# EDGAR Filing Document

**Accession Number:** 0000357059
**File Stem:** 0001752724-23-036876
**Filing Date:** 2023-2
**Character Count:** 152960
**Document Hash:** 92a393d903d9a77af64804054f88a315
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036876.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036876

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP LIMITED-TERM GOVERNMENT FUNDS
- **CENTRAL INDEX KEY:** 0000357059
- **IRS NUMBER:** 232448704
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03363
- **FILM NUMBER:** 23658414

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 18005231918

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP LIMITED TERM GOVERNMENT FUNDS
- **DATE OF NAME CHANGE:** 19991223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP LIMITED TERM GOVERNMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19950828

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP TREASURY RESERVES INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND (Series ID: S000002397)

| Class ID   | Class Name                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000006359 | DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS A             | DTRIX           |
| C000006361 | DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS C             | DTICX           |
| C000006362 | DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS R             | DLTRX           |
| C000006363 | DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND INSTITUTIONAL CLASS | DTINX           |
| C000190626 | DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS R6            | DLTZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Delaware Group Limited-Term Government Funds

- **b. Investment Company Act file number:** 811-03363

- **c. CIK number of Registrant:** 0000357059

- **d. LEI of Registrant:** 549300TW15BLCQFHDO16

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 800-523-1918

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

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

- **b. EDGAR series identifier (if any):** S000002397

- **c. LEI of Series:** CPYJ7BXGHNWDE01BCD50

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $429560613.99

**Total Liabilities:** $2188341.78

**Net Assets:** $427372272.21

**Cash Not Reported:** $882717.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1590.90106000 | **1-Year:** 33958.08824000 | **5-Year:** 40481.76913000 | **10-Year:** 1475.81570000 | **30-Year:** 0.00000000

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

- **3-Month:** 9.75180000 | **1-Year:** 3541.91781000 | **5-Year:** 1793.64637000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006359 | -0.15%               | 1.31%                | 0.27%                |
| Class ID C000006361 | -0.22%               | 1.24%                | 0.19%                |
| Class ID C000006362 | -0.18%               | 1.28%                | 0.24%                |
| Class ID C000190626 | -0.13%               | 1.32%                | 0.28%                |
| Class ID C000006363 | -0.14%               | 1.32%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1347326.10             | $80424.98                                  |
| Month 2  | $-1922946.90             | $6146204.41                                |
| Month 3  | $-2269757.13             | $2184899.43                                |

**Designated Index Information**

- **Index Name:** BBG Government/Credit 1-3 Yr Index

- **Index Identifier:** LEH1-3YRGC

### Schedule of Portfolio Investments

| Name                                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FYEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5114111 | PA      | $4440798.71   | 1.04%             | 2031-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4391289.18   | 1.03%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                             | DAE Sukuk Difc Ltd                                                               | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $190224.20    | 0.04%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                                                | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1806358.94   | 0.42%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                              | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $2087633.59   | 0.49%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33                 | Octagon Investment Partners 33 Ltd                                               | CUSIP: 675711AA3<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2624952.20   | 0.61%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1807346.58   | 0.42%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                 | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $801927.99    | 0.19%             | 2025-09-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy XXI CLO Ltd                                                               | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1473715.50   | 0.34%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    947000 | PA      | $752263.37    | 0.18%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                        | Sensata Technologies BV                                                          | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $462795.90    | 0.11%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2185000 | PA      | $2193193.75   | 0.51%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335AU97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87824 | PA      | $84215.72     | 0.02%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132AEH41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295686 | PA      | $289737.52    | 0.07%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214345.24    | 0.05%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                             | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1909082.76   | 0.45%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    855000 | PA      | $822124.31    | 0.19%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                        | ENN Energy Holdings Ltd                                                          | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $243197.50    | 0.06%             | 2027-05-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 83 CLO Ltd                                                                | CUSIP: 26246EAC2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3034912.40   | 0.71%             | 2032-01-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | TRESTLES CLO V LTD                                                               | CUSIP: 89532UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2424685.00   | 0.57%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                   | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    945000 | PA      | $864458.31    | 0.20%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                       | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148054.93    | 0.03%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                       | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     95000 | PA      | $81965.61     | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | Misc Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $181491.88    | 0.04%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14395000 | PA      | $14396687.09  | 3.37%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2021757.66   | 0.47%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAJ6<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    765000 | PA      | $710108.65    | 0.17%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $461417.34    | 0.11%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ESAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620441 | PA      | $641077.43    | 0.15%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J83Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234258 | PA      | $242267.65    | 0.06%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1114888.42   | 0.26%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   2067904 | NS      | $2067904.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIRATES NBD BANK PJSC                         | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $189964.60    | 0.04%             | 2025-02-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1008000 | PA      | $991902.04    | 0.23%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                 | Hyundai Auto Lease Securitization Trust 2021-A                                   | CUSIP: 44891TAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $3998019.88   | 0.94%             | 2025-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAC7<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199810.00    | 0.05%             | 2028-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2135767.36   | 0.50%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                       | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $455369.62    | 0.11%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2975589.01   | 0.70%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2067904 | NS      | $2067904.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Trafigura Securitisation Finan                 | Trafigura Securitisation Finance PLC 2021-1                                      | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   3850000 | PA      | $3466751.75   | 0.81%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA                                  | Bank of China Ltd                                                                | CUSIP: 061202AA5<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $199005.86    | 0.05%             | 2024-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                         | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    615000 | PA      | $612476.72    | 0.14%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266803.01    | 0.06%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138EMNW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796650 | PA      | $786488.68    | 0.18%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226986 | PA      | $206062.17    | 0.05%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2019-2 Ltd                                                    | CUSIP: 13887WAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2704164.40   | 0.63%             | 2034-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                               | Triton Container International Ltd                                               | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   2725000 | PA      | $2521565.13   | 0.59%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177299.44    | 0.04%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                    | Volkswagen Auto Lease Trust 2022-A                                               | CUSIP: 92868AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1908084.36   | 0.45%             | 2025-07-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186114.28    | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2021-A                                              | CUSIP: 34532NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $163728.65    | 0.04%             | 2026-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77570.14     | 0.02%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336714.17    | 0.08%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134784 | PA      | $134048.90    | 0.03%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                       | Banco Continental SAECA                                                          | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |    585000 | PA      | $524081.03    | 0.12%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444997.74    | 0.10%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1617095.79   | 0.38%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2414213.51   | 0.56%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $176234.40    | 0.04%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TRUST F/1401                                   | Trust Fibra Uno                                                                  | CUSIP: 898324AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $193344.00    | 0.05%             | 2026-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                               | AMC Networks Inc                                                                 | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    610000 | PA      | $571417.50    | 0.13%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251807.85    | 0.06%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR Clo 32 Ltd                                                                   | CUSIP: 48254HAA2<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1678155.00   | 0.39%             | 2032-01-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                            | Verizon Owner Trust 2020-C                                                       | CUSIP: 92348CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746935 | PA      | $734614.30    | 0.17%             | 2025-04-21      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   2067904 | NS      | $2067904.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468911.58    | 0.11%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241279.08    | 0.06%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4709660.34   | 1.10%             | 2027-03-09      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                       | Kia Corp                                                                         | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $185731.96    | 0.04%             | 2025-02-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1394672.91   | 0.33%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X8BP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227980 | PA      | $196576.67    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 226775AF1<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    200000 | PA      | $200318.00    | 0.05%             | 2023-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                               | IRB Holding Corp                                                                 | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176831.85    | 0.04%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                            | Sound Point Clo XXI Ltd                                                          | CUSIP: 83613HAA5<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3119737.60   | 0.73%             | 2031-10-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5YV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27699 | PA      | $25871.46     | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162509.55    | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                           | Verizon Master Trust                                                             | CUSIP: 92348KAH6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3707000 | PA      | $3464727.53   | 0.81%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4231703.69   | 0.99%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 48                 | Octagon Investment Partners 48 Ltd                                               | CUSIP: 67577UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2815984.10   | 0.66%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAJ9<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $280198.20    | 0.07%             | 2026-03-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1235940.34   | 0.29%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QK6D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486853 | PA      | $443917.80    | 0.10%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                 | GM Financial Automobile Leasing Trust 2022-1                                     | CUSIP: 36265MAE5<br>LEI: 2549001DWK2615D9KR84 | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2037154.24   | 0.48%             | 2026-02-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $236643.75    | 0.06%             | 2025-05-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                                | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1293711.83   | 0.30%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    380000 | PA      | $372302.34    | 0.09%             | 2024-03-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                              | Zais Clo 16 Ltd                                                                  | CUSIP: 98875JAS3<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1945786.00   | 0.46%             | 2034-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                           | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4151349.87   | 0.97%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2151615 | PA      | $2093757.43   | 0.49%             | 2025-06-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing 2022-2 LLC                                            | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1183211.64   | 0.28%             | 2029-05-21      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06053FAA7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338596.48    | 0.08%             | 2023-07-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X3BE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1138017 | PA      | $1145447.49   | 0.27%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1244506.00   | 0.29%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                             | Banco de Bogota SA                                                               | CUSIP: 059514AC3<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $196477.12    | 0.05%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                   | Kookmin Bank                                                                     | CUSIP: 50050GAK4<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199110.00    | 0.05%             | 2023-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                            | MEGlobal Canada ULC                                                              | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196830.00    | 0.05%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2295000 | PA      | $2140820.98   | 0.50%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1204563.45   | 0.28%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $982011.68    | 0.23%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE CRED E INVER                          | Banco de Credito e Inversiones SA                                                | CUSIP: 05956NAE2<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198753.40    | 0.05%             | 2023-02-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                     | Alsea SAB de CV                                                                  | CUSIP: 021151AA3<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198644.00    | 0.05%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                        | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5429996.48   | 1.27%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63835 | PA      | $52688.10     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7538684.85   | 1.76%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -32 | NC      | $-576.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1585000 | PA      | $1546009.32   | 0.36%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 2018-1 Ltd                                                         | CUSIP: 05875HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2709319.25   | 0.63%             | 2031-04-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1252931.68   | 0.29%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIFY Auto Receivables Trust                   | UNIFY Auto Receivables Trust 2021-1                                              | CUSIP: 90775QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193875 | PA      | $191829.19    | 0.04%             | 2025-06-16      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $245534.48    | 0.06%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191687 | PA      | $194574.43    | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    179000 | PA      | $154635.47    | 0.04%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EKB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71964 | PA      | $71490.64     | 0.02%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    955000 | PA      | $935186.71    | 0.22%             | 2027-04-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR                                | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90016LAA4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $182515.60    | 0.04%             | 2026-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                             | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195235.24    | 0.05%             | 2024-04-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110749 | PA      | $103648.76    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                         | Tesla Auto Lease Trust 2021-A                                                    | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4725000 | PA      | $4515206.69   | 1.06%             | 2025-03-20      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Global Market Strategies CLO 2014-2R Ltd                                 | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    985636 | PA      | $968722.06    | 0.23%             | 2031-05-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                  | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $205576.00    | 0.05%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO IX Ltd                                               | CUSIP: 08181BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492904.50    | 0.12%             | 2031-07-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2022-A                                              | CUSIP: 345286AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1521488.32   | 0.36%             | 2027-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691551.63    | 0.16%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                          | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256135.04    | 0.06%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2562594.85   | 0.60%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                          | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    580000 | PA      | $544942.83    | 0.13%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                        | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $185640.00    | 0.04%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    771000 | PA      | $747716.11    | 0.17%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                      | MGM RESORTS INTERNATIONAL                                                        | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2238672.57   | 0.52%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 34 CLO Ltd                                                               | CUSIP: 92332CAA7<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $686017.50    | 0.16%             | 2031-10-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                 | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    790000 | PA      | $722850.00    | 0.17%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QCBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132792 | PA      | $119026.92    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222296.25    | 0.05%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580288 | PA      | $575712.08    | 0.13%             | 2033-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1188525 | PA      | $1241150.46   | 0.29%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9UD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15841 | PA      | $16546.04     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding IX CLO Ltd                                                         | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1478527.50   | 0.35%             | 2031-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                                           | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1320000 | PA      | $1245803.86   | 0.29%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $185100.00    | 0.04%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                          | DP World Crescent Ltd                                                            | CUSIP: 26139PAA1<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    615000 | PA      | $610751.58    | 0.14%             | 2023-05-31      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539277 | PA      | $472940.27    | 0.11%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                              | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $200878.14    | 0.05%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QM6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198727 | PA      | $180862.38    | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                            | CUSIP: 29364WAS7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2020732.85   | 0.47%             | 2023-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                            | Inversiones CMPC SA                                                              | CUSIP: 46128MAG6<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   1520000 | PA      | $1499730.49   | 0.35%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FCM43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1939406.80   | 0.45%             | 2024-10-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615840 | PA      | $575230.49    | 0.13%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                        | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAC4<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $182291.66    | 0.04%             | 2026-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HNV1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1615484.52   | 0.38%             | 2023-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K724 Mortgage Trust                                                   | CUSIP: 30295XAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1464911.85   | 0.34%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                       | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAA1<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |   1475000 | PA      | $1360244.56   | 0.32%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                        | GA Global Funding Trust                                                          | CUSIP: 36143L2B0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $3856847.53   | 0.90%             | 2024-04-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                           | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185016.12    | 0.04%             | 2025-01-23      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                         | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $196653.00    | 0.05%             | 2024-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106218 | PA      | $100628.99    | 0.02%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    290000 | PA      | $267430.87    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738947 | PA      | $708643.84    | 0.17%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                           | Stillwater Mining Co                                                             | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176869.20    | 0.04%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1306309.73   | 0.31%             | 2024-03-16      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192576.30    | 0.05%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                                | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    853000 | PA      | $854243.84    | 0.20%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XP INC                                         | XP Inc                                                                           | CUSIP: 98379XAA2<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $179994.00    | 0.04%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                             | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2744023.72   | 0.64%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Bancomer SA/Texas                                                           | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1115000 | PA      | $1012386.55   | 0.24%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   2067904 | NS      | $2067904.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97349.45     | 0.02%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       497 | PA      | $517.90       | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828678.96    | 0.19%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                 | Bancolombia SA                                                                   | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    215000 | PA      | $204022.49    | 0.05%             | 2025-01-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                                           | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2828350.14   | 0.66%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615477 | PA      | $576234.92    | 0.13%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 3133TQCA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2453 | PA      | $2380.43      | 0.00%             | 2030-12-25      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| CIMB BANK BHD                                  | CIMB Bank Bhd                                                                    | CUSIP: 12570RAA3<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $175245.50    | 0.04%             | 2027-07-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    875000 | PA      | $810559.14    | 0.19%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $860204.94    | 0.20%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34775000 | PA      | $34753265.63  | 8.13%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                     | JD.com Inc                                                                       | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $407825.03    | 0.10%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134484 | PA      | $126150.89    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                            | CBAM 2020-13 Ltd                                                                 | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2945343.00   | 0.69%             | 2034-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204019 | PA      | $191378.40    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |   3905000 | PA      | $3776649.68   | 0.88%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2656429.16   | 0.62%             | 2024-03-08      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                        | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1728606.42   | 0.40%             | 2024-04-12      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    830000 | PA      | $791211.86    | 0.19%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232997 | PA      | $240987.08    | 0.06%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2997471.56   | 0.70%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                           | Verizon Master Trust                                                             | CUSIP: 92348KAJ2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1551977.80   | 0.36%             | 2028-07-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758993.33    | 0.18%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72413.86     | 0.02%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J87H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940632 | PA      | $982005.64    | 0.23%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                 | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1335104.79   | 0.31%             | 2025-08-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                               | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1258530.73   | 0.29%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $395452.21    | 0.09%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                          | Vale Overseas Ltd                                                                | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207490.72    | 0.05%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79626 | PA      | $65353.39     | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3091251 | PA      | $3138107.63   | 0.73%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCR7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3960000 | PA      | $3935337.12   | 0.92%             | 2024-03-04      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132WLUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72280 | PA      | $67809.49     | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108157 | PA      | $103262.77    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                 | American Express Credit Account Master Trust                                     | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3910362.80   | 0.91%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                                  | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    689000 | PA      | $678197.30    | 0.16%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $774026.77    | 0.18%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                        | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: 38060AAB0<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $248070.30    | 0.06%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182916.00    | 0.04%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 2 YEAR US TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       276 | NC      | $49047.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    476000 | PA      | $487124.12    | 0.11%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOC QUIMICA Y MINERA DE                        | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AE3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $199057.58    | 0.05%             | 2023-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    835000 | PA      | $817416.57    | 0.19%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1705000 | PA      | $1704431.55   | 0.40%             | 2023-02-17      | Floating      | 4.37%                 | 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        |   1215000 | PA      | $1121533.33   | 0.26%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5KJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558374 | PA      | $513071.26    | 0.12%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1728220.20   | 0.40%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                              | InRetail Consumer                                                                | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $172255.82    | 0.04%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1614326.12   | 0.38%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1484047.68   | 0.35%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    405000 | PA      | $369929.84    | 0.09%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                 | GM Financial Automobile Leasing Trust 2021-1                                     | CUSIP: 36261RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $262805.58    | 0.06%             | 2025-02-20      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                        | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2020856.41   | 0.47%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                              | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1588539.52   | 0.37%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    510000 | PA      | $481144.66    | 0.11%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1017066 | PA      | $1013406.04   | 0.24%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                                    | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1415711.05   | 0.33%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                        | Sensata Technologies BV                                                          | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1760995.62   | 0.41%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184830.20    | 0.04%             | 2026-01-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316075.85    | 0.07%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    510000 | PA      | $499639.35    | 0.12%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                       | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1120754.39   | 0.26%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $198908.44    | 0.05%             | 2027-07-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J94R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255323 | PA      | $256490.76    | 0.06%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $585500.92    | 0.14%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1480954.88   | 0.35%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                       | Met Tower Global Funding                                                         | CUSIP: 58989V2E3<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2213003.57   | 0.52%             | 2025-06-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                                 | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $982384.90    | 0.23%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    902410 | PA      | $895099.65    | 0.21%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140L7QJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1089838 | PA      | $970453.37    | 0.23%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XJZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48000 | PA      | $44505.36     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                       | QatarEnergy Trading LLC                                                          | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $177644.20    | 0.04%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207479 | PA      | $204609.70    | 0.05%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    403000 | PA      | $412227.05    | 0.10%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1940471.03   | 0.45%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1060000 | PA      | $988077.31    | 0.23%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                     | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292901.36    | 0.07%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $387659.20    | 0.09%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                                      | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1504149.10   | 0.35%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                          | BOC Aviation USA Corp                                                            | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189935.94    | 0.04%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                         | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180724.00    | 0.04%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                       | Kia Corp                                                                         | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $235455.25    | 0.06%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu Inc                                                                        | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $178150.00    | 0.04%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                           | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1350677.55   | 0.32%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $710804.76    | 0.17%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAF9<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    235000 | PA      | $222830.53    | 0.05%             | 2024-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                           | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5516120.72   | 1.29%             | 2024-05-13      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3131XADP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    651176 | PA      | $629537.56    | 0.15%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2295000 | PA      | $2030256.83   | 0.48%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                                | CUSIP: 00946AAC8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $179932.88    | 0.04%             | 2027-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                    | Volkswagen Auto Lease Trust 2020-A                                               | CUSIP: 92868VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147617.19    | 0.03%             | 2025-07-21      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3018791.39   | 0.71%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                   | Ford Credit Auto Lease Trust 2020-B                                              | CUSIP: 34531RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    956112 | PA      | $955208.16    | 0.22%             | 2025-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM XVIII LP                                                                     | CUSIP: 50188GAT0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2169789.60   | 0.51%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ICICI BANK LTD/DUBAI                           | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $190889.16    | 0.04%             | 2026-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                       | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAB6<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $188800.00    | 0.04%             | 2024-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1844898.64   | 0.43%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169071 | PA      | $156670.47    | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                              | USAA Capital Corp                                                                | CUSIP: 90327QD48<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2870715.80   | 0.67%             | 2023-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2019580.02   | 0.47%             | 2024-05-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5PY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222765 | PA      | $206425.75    | 0.05%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60845.23     | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                         | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $246109.46    | 0.06%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $193000.00    | 0.05%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1238248.62   | 0.29%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                     | USI Inc/NY                                                                       | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1152119.73   | 0.27%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    130000 | PA      | $128242.40    | 0.03%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                         | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    821000 | PA      | $796370.00    | 0.19%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GREENKO MAURITIUS LTD                          | Greenko Mauritius Ltd                                                            | CUSIP: 39531LAA7<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | MU        |    210000 | PA      | $209212.50    | 0.05%             | 2023-02-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $166800.00    | 0.04%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $565660.60    | 0.13%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102349.89    | 0.02%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                | DAE Funding LLC                                                                  | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185981.68    | 0.04%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                          | SURA Asset Management SA                                                         | CUSIP: 86425QAA6<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    620000 | PA      | $618933.60    | 0.14%             | 2024-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253363.63    | 0.06%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761470 | PA      | $746270.39    | 0.17%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAC3<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197560.52    | 0.05%             | 2024-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245136 | PA      | $247248.48    | 0.06%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                   | SK Hynix Inc                                                                     | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $260119.98    | 0.06%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTL BV                          | Clear Channel International BV                                                   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    675000 | PA      | $645154.34    | 0.15%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246295 | PA      | $220689.08    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J9JV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144780 | PA      | $151148.18    | 0.04%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71341 | PA      | $58619.11     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                        | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    200000 | PA      | $192084.00    | 0.04%             | 2027-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                 | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    622265 | PA      | $607534.12    | 0.14%             | 2028-02-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                            | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    847000 | PA      | $825322.90    | 0.19%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434312.63    | 0.10%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    638000 | PA      | $633105.58    | 0.15%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TURK SISE VE CAM FABRIKA                       | Turkiye Sise ve Cam Fabrikalari AS                                               | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $195447.80    | 0.05%             | 2026-03-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                          | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    985000 | PA      | $964320.81    | 0.23%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                    | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $3948252.60   | 0.92%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29863 | PA      | $27409.23     | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245155.43    | 0.06%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118367 | PA      | $116169.41    | 0.03%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2179585.36   | 0.51%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2013-IV Ltd                                                         | CUSIP: 12549FBM0<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2852187.70   | 0.67%             | 2031-04-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2835274.34   | 0.66%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                   | Dell Equipment Finance Trust 2021-2                                              | CUSIP: 24702VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824588 | PA      | $814720.71    | 0.19%             | 2026-12-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                        | BMW Vehicle Lease Trust 2022-1                                                   | CUSIP: 05601XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3095807.04   | 0.72%             | 2025-03-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WBQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967801 | PA      | $955455.24    | 0.22%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2320835.58   | 0.54%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                         | Pertamina Persero PT                                                             | CUSIP: 69370PAK7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $178919.72    | 0.04%             | 2026-02-09      | Fixed         | 1.40%                 | 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        |    200000 | PA      | $189650.00    | 0.04%             | 2025-01-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1514142.00   | 0.35%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879760 | PA      | $807246.57    | 0.19%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                        | Daimler Trucks Finance North America LLC                                         | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1973619.89   | 0.46%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3690000 | PA      | $3305862.14   | 0.77%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                       | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $171952.00    | 0.04%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    210000 | PA      | $209271.83    | 0.05%             | 2023-03-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3387626.20   | 0.79%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396561 | PA      | $371462.41    | 0.09%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                       | Toyota Lease Owner Trust 2021-B                                                  | CUSIP: 89239CAC3<br>LEI: 5493006AB33TXC4NJ781 | Long             | ABS-O            | CORP              | US        |   2505000 | PA      | $2435182.64   | 0.57%             | 2024-10-21      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1486317.87   | 0.35%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                              | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1037208.30   | 0.24%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9XJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1197618 | PA      | $1241899.49   | 0.29%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $226287.43    | 0.05%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    465000 | PA      | $424156.03    | 0.10%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                   | Avangrid Inc                                                                     | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    885000 | PA      | $846498.61    | 0.20%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2188632 | PA      | $2169664.05   | 0.51%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 04685A2W0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2371221.51   | 0.55%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2442954.40   | 0.57%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401120.88    | 0.09%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BWN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514380 | PA      | $505145.11    | 0.12%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                 | GM Financial Automobile Leasing Trust 2021-2                                     | CUSIP: 380144AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2073000 | PA      | $2005285.04   | 0.47%             | 2025-05-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                    | Popular Inc                                                                      | CUSIP: 733174AK2<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    523000 | PA      | $521033.52    | 0.12%             | 2023-09-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOODMAN HK FINANCE                             | Goodman HK Finance                                                               | CUSIP: 000000000<br>LEI: 213800SL4LTTO1S5AU13 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195585.40    | 0.05%             | 2024-06-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                        | Banco del Estado de Chile                                                        | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    220000 | PA      | $208033.72    | 0.05%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                       | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253125 | PA      | $250261.40    | 0.06%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                         | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $192280.30    | 0.04%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3470500.33   | 0.81%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                         | Credit Agricole SA/London                                                        | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $593070.21    | 0.14%             | 2026-06-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHK3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   5330000 | PA      | $5157892.70   | 1.21%             | 2025-09-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                     | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1135379.46   | 0.27%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3419358.61   | 0.80%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157957 | PA      | $141545.28    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                                           | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    886000 | PA      | $899034.92    | 0.21%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DUE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1461840 | PA      | $1341373.30   | 0.31%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2001-T5                                                 | CUSIP: 31359SX96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13747 | PA      | $14104.10     | 0.00%             | 2041-06-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1245518.85   | 0.29%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2711100.80   | 0.63%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $94223.52     | 0.02%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                       | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    581999 | PA      | $584891.54    | 0.14%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Delaware Group Limited-Term Government Funds

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration