0.13%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7513000 | PA      | $6536603.46   | 0.61%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                                                     | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316395.25    | 0.03%             | 2025-09-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104986.10    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64766 | PA      | $64902.58     | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ResLoC UK PLC                                                                                       | Resloc UK 2007-1 PLC                                                             | CUSIP: 000000000<br>LEI: 213800RE18XIC3OI1847 | Long             | ABS-MBS          | CORP              | GB        |   1439223 | PA      | $1692790.70   | 0.16%             | 2043-12-15      | Floating      | 3.68%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                             | Blackstone Secured Lending Fund                                                  | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    520000 | PA      | $484894.20    | 0.04%             | 2026-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2003044.82   | 0.19%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $520000.51    | 0.05%             | 2027-06-14      | Fixed         | 1.64%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    779000 | PA      | $772958.36    | 0.07%             | 2025-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Venture CDO Ltd                                                                                     | Venture XXVIII CLO Ltd                                                           | CUSIP: 92331AAW4<br>LEI: 54930010DKR017G3JK24 | Long             | ABS-CBDO         | CORP              | KY        |   1527827 | PA      | $1503333.94   | 0.14%             | 2030-07-20      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                       | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    398000 | PA      | $317138.42    | 0.03%             | 2032-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                          | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77587.12     | 0.01%             | 2024-12-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2140000 | PA      | $1856764.86   | 0.17%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Dewolf Park clo, ltd                                                                                | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1485024.00   | 0.14%             | 2030-10-15      | Floating      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3131Y1U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177102 | PA      | $178253.38    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                                              | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    965000 | PA      | $933637.50    | 0.09%             | 2023-08-09      | Fixed         | 0.52%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                  | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    281000 | PA      | $278028.42    | 0.03%             | 2024-08-01      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                                                                              | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1485000 | PA      | $1468635.72   | 0.14%             | 2027-08-23      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| QUANTA SERVICES INC                                                                                 | Quanta Services Inc                                                              | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    343000 | PA      | $319282.73    | 0.03%             | 2024-10-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 35 LTD                                                                  | OCTAGON INVESTMENT PARTNERS 35 LTD                                               | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |   1137000 | PA      | $1130355.37   | 0.10%             | 2031-01-20      | Floating      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    570000 | PA      | $489359.13    | 0.05%             | 2031-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3977000 | PA      | $3399558.25   | 0.31%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                                                                      | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    351000 | PA      | $327871.46    | 0.03%             | 2026-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                                                            | Solvay Finance America LLC                                                       | CUSIP: 834423AB1<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    276000 | PA      | $269341.99    | 0.02%             | 2025-12-03      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31335BJB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157512 | PA      | $155339.58    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| STARBUCKS CORP                                                                                      | Starbucks Corp                                                                   | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    348000 | PA      | $316822.12    | 0.03%             | 2027-03-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                                                                  | Ally Financial Inc                                                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    257000 | PA      | $281768.99    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                         | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    283000 | PA      | $276662.49    | 0.03%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                    | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    323000 | PA      | $315688.45    | 0.03%             | 2025-08-11      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -71 | NC      | $311221.91    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297251 | PA      | $285309.30    | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2019-1 Ltd                                                               | CUSIP: 43731AAA1<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |   5517412 | PA      | $5518504.98   | 0.51%             | 2029-05-25      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| SKY LTD                                                                                             | Sky Ltd                                                                          | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $336158.72    | 0.03%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29418 | PA      | $30771.03     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                                                              | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    362851 | PA      | $355312.78    | 0.03%             | 2051-07-25      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| AMPHENOL CORP                                                                                       | Amphenol Corp                                                                    | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    334000 | PA      | $315804.74    | 0.03%             | 2025-03-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4172000 | PA      | $2698436.58   | 0.25%             | 2050-11-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172598.12    | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    377000 | PA      | $323386.21    | 0.03%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BARRICK NA FINANCE LLC                                                                              | Barrick North America Finance LLC                                                | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $1032967.61   | 0.10%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

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