# EDGAR Filing Document

**Accession Number:** 0000824036
**File Stem:** 0001752724-25-192488
**Filing Date:** 2025-8
**Character Count:** 506571
**Document Hash:** aa934565acde5b9f084877ccdd669bbf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-192488.hdr.sgml**: 20250819

**ACCESSION NUMBER**: 0001752724-25-192488

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250819

**DATE AS OF CHANGE**: 20250819

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT FUNDS
- **CENTRAL INDEX KEY:** 0000824036

**ORGANIZATION NAME:**
- **EIN:** 911717303
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05371
- **FILM NUMBER:** 251230654

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL INSURANCE FUNDS
- **DATE OF NAME CHANGE:** 19960918

## Series and Classes Contracts Data

### Strategic Bond Fund (Series ID: S000006867)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018549 | Strategic Bond Fund | RIFDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05371

- **c. CIK number of Registrant:** 0000824036

- **d. LEI of Registrant:** 549300SYCXI2ML7BN524

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

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

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

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

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

- **a. Name of Series:** Strategic Bond Fund

- **b. EDGAR series identifier (if any):** S000006867

- **c. LEI of Series:** D07H1KQBUJ8IJWFT1668

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $921528931.06

**Total Liabilities:** $52625123.01

**Net Assets:** $868903808.05

**Delayed Delivery Securities:** $5026929.37

**Cash Not Reported:** $6902413.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1020.68000000 | **1-Year:** -30437.69000000 | **5-Year:** -61595.07000000 | **10-Year:** -46505.62000000 | **30-Year:** -27388.28000000

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

- **3-Month:** -120.80000000 | **1-Year:** -3520.62000000 | **5-Year:** -6087.82000000 | **10-Year:** -7554.06000000 | **30-Year:** -2452.95000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018549 | 0.18%                | -0.69%               | 1.74%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-339932.80              | $1380635.45                                |
| Month 2  | $450916.83               | $-2685340.07                               |
| Month 3  | $-225104.82              | $7915580.01                                |

**Designated Index Information**

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

- **Index Identifier:** IDX000010

### Schedule of Portfolio Investments

| Name                                                                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133AKPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      816045 | PA      | $649966.27    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-329961.12   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| SYNCHRONY BANK                                                                                      | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |      555000 | PA      | $566074.56    | 0.07%             | 2027-08-23      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427NME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6661174 | PA      | $6703318.28   | 0.77%             | 2055-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      445000 | PA      | $389235.94    | 0.04%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      590000 | PA      | $596945.60    | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8231.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-22771.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1215000 | PA      | $1134316.41   | 0.13%             | 2027-08-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      549000 | PA      | $434310.47    | 0.05%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11573.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-USD-Fixed 3.743%-BCAPLDN_B-22/05/27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    18911957 | OU      | $78813.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE2                                                            | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1817714 | PA      | $1855783.62   | 0.21%             | 2054-05-25      | Variable      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $28892.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      429000 | PA      | $206121.09    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY SOUTH                                                                               | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      943000 | PA      | $1019347.11   | 0.12%             | 2053-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $439.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      779000 | PA      | $582424.22    | 0.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5285038 | PA      | $5291221.49   | 0.61%             | 2054-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      691000 | PA      | $636313.83    | 0.07%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Safeway Inc                                                                                         | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213327.64    | 0.02%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      760000 | PA      | $784938.15    | 0.09%             | 2028-08-08      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1160000 | PA      | $1162002.19   | 0.13%             | 2027-07-06      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1307000 | PA      | $1254901.08   | 0.14%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHLM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1702680 | PA      | $1503893.47   | 0.17%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      279000 | PA      | $249339.11    | 0.03%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      685000 | PA      | $697635.12    | 0.08%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2022-3                                                 | CUSIP: 46654UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2442815 | PA      | $2149580.67   | 0.25%             | 2052-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| BARINGS BDC INC                                                                                     | Barings BDC Inc                                                                 | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |      581000 | PA      | $568524.93    | 0.07%             | 2026-11-23      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-841503.68   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1050 | NC      | $2886772.25   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-46293.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia Government Bonds                                                                          | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4214000 | PA      | $1511416.56   | 0.17%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      195000 | PA      | $192567.82    | 0.02%             | 2026-07-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      327000 | PA      | $226804.24    | 0.03%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1465000 | PA      | $1070502.05   | 0.12%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| DK Trust                                                                                            | DK Trust 2024-SPBX                                                              | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      751000 | PA      | $751230.52    | 0.09%             | 2034-03-15      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      685000 | PA      | $564429.88    | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Nuveen LLC                                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $292658.64    | 0.03%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI CRUDE OIL                                                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |      779000 | PA      | $695013.42    | 0.08%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $73022.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                                | National Fuel Gas Co                                                            | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      783000 | PA      | $791377.41    | 0.09%             | 2026-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | EFMT 2024-CES1                                                                  | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1452042 | PA      | $1458254.94   | 0.17%             | 2060-01-26      | Variable      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| Conseco Financial Corp                                                                              | CNO Financial Group, Inc.                                                       | CUSIP: 393505B27<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      353120 | PA      | $355286.37    | 0.04%             | 2028-12-01      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51499 | PA      | $51418.51     | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4591379 | PA      | $4282329.08   | 0.49%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6R34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      109194 | PA      | $112892.77    | 0.01%             | 2038-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140E24F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128128 | PA      | $118520.69    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                                                                   | Magnetite XXVI Ltd                                                              | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |     1410000 | PA      | $1414359.72   | 0.16%             | 2038-01-25      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      282000 | PA      | $274893.06    | 0.03%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-4328.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       16000 | PA      | $17251.66     | 0.00%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| OGLETHORPE POWER CORP                                                                               | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      750000 | PA      | $526271.78    | 0.06%             | 2050-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                                               | CWABS Asset-Backed Certificates Trust 2007-4                                    | CUSIP: 12668WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1452868 | PA      | $1395470.52   | 0.16%             | 2047-04-25      | Variable      | 4.31%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      950000 | PA      | $918995.74    | 0.11%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      683000 | PA      | $661145.78    | 0.08%             | 2028-01-06      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                                                                          | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      330000 | PA      | $236689.34    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ACSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1060906 | PA      | $950886.30    | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $14198.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |      391000 | PA      | $350720.07    | 0.04%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      670000 | PA      | $635442.59    | 0.07%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      475476 | PA      | $450412.94    | 0.05%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1815000 | PA      | $1674337.50   | 0.19%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $159833.84    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-3                                                 | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113344 | PA      | $99955.80     | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| BAT Capital Corp                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      640000 | PA      | $517072.12    | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      466000 | PA      | $407571.28    | 0.05%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $389.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65299 | PA      | $58559.12     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1023954 | PA      | $1021856.32   | 0.12%             | 2044-09-25      | Variable      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |      806000 | PA      | $809623.41    | 0.09%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                    | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |     1628000 | PA      | $2283909.06   | 0.26%             | 2039-05-28      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      336432 | PA      | $313568.36    | 0.04%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62185 | PA      | $52404.32     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402Q6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5146 | PA      | $5323.32      | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4746.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89433 | PA      | $83767.79     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      856309 | PA      | $856056.72    | 0.10%             | 2029-11-25      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      363334 | PA      | $339322.06    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      215000 | PA      | $158628.13    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                                            | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      492000 | PA      | $472527.21    | 0.05%             | 2029-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | Rckt Mortgage Trust 2025-CES4                                                   | CUSIP: 74937YAA6<br>LEI: 254900VY2F6O6C6XTD40 | Long             | ABS-MBS          | CORP              | US        |     2772467 | PA      | $2794483.37   | 0.32%             | 2055-05-25      | Variable      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13941.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1098000 | PA      | $1085428.53   | 0.12%             | 2031-09-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Methanex Corp                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      151000 | PA      | $120120.85    | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $524.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      444000 | PA      | $423326.25    | 0.05%             | 2033-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      622000 | PA      | $600092.23    | 0.07%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      788000 | PA      | $828583.01    | 0.10%             | 2029-06-13      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $50545.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                                             | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      241000 | PA      | $249084.72    | 0.03%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $8024.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1402853.34   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4HS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      848577 | PA      | $752038.50    | 0.09%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289763.47    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                                            | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      655000 | PA      | $661911.11    | 0.08%             | 2034-04-03      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CHF / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $-29763.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $358000.55    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      505000 | PA      | $499906.51    | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                                                                               | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      784000 | PA      | $625467.74    | 0.07%             | 2046-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-34746.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $11368.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       79930 | PA      | $70836.81     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1149000 | PA      | $1115965.39   | 0.13%             | 2028-01-19      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2025-4 LLC                                                                 | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2193000 | PA      | $2208244.86   | 0.25%             | 2030-06-25      | Variable      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4228527 | PA      | $4238640.23   | 0.49%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1039000 | PA      | $1002001.79   | 0.12%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                                                                    | Carlyle US Clo 2017-2 Ltd                                                       | CUSIP: 14315JBA6<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2006290.00   | 0.23%             | 2037-07-20      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      215000 | PA      | $206317.67    | 0.02%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      807000 | PA      | $846468.75    | 0.10%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      339000 | PA      | $242660.31    | 0.03%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      472000 | PA      | $473779.12    | 0.05%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3454000 | PA      | $3400406.18   | 0.39%             | 2030-03-15      | Floating      | 6.30%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1153522.43   | 0.13%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-436.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Qwest Corp                                                                                          | Qwest Corp                                                                      | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88261.15     | 0.01%             | 2025-09-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32381 | PA      | $28999.09     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4010.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-81117.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $10058.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      225000 | PA      | $199970.02    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SUZANO INTL FINANCE BV                                                                              | Suzano International Finance BV                                                 | CUSIP: 000000000<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |      622000 | PA      | $628801.28    | 0.07%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1122378.68   | 0.13%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-84357.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $543689.35    | 0.06%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      510000 | PA      | $515482.08    | 0.06%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                                            | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1382124.68   | 0.16%             | 2028-01-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR INC                                                                                     | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      700000 | PA      | $713393.18    | 0.08%             | 2035-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      234000 | PA      | $240950.18    | 0.03%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      568000 | PA      | $316127.50    | 0.04%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      994000 | PA      | $1024804.31   | 0.12%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WGV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      421323 | PA      | $400601.65    | 0.05%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31398VWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41746 | PA      | $41735.54     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1279125.45   | 0.15%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                                             | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      540000 | PA      | $539044.11    | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CAMERON LNG LLC                                                                                     | Cameron LNG LLC                                                                 | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      711000 | PA      | $646255.10    | 0.07%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18472.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      554000 | PA      | $512027.71    | 0.06%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                                    | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      791000 | PA      | $585060.79    | 0.07%             | 2046-09-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $877.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JQQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206990 | PA      | $182823.88    | 0.02%             | 2049-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2101864 | PA      | $1676440.27   | 0.19%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      520000 | PA      | $494516.64    | 0.06%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2042523 | PA      | $2040219.51   | 0.23%             | 2030-05-25      | Variable      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                 | Macquarie Group Ltd                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     2865000 | PA      | $2765844.18   | 0.32%             | 2027-09-23      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1070207.65   | 0.12%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6347.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cencosud SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     1172000 | PA      | $1162272.63   | 0.13%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2506.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      950000 | PA      | $928108.04    | 0.11%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      717000 | PA      | $677594.71    | 0.08%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6AX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11983 | PA      | $12392.49     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                                            | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      915000 | PA      | $905708.86    | 0.10%             | 2027-12-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                                             | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1297316 | PA      | $1315833.07   | 0.15%             | 2036-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       99000 | PA      | $100729.20    | 0.01%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-1742.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2503000 | PA      | $2517861.56   | 0.29%             | 2026-12-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WJWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130569 | PA      | $117028.44    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Belo Corp                                                                                           | Belo Corp                                                                       | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $135483.84    | 0.02%             | 2027-06-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      535000 | PA      | $535591.87    | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5172.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG4                               | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      680697 | PA      | $701894.14    | 0.08%             | 2053-11-25      | Variable      | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Sealed Air Corp                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      174000 | PA      | $187794.14    | 0.02%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BORGWARNER INC                                                                                      | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      225000 | PA      | $227614.60    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       81000 | PA      | $76289.22     | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $90311.62     | 0.01%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Hubbell Inc                                                                                         | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |      568000 | PA      | $554442.74    | 0.06%             | 2027-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                                            | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      505000 | PA      | $491903.36    | 0.06%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -1 | NC      | $180.83       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regatta XXVII Funding Ltd.                                                                          | Regatta XXVII Funding Ltd                                                       | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1002863.00   | 0.12%             | 2037-04-26      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2298.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES2                                                   | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |     3399967 | PA      | $3411450.28   | 0.39%             | 2055-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Steelcase Inc                                                                                       | Steelcase Inc                                                                   | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |      193000 | PA      | $191865.93    | 0.02%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      608000 | PA      | $573104.34    | 0.07%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      865000 | PA      | $905501.46    | 0.10%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    54350000 | PA      | $53984949.53  | 6.21%             | 2025-08-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      729000 | PA      | $725339.52    | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13975.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $636941.42    | 0.07%             | 2028-11-03      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1385000 | PA      | $1422871.09   | 0.16%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |      764911 | PA      | $768163.64    | 0.09%             | 2055-05-25      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      420000 | PA      | $423970.31    | 0.05%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                                  | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $683365.38    | 0.08%             | 2033-10-05      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      880000 | PA      | $568243.70    | 0.07%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      420000 | PA      | $258883.86    | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      613000 | PA      | $641944.44    | 0.07%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      695000 | PA      | $615691.88    | 0.07%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         345 | NC      | $1717519.18   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $202347.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      276000 | PA      | $272875.73    | 0.03%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Hexcel Corp                                                                                         | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     1084000 | PA      | $1074593.71   | 0.12%             | 2027-02-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | Bravo Residential Funding Trust 2025-Ces1                                       | CUSIP: 10569PAA4<br>LEI: 254900AZU85EXAPTTF77 | Long             | ABS-MBS          | CORP              | US        |     4443274 | PA      | $4464445.80   | 0.51%             | 2055-02-25      | Variable      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      710000 | PA      | $456179.16    | 0.05%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      587000 | PA      | $693132.90    | 0.08%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $22675.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      445000 | PA      | $445018.27    | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31414EHC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54171 | PA      | $55935.42     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                                        | 10YR MINI JGB FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |          -4 | NC      | $182.91       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1099140.62   | 0.13%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1776763 | PA      | $1569327.23   | 0.18%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-833.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HMH Trust                                                                                           | HMH Trust 2017-NSS                                                              | CUSIP: 40390AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1170000 | PA      | $59603.87     | 0.01%             | 2031-07-05      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2015-1                                                   | CUSIP: 81745QAA0<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |       53401 | PA      | $49310.67     | 0.01%             | 2045-01-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2385000 | PA      | $2404797.26   | 0.28%             | 2041-03-11      | Variable      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      593000 | PA      | $449938.75    | 0.05%             | 2048-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ELP 2021-ELP                                                                                        | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2547035 | PA      | $2539987.69   | 0.29%             | 2038-11-15      | Floating      | 5.95%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      450000 | PA      | $449981.55    | 0.05%             | 2054-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      925000 | PA      | $791308.59    | 0.09%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2023-CES1                                             | CUSIP: 89181XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1383614 | PA      | $1393151.02   | 0.16%             | 2063-07-25      | Variable      | 6.75%                 | Yes           | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                      | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      550000 | PA      | $440194.41    | 0.05%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      585000 | PA      | $539161.56    | 0.06%             | 2032-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-973.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $35890.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      650000 | PA      | $663529.52    | 0.08%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-USD-Fixed 3.742%-BCAPLDN_B-27/05/27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    19000000 | OU      | $80057.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      214494 | PA      | $214159.33    | 0.02%             | 2049-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X47B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102746 | PA      | $90750.80     | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      805510 | PA      | $809645.59    | 0.09%             | 2044-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419A3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13661 | PA      | $14335.41     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |      802000 | PA      | $834402.86    | 0.10%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      591000 | PA      | $575047.62    | 0.07%             | 2026-08-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      542770 | PA      | $471395.39    | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $23930.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                                    | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      859000 | PA      | $830225.54    | 0.10%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      395000 | PA      | $360698.13    | 0.04%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2025-3                                        | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |     1396984 | PA      | $1399833.31   | 0.16%             | 2056-02-25      | Floating      | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96922.17     | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1160000 | PA      | $1198383.43   | 0.14%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-202538.77   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17476 | PA      | $18047.87     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      180000 | PA      | $183624.83    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      110000 | PA      | $82035.49     | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      352000 | PA      | $337499.30    | 0.04%             | 2036-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      360000 | PA      | $183673.11    | 0.02%             | 2060-08-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                                                                    | Flatiron CLO 26 Ltd                                                             | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3000000 | PA      | $3011334.00   | 0.35%             | 2038-01-15      | Floating      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                                                | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      485000 | PA      | $490849.75    | 0.06%             | 2028-03-30      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Babson CLO Ltd                                                                                      | Barings CLO Ltd 2025-I                                                          | CUSIP: 067927AA1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1401450.40   | 0.16%             | 2038-04-20      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $642070.25    | 0.07%             | 2026-07-26      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77200 | PA      | $73504.14     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     1047000 | OU      | $3445.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1950000 | PA      | $1855089.85   | 0.21%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 32 Ltd                                                                  | Octagon Investment Partners 32 Ltd                                              | CUSIP: 67573CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1403199.00   | 0.16%             | 2037-10-31      | Floating      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| XPO INC                                                                                             | XPO Inc                                                                         | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $1043870.21   | 0.12%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         -64 | NC      | $-35906.74    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -1 | NC      | $-4144.77     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED THB / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $220.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      930833 | PA      | $934614.85    | 0.11%             | 2044-02-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | CIFC Funding 2014-V Ltd                                                         | CUSIP: 12550ABD7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |     2300000 | PA      | $2306952.90   | 0.27%             | 2037-07-17      | Floating      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| Monongahela Power Co                                                                                | Monongahela Power Co                                                            | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      592000 | PA      | $583090.04    | 0.07%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust                                                       | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      981691 | PA      | $996730.27    | 0.11%             | 2063-10-25      | Variable      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1241000 | PA      | $1178063.12   | 0.14%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       20000 | PA      | $18244.71     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2405719 | PA      | $2417914.58   | 0.28%             | 2055-06-25      | Variable      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                                        | Voya CLO 2018-4 Ltd                                                             | CUSIP: 92917WBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002616.00   | 0.12%             | 2037-10-15      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1037622.05   | 0.12%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 3                  | On Loan: No      |
| Valero Energy Corp                                                                                  | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15002.47     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       64691 | PA      | $58059.60     | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      583000 | PA      | $632587.11    | 0.07%             | 2029-10-30      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      128862 | PA      | $115654.34    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $27750.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1095000 | PA      | $1111464.85   | 0.13%             | 2027-08-07      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1112000 | PA      | $1115624.88   | 0.13%             | 2028-07-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90781 | PA      | $81298.55     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      215000 | PA      | $217533.63    | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $-3069.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      750000 | PA      | $699109.51    | 0.08%             | 2029-08-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| UPM-KYMMENE OYJ                                                                                     | UPM-Kymmene Oyj                                                                 | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      699000 | PA      | $740747.75    | 0.09%             | 2027-11-26      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| Mercury General Corp                                                                                | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1073574.72   | 0.12%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1718000 | PA      | $2023921.59   | 0.23%             | 2026-02-26      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      235000 | PA      | $228548.79    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      668000 | PA      | $654013.75    | 0.08%             | 2044-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63822 | PA      | $53783.85     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1193119.54   | 0.14%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   401050000 | PA      | $2132954.93   | 0.25%             | 2053-12-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      180000 | PA      | $190524.38    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 0.7225%-CITILDN_B-22/05/2027                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   963178088 | OU      | $-646.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                          | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1019787 | PA      | $1019125.19   | 0.12%             | 2034-08-15      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1233365.06   | 0.14%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      750000 | PA      | $768571.22    | 0.09%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |      878000 | PA      | $887578.13    | 0.10%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      170000 | PA      | $134646.12    | 0.02%             | 2049-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2025-FL14 LLC                                                               | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      697000 | PA      | $694165.86    | 0.08%             | 2042-10-21      | Floating      | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                                     | Greenpoint Manufactured Housing                                                 | CUSIP: 395383AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      375000 | PA      | $362534.33    | 0.04%             | 2031-08-21      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                                            | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     2056000 | PA      | $2055336.53   | 0.24%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      770000 | PA      | $774144.63    | 0.09%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-148712.60   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      330000 | PA      | $325997.98    | 0.04%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| American Tower Trust I                                                                              | American Tower Trust #1                                                         | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |      903000 | PA      | $882155.87    | 0.10%             | 2028-03-23      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                                            | Adani Electricity Mumbai Ltd                                                    | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      456000 | PA      | $407444.17    | 0.05%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1392424 | PA      | $1207272.05   | 0.14%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      190483 | PA      | $170959.61    | 0.02%             | 2047-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $85185.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JABIL INC                                                                                           | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      510000 | PA      | $487481.64    | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     1373000 | PA      | $1274323.14   | 0.15%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1110000 | PA      | $1086387.27   | 0.13%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-24723.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                                            | Texas Eastern Transmission LP                                                   | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |      854000 | PA      | $837357.33    | 0.10%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $2626.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1038413.00   | 0.12%             | 2028-02-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      775000 | PA      | $818937.09    | 0.09%             | 2029-09-13      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67142.26     | 0.01%             | 2036-11-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      608000 | PA      | $703261.39    | 0.08%             | 2037-04-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co Inc                                                                            | Crown Cork & Seal Co Inc                                                        | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |      195000 | PA      | $202484.46    | 0.02%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                                                                                        | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      294000 | PA      | $295097.61    | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $29947.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $47178.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| D.R. HORTON INC                                                                                     | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      780000 | PA      | $794193.08    | 0.09%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $44394.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5443.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Genworth Holdings Inc                                                                               | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |      186000 | PA      | $184125.60    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1164482 | PA      | $987238.80    | 0.11%             | 2050-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $8077.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                                                                        | SK Hynix Inc                                                                    | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      771000 | PA      | $781069.87    | 0.09%             | 2027-01-16      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1096992.65   | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Kubota Credit Owner Trust                                                                           | Kubota Credit Owner Trust 2024-2                                                | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      660000 | PA      | $675217.30    | 0.08%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      880000 | PA      | $881176.82    | 0.10%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                                                            | Indianapolis Power & Light Co                                                   | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |      500000 | PA      | $497219.94    | 0.06%             | 2054-04-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Western Digital Corp                                                                                | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18953.33     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $91586.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                                                  | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $319664.54    | 0.04%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding IX LLC                                                              | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |     1190313 | PA      | $1198758.30   | 0.14%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | Ares Loan Funding VIII Ltd                                                      | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $550623.15    | 0.06%             | 2038-01-24      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132JMFT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      234879 | PA      | $220528.07    | 0.03%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      183000 | PA      | $131388.28    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                                                                              | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1077719.28   | 0.12%             | 2028-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EGEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152186 | PA      | $147773.84    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      679000 | PA      | $684243.72    | 0.08%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      575000 | PA      | $573750.31    | 0.07%             | 2025-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $1078947.57   | 0.12%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $156368.42    | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31393RJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19925 | PA      | $20211.74     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                                             | Valley National Bancorp                                                         | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |      209000 | PA      | $183341.21    | 0.02%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1272000 | PA      | $1180078.13   | 0.14%             | 2028-01-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |        8000 | PA      | $8578.25      | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                                                                      | Barings CLO Ltd 2020-I                                                          | CUSIP: 06762LAR9<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |     3040000 | PA      | $3043188.96   | 0.35%             | 2038-01-15      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| Suncor Energy Inc                                                                                   | Suncor Energy Inc                                                               | CUSIP: 71644EAF9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      746000 | PA      | $800578.93    | 0.09%             | 2028-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      580000 | PA      | $525436.08    | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES2                                                   | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1273834 | PA      | $1281903.99   | 0.15%             | 2044-04-25      | Variable      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $125011.89    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7385.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      978000 | PA      | $936386.79    | 0.11%             | 2082-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1597000 | PA      | $1490450.16   | 0.17%             | 2027-07-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1115000 | PA      | $1083994.29   | 0.12%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      104000 | PA      | $108804.41    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $772.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8VM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61999 | PA      | $61870.36     | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2330000 | PA      | $2265833.99   | 0.26%             | 2026-09-30      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2022-FL11 LLC                                                               | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2548193 | PA      | $2549786.11   | 0.29%             | 2039-03-19      | Floating      | 6.12%                 | Yes           | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      425000 | PA      | $441370.51    | 0.05%             | 2035-01-23      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119000 | PA      | $97047.15     | 0.01%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Mortgage Securities, Inc.                                                                  | Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates Series 2007-WM1    | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      181790 | PA      | $163614.18    | 0.02%             | 2037-06-27      | Variable      | 4.32%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      300000 | PA      | $252328.81    | 0.03%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust | CUSIP: 93934FGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305418 | PA      | $257118.34    | 0.03%             | 2035-11-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $4745.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8760.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      510000 | PA      | $440109.67    | 0.05%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                             | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |      393000 | PA      | $389054.28    | 0.04%             | 2026-04-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      480000 | PA      | $463038.43    | 0.05%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31403GRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1613 | PA      | $1639.03      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      735000 | PA      | $722364.94    | 0.08%             | 2027-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                                             | Sammons Financial Group Inc                                                     | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      605000 | PA      | $603540.88    | 0.07%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-1231.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      648000 | PA      | $673981.92    | 0.08%             | 2028-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      330000 | PA      | $366098.61    | 0.04%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $20408.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HIGH STREET FD TRUST III                                                                            | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $286949.86    | 0.03%             | 2055-02-15      | Fixed         | 5.81%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      630000 | PA      | $574375.76    | 0.07%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98279.23     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-217477.67   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| PEACHTREE FUND TRUST II                                                                             | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $338082.99    | 0.04%             | 2035-05-15      | Fixed         | 6.01%                 | Yes           | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       97000 | PA      | $95122.22     | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      355000 | PA      | $375349.40    | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                                                                   | Japan Government Forty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   369850000 | PA      | $1224392.14   | 0.14%             | 2060-03-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                                             | American Electric Power Co Inc                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      673000 | PA      | $690351.78    | 0.08%             | 2029-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      610000 | PA      | $625613.08    | 0.07%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      847000 | PA      | $846532.61    | 0.10%             | 2027-03-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| VMWARE LLC                                                                                          | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      929000 | PA      | $859455.39    | 0.10%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1762.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      172000 | PA      | $185777.30    | 0.02%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1167000 | PA      | $1252718.52   | 0.14%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $20.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      490000 | PA      | $441124.20    | 0.05%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      450000 | PA      | $458664.80    | 0.05%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-12                                                | CUSIP: 46592WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640462 | PA      | $571070.39    | 0.07%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $7580.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPJ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5611472 | PA      | $5233944.01   | 0.60%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1025000 | PA      | $1015267.93   | 0.12%             | 2030-03-15      | Floating      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      290000 | PA      | $281418.40    | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                                                            | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |     2000000 | PA      | $2107589.30   | 0.24%             | 2031-05-06      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      520000 | PA      | $493217.41    | 0.06%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $97901.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-129.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $421.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $328952.91    | 0.04%             | 2028-06-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         665 | NC      | $523837.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      354000 | PA      | $314555.36    | 0.04%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      395000 | PA      | $411749.79    | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1190000 | PA      | $1201667.58   | 0.14%             | 2026-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Reference Remic                                                                         | Freddie Mac Reference REMIC                                                     | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70496 | PA      | $73019.59     | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         153 | NC      | $106164.26    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                                                                          | Fluor Corp                                                                      | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      312000 | PA      | $306719.66    | 0.04%             | 2028-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 1.87%-JPMLDN_B-11/04/55                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    16759113 | OU      | $8607.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                                                 | DBGS 2019-1735 Mortgage Trust                                                   | CUSIP: 23307EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      985000 | PA      | $788489.01    | 0.09%             | 2037-04-10      | Variable      | 4.33%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      320000 | PA      | $313656.06    | 0.04%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $569924.77    | 0.07%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1538000 | PA      | $1609012.35   | 0.19%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1650000 | PA      | $1713797.98   | 0.20%             | 2034-04-25      | Floating      | 8.56%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                                             | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      810000 | PA      | $716678.44    | 0.08%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $295500.00    | 0.03%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SYNOVUS BANK GA                                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     1019000 | PA      | $1030280.25   | 0.12%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      925000 | PA      | $586652.34    | 0.07%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CHF / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $202.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XEA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4907823 | PA      | $3934679.37   | 0.45%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      834000 | PA      | $817950.16    | 0.09%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      275000 | PA      | $277451.55    | 0.03%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      906000 | PA      | $776778.62    | 0.09%             | 2048-12-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62325 | PA      | $55861.92     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-71570.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     1089000 | PA      | $1080195.88   | 0.12%             | 2027-04-20      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QADC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225410 | PA      | $219887.97    | 0.03%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1378000 | PA      | $1351233.29   | 0.16%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2294000 | PA      | $1956351.88   | 0.23%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $543.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1314.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $1202.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                                  | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |     2902000 | PA      | $3409981.36   | 0.39%             | 2050-06-28      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| CELLNEX FINANCE                                                                                     | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      650000 | PA      | $512998.47    | 0.06%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      424000 | PA      | $436821.74    | 0.05%             | 2083-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      966000 | PA      | $935985.97    | 0.11%             | 2027-01-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      980000 | PA      | $976432.39    | 0.11%             | 2028-11-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-45239.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $32025.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-12067.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      325000 | PA      | $246990.43    | 0.03%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      415000 | PA      | $378687.50    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      450000 | PA      | $457885.80    | 0.05%             | 2029-01-19      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      553000 | PA      | $629661.54    | 0.07%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-93699.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      490000 | PA      | $401646.88    | 0.05%             | 2041-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      677000 | PA      | $615270.25    | 0.07%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239489 | PA      | $201226.17    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      725000 | PA      | $672099.07    | 0.08%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                         | CUSIP: 12477BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3244000 | PA      | $2659592.75   | 0.31%             | 2046-11-10      | Variable      | 2.86%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      395000 | PA      | $402035.94    | 0.05%             | 2029-02-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      633000 | PA      | $640232.54    | 0.07%             | 2029-02-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                                                 | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      360000 | PA      | $370165.15    | 0.04%             | 2034-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                                                                             | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      681000 | PA      | $687284.45    | 0.08%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-98706.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                                                                             | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      620000 | PA      | $611373.25    | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-99489.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $821.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                               | Micron Technology Inc                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      695000 | PA      | $713947.63    | 0.08%             | 2028-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                                            | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    39431000 | PA      | $2079310.81   | 0.24%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      190000 | PA      | $189731.42    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 059895AH5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      858000 | PA      | $970159.90    | 0.11%             | 2029-03-15      | Fixed         | 9.03%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      258000 | PA      | $247735.34    | 0.03%             | 2027-09-17      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      630000 | PA      | $387081.27    | 0.04%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AGL CLO Ltd.                                                                                        | AGL CLO 21 Ltd                                                                  | CUSIP: 00119FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4400000 | PA      | $4416200.80   | 0.51%             | 2037-10-21      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      405000 | PA      | $378766.73    | 0.04%             | 2030-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $17946.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $232.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                                                                        | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      884366 | PA      | $886410.72    | 0.10%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $19397.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31405JNS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         354 | PA      | $366.71       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                               | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      506531 | PA      | $510124.28    | 0.06%             | 2033-10-25      | Floating      | 7.31%                 | Yes           | 2                  | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                                            | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1039748.24   | 0.12%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $109075.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $13812.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      740000 | PA      | $750038.62    | 0.09%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $1048113.77   | 0.12%             | 2028-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      825000 | PA      | $811032.46    | 0.09%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      388000 | PA      | $412077.08    | 0.05%             | 2033-11-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| EXPAND ENERGY CORP                                                                                  | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      673000 | PA      | $653511.49    | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      431134 | PA      | $419180.85    | 0.05%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4449.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $112621.97    | 0.01%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137AMTT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24625 | PA      | $23689.79     | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      842000 | PA      | $832911.92    | 0.10%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION INSURC INC                                                                            | Constellation Insurance Inc                                                     | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |      195000 | PA      | $193679.57    | 0.02%             | 2030-01-24      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      760000 | PA      | $657637.50    | 0.08%             | 2031-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3668614 | PA      | $3732953.53   | 0.43%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $9675.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2023-HE2                                                            | CUSIP: 316925AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      391726 | PA      | $408802.80    | 0.05%             | 2053-05-25      | Variable      | 7.69%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $30287.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      578000 | PA      | $523488.27    | 0.06%             | 2032-06-03      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $886.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-1                                               | CUSIP: 46654WAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2387379 | PA      | $2106871.77   | 0.24%             | 2052-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      405000 | PA      | $361439.61    | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2023-1 Ltd                                                            | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |      693883 | PA      | $696708.85    | 0.08%             | 2033-07-25      | Floating      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      530000 | PA      | $544910.81    | 0.06%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      190000 | PA      | $195971.05    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FORTIS INC                                                                                          | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     1105000 | PA      | $1085797.23   | 0.12%             | 2026-10-04      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2024-2 Ltd                                              | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1504369.50   | 0.17%             | 2037-07-15      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                                      | VDCM Commercial Mortgage Trust 2025-AZ                                          | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2824000 | PA      | $2829092.72   | 0.33%             | 2044-07-13      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $-167.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-4087.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      669000 | PA      | $734854.65    | 0.08%             | 2032-05-17      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                           | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     1009000 | PA      | $961570.81    | 0.11%             | 2027-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5681.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      944000 | PA      | $903011.45    | 0.10%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      670000 | PA      | $664287.43    | 0.08%             | 2028-01-20      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6474843 | PA      | $6209603.28   | 0.71%             | 2052-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1298000 | PA      | $1268997.81   | 0.15%             | 2028-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Under Armour Inc                                                                                    | Under Armour Inc                                                                | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      195000 | PA      | $192120.71    | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KHH46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      478884 | PA      | $404069.12    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      104000 | PA      | $97014.21     | 0.01%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Banco de Bogota SA                                                                                  | Banco de Bogota SA                                                              | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |      720000 | PA      | $706682.23    | 0.08%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $79653.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Winwater Mortgage Loan Trust                                                                        | WinWater Mortgage Loan Trust 2014-1                                             | CUSIP: 97652PAA9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-MBS          | CORP              | US        |       78930 | PA      | $75689.22     | 0.01%             | 2044-06-20      | Variable      | 3.93%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         107 | NC      | $321729.39    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BIOGEN INC                                                                                          | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      360000 | PA      | $370578.05    | 0.04%             | 2055-05-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                                                                               | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      470000 | PA      | $480029.28    | 0.06%             | 2035-05-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31394CF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53806 | PA      | $54569.66     | 0.01%             | 2035-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1899000 | PA      | $1887193.48   | 0.22%             | 2038-09-10      | Variable      | 4.47%                 | Yes           | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                               | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      265000 | PA      | $248260.46    | 0.03%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |      838000 | OU      | $2757.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-92608.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      370000 | PA      | $360448.41    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   364950000 | PA      | $2176116.22   | 0.25%             | 2054-09-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      835000 | PA      | $858688.87    | 0.10%             | 2034-02-22      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      661000 | PA      | $672091.26    | 0.08%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      163000 | PA      | $159956.49    | 0.02%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-41805.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      460000 | PA      | $446918.75    | 0.05%             | 2054-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      603000 | PA      | $612102.77    | 0.07%             | 2027-08-01      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $1603.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      575000 | PA      | $380996.28    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1095000 | PA      | $1124240.54   | 0.13%             | 2030-05-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Bombardier Inc                                                                                      | Bombardier Inc                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      117000 | PA      | $127082.03    | 0.01%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| HK GOVT BOND PROGRAMME                                                                              | Hong Kong Government Bond Programme                                             | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    48250000 | PA      | $6063742.13   | 0.70%             | 2027-06-29      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1220386.96   | 0.14%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1261954.94   | 0.15%             | 2029-06-08      | Fixed         | 6.31%                 | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      565000 | PA      | $563042.12    | 0.06%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      375000 | PA      | $400666.20    | 0.05%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BIOGEN INC                                                                                          | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      240000 | PA      | $246731.54    | 0.03%             | 2035-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Global Marine Inc                                                                                   | Global Marine Inc                                                               | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      173000 | PA      | $159703.17    | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      633000 | PA      | $621001.79    | 0.07%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $295.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                                                                                   | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75154.99     | 0.01%             | 2025-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                                                                   | Japan Government Forty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   109200000 | PA      | $609527.17    | 0.07%             | 2064-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-188919.14   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113163 | PA      | $101560.93    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-975.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RIKISBREF                                                                                           | Iceland Rikisbref                                                               | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   173264044 | PA      | $1389786.76   | 0.16%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 0.84595%-MSDWLDN_B-24/03/27                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  1500000000 | OU      | $-25930.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                                                                    | Flatiron RR CLO 30 Ltd                                                          | CUSIP: 33882MAA3<br>LEI: 254900A8OFW5DYN8HT77 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1097416.10   | 0.13%             | 2038-04-15      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7518.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CGI INC                                                                                             | CGI Inc                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     1310000 | PA      | $1265547.32   | 0.15%             | 2026-09-14      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31292KZ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59662 | PA      | $60546.42     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2024-RCF6 LLC                                                              | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1681096 | PA      | $1639865.02   | 0.19%             | 2054-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |      431000 | PA      | $444262.24    | 0.05%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      750000 | PA      | $671480.51    | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |     1048000 | OU      | $3448.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43889 | PA      | $45402.37     | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| XPO CNW Inc                                                                                         | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $41247.11     | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410WDG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         727 | PA      | $750.59       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      445000 | PA      | $428479.97    | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      630000 | PA      | $369839.33    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $16634.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-72687.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $64441.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      171000 | PA      | $183743.18    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6789.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1045683.72   | 0.12%             | 2026-09-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6683541 | PA      | $6408718.67   | 0.74%             | 2053-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HGI CRE CLO Ltd                                                                                     | HGI CRE CLO 2021-FL2 Ltd                                                        | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      970154 | PA      | $966778.76    | 0.11%             | 2036-09-17      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $5693.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410GPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27324 | PA      | $28269.35     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8761000 | PA      | $54046.61     | 0.01%             | 2039-09-13      | Variable      | 0.47%                 | Yes           | 2                  | On Loan: No      |
| MMAF Equipment Finance LLC                                                                          | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1279029.29   | 0.15%             | 2050-06-13      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   311000000 | PA      | $1745146.14   | 0.20%             | 2053-09-20      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE1                                                            | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1763847 | PA      | $1796796.38   | 0.21%             | 2054-03-25      | Variable      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      177000 | PA      | $185015.72    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139392 | PA      | $112257.32    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG3                               | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1178461 | PA      | $1212239.12   | 0.14%             | 2053-08-25      | Variable      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $141172.15    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EQHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101577 | PA      | $93960.44     | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10885000000 | PA      | $2787028.95   | 0.32%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -21 | NC      | $-2807.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $1141556.25   | 0.13%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      370664 | PA      | $337395.79    | 0.04%             | 2031-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-27833.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      783000 | PA      | $839765.96    | 0.10%             | 2029-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-3 Trust                             | CUSIP: 95002TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      763465 | PA      | $656508.08    | 0.08%             | 2050-06-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      643000 | PA      | $606956.26    | 0.07%             | 2044-01-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      458000 | PA      | $428789.10    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |      331000 | PA      | $364770.33    | 0.04%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 1.88%-JPMLDN_B-11/04/55                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    16759113 | OU      | $8342.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      323000 | PA      | $334692.26    | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2024-FIG5                               | CUSIP: 79582MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2158186 | PA      | $2196654.23   | 0.25%             | 2054-04-25      | Variable      | 6.26%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $10824.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                          | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      679483 | PA      | $679465.03    | 0.08%             | 2036-11-15      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                          | CUSIP: 50205MAA7<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      786000 | PA      | $793509.78    | 0.09%             | 2026-09-25      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-116141.34   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1212961.57   | 0.14%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                                                                     | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      265000 | PA      | $147197.59    | 0.02%             | 2050-08-06      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                                                                  | Alternative Loan Trust 2007-16CB                                                | CUSIP: 02152AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206792 | PA      | $130578.73    | 0.02%             | 2037-08-25      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      364000 | PA      | $321321.35    | 0.04%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                  | Seagate HDD Cayman                                                              | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      205000 | PA      | $187643.14    | 0.02%             | 2031-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      515000 | PA      | $501507.25    | 0.06%             | 2027-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                                                                                  | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $936560.15    | 0.11%             | 2052-05-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      125000 | PA      | $101078.69    | 0.01%             | 2045-11-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      134000 | PA      | $142931.05    | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      557000 | PA      | $579857.89    | 0.07%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6C74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115919 | PA      | $100607.89    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-23616.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                                                             | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      637000 | PA      | $617483.46    | 0.07%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1090689.86   | 0.13%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      819000 | PA      | $799932.66    | 0.09%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      932000 | PA      | $819296.19    | 0.09%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-288474.17   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2074000 | PA      | $2024580.48   | 0.23%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7858.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      361785 | PA      | $319547.19    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                                            | Export-Import Bank of Korea                                                     | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     1160000 | PA      | $1163321.69   | 0.13%             | 2026-01-11      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      124348 | PA      | $100641.66    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      485000 | PA      | $468604.43    | 0.05%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      257000 | PA      | $230701.16    | 0.03%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-887.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $926996.02    | 0.11%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                  | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      329000 | PA      | $231061.86    | 0.03%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      440000 | PA      | $315390.55    | 0.04%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $555356.10    | 0.06%             | 2030-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1031721.11   | 0.12%             | 2029-02-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                          | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1398109 | PA      | $1398108.62   | 0.16%             | 2037-01-15      | Floating      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      785000 | PA      | $550633.74    | 0.06%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      355000 | PA      | $335398.75    | 0.04%             | 2027-03-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                                            | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      215000 | PA      | $207893.70    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                                                                                    | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |      676000 | PA      | $676967.88    | 0.08%             | 2027-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      650000 | PA      | $665539.23    | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1095000 | PA      | $1162352.81   | 0.13%             | 2034-05-09      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $241731.01    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| RPM International Inc                                                                               | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      540000 | PA      | $533513.89    | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      854000 | PA      | $847467.46    | 0.10%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |          -6 | NC      | $-20432.52    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $1061.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                  | Seagate HDD Cayman                                                              | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      323000 | PA      | $308662.20    | 0.04%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty LP                                                                                 | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     1064000 | PA      | $1042644.12   | 0.12%             | 2028-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $92927.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      705000 | PA      | $693508.92    | 0.08%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2011000 | PA      | $2031722.78   | 0.23%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      656000 | PA      | $668214.97    | 0.08%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1157010 | PA      | $1205022.26   | 0.14%             | 2031-02-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $18337.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      265000 | PA      | $249983.38    | 0.03%             | 2028-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      616000 | PA      | $586054.64    | 0.07%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |      445000 | PA      | $397115.41    | 0.05%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $221619.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                      | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $1014340.00   | 0.12%             | 2054-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410FYQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4660 | PA      | $4818.71      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      310000 | PA      | $283474.98    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1007000 | PA      | $958843.85    | 0.11%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      325000 | PA      | $322402.01    | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DMQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62968 | PA      | $53123.31     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      581000 | PA      | $334982.81    | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRHX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3946932 | PA      | $3966367.92   | 0.46%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Progress Energy Inc                                                                                 | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |      553000 | PA      | $636364.89    | 0.07%             | 2031-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                                            | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      633000 | PA      | $659033.00    | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) SEP25                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -51 | NC      | $-201203.33   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| AGL CLO Ltd.                                                                                        | AGL CLO 23 Ltd                                                                  | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | KY        |     2550000 | PA      | $2547457.65   | 0.29%             | 2038-04-20      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Kubota Credit Owner Trust                                                                           | Kubota Credit Owner Trust 2024-1                                                | CUSIP: 50117BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1716000 | PA      | $1754263.69   | 0.20%             | 2030-01-15      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2022-2                                                 | CUSIP: 46655DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1085048 | PA      | $956794.94    | 0.11%             | 2052-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       47000 | PA      | $39599.75     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ENN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174035 | PA      | $179765.60    | 0.02%             | 2040-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      265000 | PA      | $173036.59    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CZK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $45208.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1632000 | PA      | $1939890.21   | 0.22%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     1159000 | PA      | $1099420.06   | 0.13%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $127471.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Belo Corp                                                                                           | Belo Corp                                                                       | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $53611.43     | 0.01%             | 2027-09-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-130629.48   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Cardinal Health Inc                                                                                 | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      275000 | PA      | $243544.61    | 0.03%             | 2045-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      215000 | PA      | $223282.64    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Taurus CMBS                                                                                         | Taurus 2021-1 UK DAC                                                            | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      496354 | PA      | $680163.41    | 0.08%             | 2031-05-17      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                                              | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      580000 | PA      | $581664.69    | 0.07%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      528000 | PA      | $544451.12    | 0.06%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      555000 | PA      | $508488.16    | 0.06%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      600000 | PA      | $618248.41    | 0.07%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3004000 | PA      | $3100221.87   | 0.36%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      195000 | PA      | $202532.91    | 0.02%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      366000 | PA      | $337139.57    | 0.04%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      265000 | PA      | $253420.11    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |      892000 | PA      | $869832.64    | 0.10%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5808509 | PA      | $4938337.00   | 0.57%             | 2052-03-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-HE3                                        | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      541088 | PA      | $539989.00    | 0.06%             | 2055-02-25      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-1 Ltd                                                            | CUSIP: 75279YAC5<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |       36583 | PA      | $36620.22     | 0.00%             | 2033-12-27      | Floating      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| Churchill Middle Market CLO Ltd                                                                     | Churchill NCDLC CLO-I LLC                                                       | CUSIP: 17151JAS8<br>LEI: 5493004CDRTHE6R7HG15 | Long             | ABS-CBDO         | CORP              | US        |     1670000 | PA      | $1669901.47   | 0.19%             | 2038-04-20      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      980000 | PA      | $695019.92    | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335ACW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69870 | PA      | $72255.63     | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      386000 | PA      | $382245.62    | 0.04%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      520000 | PA      | $473301.51    | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $416272.23    | 0.05%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ONESKY CLASS A LOAN TRU                                                                             | OneSky Class A Loan Trust 2021-1                                                | CUSIP: 68278AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2033138 | PA      | $1945927.96   | 0.22%             | 2029-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      225000 | PA      | $211309.73    | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-16904.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1134000 | PA      | $669462.44    | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2021-22 Ltd                                                             | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1606000.00   | 0.18%             | 2037-10-20      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -159 | NC      | $164301.77    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JDE PEET'S NV                                                                                       | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     1105000 | PA      | $1051312.79   | 0.12%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      184545 | PA      | $181049.89    | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $26435.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      138000 | PA      | $132891.85    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47402.06     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      107000 | PA      | $87612.78     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                                      | VDCM Commercial Mortgage Trust 2025-AZ                                          | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1460000 | PA      | $1462771.97   | 0.17%             | 2044-07-13      | Variable      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QADD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141741 | PA      | $138269.39    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      494000 | PA      | $572591.28    | 0.07%             | 2037-05-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      828000 | PA      | $1015439.49   | 0.12%             | 2028-09-18      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $17349.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                                                                     | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      163000 | PA      | $132597.87    | 0.02%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       87000 | PA      | $84736.82     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1160000 | PA      | $1202330.85   | 0.14%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      102000 | PA      | $107777.71    | 0.01%             | 2027-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                                              | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $727841.48    | 0.08%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Hudson Yards                                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      971000 | PA      | $1000252.01   | 0.12%             | 2040-01-13      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      440000 | PA      | $406020.48    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197421 | PA      | $183874.73    | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         455 | NC      | $825666.59    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Westpac Banking Corp.                                                                               | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | NO        |           1 | NC      | $8809.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      243000 | PA      | $222432.94    | 0.03%             | 2036-08-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      618000 | PA      | $664520.56    | 0.08%             | 2036-04-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| HEICO CORP                                                                                          | HEICO Corp                                                                      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |      550000 | PA      | $564352.97    | 0.06%             | 2028-08-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-HE2                                               | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     1409253 | PA      | $1407874.15   | 0.16%             | 2054-10-20      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $-10345.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Audax Senior Debt CLO, LLC                                                                          | Audax Senior Debt CLO 12 LLC                                                    | CUSIP: 05071UAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1770000 | PA      | $1769486.70   | 0.20%             | 2037-04-22      | Floating      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| Ameren Illinois Co                                                                                  | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      385000 | PA      | $382144.30    | 0.04%             | 2028-05-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $13578.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-161651.36   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $12714.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $118411.44    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE4                                                            | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1036864 | PA      | $1036803.22   | 0.12%             | 2054-09-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| LKQ CORP                                                                                            | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1061224.55   | 0.12%             | 2028-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO V Ltd                                                                                   | Elmwood CLO V Ltd                                                               | CUSIP: 29003BAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3700000 | PA      | $3722806.80   | 0.43%             | 2037-10-20      | Floating      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      686000 | PA      | $717207.51    | 0.08%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      943000 | PA      | $970025.11    | 0.11%             | 2028-08-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |       99000 | PA      | $96546.01     | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      893000 | PA      | $846476.88    | 0.10%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |       45000 | PA      | $43714.64     | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $40962.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-MDHS                                          | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1406768 | PA      | $1407573.18   | 0.16%             | 2041-05-15      | Floating      | 6.15%                 | Yes           | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      555000 | PA      | $506914.77    | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3469.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2024-FL14 LLC                                                               | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1890000 | PA      | $1897089.20   | 0.22%             | 2039-03-19      | Floating      | 6.05%                 | Yes           | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      311000 | PA      | $296453.03    | 0.03%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      848000 | PA      | $634940.00    | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $32003.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-30636.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4067000 | PA      | $4571693.33   | 0.53%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      405000 | PA      | $443472.04    | 0.05%             | 2054-03-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      424000 | PA      | $372835.23    | 0.04%             | 2049-04-03      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                        | CUSIP: 46593PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2196525.10   | 0.25%             | 2055-07-20      | Floating      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                                                             | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $570051.17    | 0.07%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $331968.14    | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     1242000 | PA      | $1234167.31   | 0.14%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER TRUST I                                                                              | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |     2647000 | PA      | $2691643.77   | 0.31%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           | 2                  | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                                              | Amur Equipment Finance Receivables XIV LLC                                      | CUSIP: 03238BAC7<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |     1128000 | PA      | $1147794.66   | 0.13%             | 2031-07-21      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2093000 | PA      | $2081571.19   | 0.24%             | 2029-07-15      | Floating      | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46082 | PA      | $46078.24     | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LEIDOS INC                                                                                          | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      486000 | PA      | $479268.12    | 0.06%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-120.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      425000 | PA      | $412360.42    | 0.05%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BANCO INBURSA                                                                                       | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa         | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |     1096000 | PA      | $1084632.95   | 0.12%             | 2027-04-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE6                                                            | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1407288 | PA      | $1420461.67   | 0.16%             | 2054-12-25      | Variable      | 5.72%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY DIRECT                                                                               | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     1096000 | PA      | $1088962.73   | 0.13%             | 2027-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      640000 | PA      | $634040.20    | 0.07%             | 2026-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $1416.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $902565.30    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |      210000 | PA      | $194440.02    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      580682 | PA      | $566107.48    | 0.07%             | 2060-02-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56864 | PA      | $55470.78     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      572000 | PA      | $568571.59    | 0.07%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      981000 | PA      | $1243693.32   | 0.14%             | 2029-09-27      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      185000 | PA      | $157519.47    | 0.02%             | 2046-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      260000 | PA      | $255654.50    | 0.03%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1023000 | PA      | $1006444.74   | 0.12%             | 2047-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |      265000 | PA      | $160078.21    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-SL1                                                            | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2312669 | PA      | $2338657.79   | 0.27%             | 2053-07-25      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132145 | PA      | $111533.46    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $565.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $343.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Steel Corp                                                                            | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      180000 | PA      | $190583.95    | 0.02%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      750000 | PA      | $697666.21    | 0.08%             | 2030-01-14      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37009 | PA      | $33215.92     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $420362.45    | 0.05%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $98978.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                                            | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      586000 | PA      | $661258.31    | 0.08%             | 2033-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-9222.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -75 | NC      | $-421099.16   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| FannieMae Whole Loan                                                                                | Fannie Mae REMIC Trust 2004-W5                                                  | CUSIP: 31393YKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77794 | PA      | $78997.32     | 0.01%             | 2047-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      682000 | PA      | $653568.90    | 0.08%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      555000 | PA      | $323952.66    | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                                                 | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      725000 | PA      | $745306.39    | 0.09%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132521.11    | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      540000 | PA      | $535281.04    | 0.06%             | 2028-02-01      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      104000 | PA      | $73556.80     | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      535000 | PA      | $534365.21    | 0.06%             | 2027-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41561 | PA      | $43611.91     | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      195000 | PA      | $198077.34    | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                                            | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      202000 | PA      | $187055.29    | 0.02%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $200.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      223000 | PA      | $219786.38    | 0.03%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                                                                    | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      384000 | PA      | $288303.65    | 0.03%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Tesco PLC                                                                                           | Tesco PLC                                                                       | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |      623000 | PA      | $637491.58    | 0.07%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $226946.34    | 0.03%             | 2033-09-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                                       | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      617212 | PA      | $617197.93    | 0.07%             | 2038-04-15      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| United Utilities PLC                                                                                | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $858649.45    | 0.10%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Toledo Hospital/The                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      359000 | PA      | $328172.63    | 0.04%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                                      | Option One Mortgage Loan Trust 2007-FXD1                                        | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202693 | PA      | $198488.10    | 0.02%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   214200000 | PA      | $1335743.50   | 0.15%             | 2054-12-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                                                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  2500000000 | PA      | $17356168.19  | 2.00%             | 2025-07-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      456931 | PA      | $433823.50    | 0.05%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      302000 | PA      | $287938.13    | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NY STATE ELECTRIC & GAS                                                                             | New York State Electric & Gas Corp                                              | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |      387000 | PA      | $381274.79    | 0.04%             | 2026-12-01      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $11121.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U.K. Gilts                                                                                          | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2381000 | PA      | $2832355.85   | 0.33%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      319000 | PA      | $278232.96    | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18957.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-239930.91   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TransAlta Corp                                                                                      | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      182000 | PA      | $175644.75    | 0.02%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALLIANZ SE                                                                                          | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $628369.03    | 0.07%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22229 | PA      | $23279.89     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-16739.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2024-CES2                                       | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |      573508 | PA      | $573535.09    | 0.07%             | 2054-09-25      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      510000 | PA      | $527837.30    | 0.06%             | 2033-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1011000 | PA      | $787690.44    | 0.09%             | 2115-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      944874 | PA      | $957196.44    | 0.11%             | 2044-05-25      | Variable      | 6.59%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      385000 | PA      | $394625.00    | 0.05%             | 2036-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1518821.29  | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QSX78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      170727 | PA      | $162835.07    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      425000 | PA      | $452153.45    | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152005.94    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      705000 | PA      | $718050.69    | 0.08%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2019000 | PA      | $2059222.28   | 0.24%             | 2030-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE2                                                            | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1944373 | PA      | $1969941.01   | 0.23%             | 2055-03-25      | Variable      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $-4264.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416VBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119168 | PA      | $119780.85    | 0.01%             | 2035-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      738528 | PA      | $589047.22    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6AS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5099492 | PA      | $4249138.12   | 0.49%             | 2050-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 0.829%-BNPLDN_B-14/03/27                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  2911000000 | OU      | $-44696.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CUMMINS INC                                                                                         | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      500000 | PA      | $484458.09    | 0.06%             | 2054-02-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      133000 | PA      | $94575.47     | 0.01%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7461 | PA      | $7706.42      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      505000 | PA      | $492339.52    | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      380000 | PA      | $378177.71    | 0.04%             | 2028-02-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      612000 | PA      | $601736.99    | 0.07%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57482.70     | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      725000 | PA      | $718966.25    | 0.08%             | 2027-01-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Smithfield Foods Inc                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      759000 | PA      | $752200.05    | 0.09%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      460000 | PA      | $458845.28    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1164606.32   | 0.13%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4524.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2023-1 Ltd                                                        | CUSIP: 07876XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1166688 | PA      | $1170502.01   | 0.13%             | 2033-10-25      | Floating      | 6.51%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14936.62     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                                                                   | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      592000 | PA      | $518113.72    | 0.06%             | 2031-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      469000 | PA      | $481749.61    | 0.06%             | 2035-03-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-966.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      800000 | PA      | $743793.86    | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $104893.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $8617.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-1855.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | CDX EM S43 JUN-30                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6850000 | OU      | $170578.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      147000 | PA      | $145203.82    | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      685000 | PA      | $605833.26    | 0.07%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1755.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                                               | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |      728000 | PA      | $724020.55    | 0.08%             | 2028-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $153302.57    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5418000 | PA      | $9425.15      | 0.00%             | 2039-09-13      | Variable      | 0.17%                 | Yes           | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      918000 | PA      | $919892.69    | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      405000 | PA      | $413751.64    | 0.05%             | 2028-03-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1128535 | PA      | $1017576.71   | 0.12%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1042606.37   | 0.12%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1088445.28   | 0.13%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-8                                                 | CUSIP: 46592TAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2406496 | PA      | $2233132.77   | 0.26%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-94136.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                        | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2950675 | PA      | $2944520.09   | 0.34%             | 2055-07-20      | Floating      | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                                     | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      884000 | PA      | $877121.03    | 0.10%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1228000 | PA      | $1190421.97   | 0.14%             | 2028-01-11      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      708000 | PA      | $793298.73    | 0.09%             | 2036-02-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $155868.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      627000 | PA      | $600209.33    | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 0.723%-MSDWLDN_B-22/05/27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   792790152 | OU      | $-584.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5XU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1736605 | PA      | $1505686.38   | 0.17%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13866.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENI USA INC                                                                                         | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1009000 | PA      | $1073462.87   | 0.12%             | 2027-11-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                                                                                   | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     1226000 | PA      | $1270757.03   | 0.15%             | 2028-10-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140EUKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154556 | PA      | $151271.60    | 0.02%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DLLAA LLC                                                                                           | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1370000 | PA      | $1402199.89   | 0.16%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETGV3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     2955000 | PA      | $2949672.43   | 0.34%             | 2033-05-19      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-78400.73    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2745443 | PA      | $2702825.96   | 0.31%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      405000 | PA      | $410533.71    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     1157000 | PA      | $1151085.29   | 0.13%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      395000 | PA      | $386902.10    | 0.04%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $13085.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ACWA POWER MGMT INVST                                                                               | Acwa Power Management And Investments One Ltd                                   | CUSIP: 005117AA4<br>LEI: 635400M3OWQGQBZOYO38 | Long             | DBT              | CORP              | AE        |      238134 | PA      | $235311.44    | 0.03%             | 2039-12-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| BANC OF CALIFORNIA                                                                                  | Banc of California                                                              | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |      216000 | PA      | $192146.76    | 0.02%             | 2031-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-CIP                                           | CUSIP: 12434FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2352171 | PA      | $2351789.79   | 0.27%             | 2038-12-15      | Floating      | 6.10%                 | Yes           | 2                  | On Loan: No      |
| INGERSOLL RAND INC                                                                                  | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      507000 | PA      | $522631.87    | 0.06%             | 2028-08-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                                                                          | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      803000 | PA      | $466237.95    | 0.05%             | 2039-06-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $43006.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-941.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      538000 | PA      | $432417.50    | 0.05%             | 2043-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AON NORTH AMERICA INC                                                                               | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $438583.83    | 0.05%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                             | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      555000 | PA      | $560321.91    | 0.06%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      424000 | PA      | $426799.43    | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      691000 | PA      | $769725.62    | 0.09%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                                            | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29056000 | PA      | $1567247.36   | 0.18%             | 2032-03-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                                           | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1633000 | PA      | $1630814.43   | 0.19%             | 2039-12-15      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      820000 | PA      | $983946.83    | 0.11%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES2                                                   | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      581943 | PA      | $587094.42    | 0.07%             | 2043-09-25      | Variable      | 6.81%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1229000 | PA      | $1259725.00   | 0.14%             | 2029-12-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $135785.84    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      699000 | PA      | $734948.50    | 0.08%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1587000 | PA      | $1592455.31   | 0.18%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                 | CUSIP: 46653PAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2811719 | PA      | $2609029.29   | 0.30%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M96Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159946 | PA      | $153645.75    | 0.02%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Marks & Spencer PLC                                                                                 | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |      139000 | PA      | $148999.88    | 0.02%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| ACADIAN ASSET MANAGEMENT                                                                            | Acadian Asset Management Inc                                                    | CUSIP: 10948WAA1<br>LEI: 5493004FTLQNQTBOP608 | Long             | DBT              | CORP              | US        |      266000 | PA      | $265520.66    | 0.03%             | 2026-07-27      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-594.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $523615.69    | 0.06%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31359XFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1204 | PA      | $1238.25      | 0.00%             | 2029-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                                                                               | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      480000 | PA      | $492825.35    | 0.06%             | 2055-05-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31404EGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4461 | PA      | $4593.01      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                                                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  1300000000 | PA      | $9024575.54   | 1.04%             | 2025-07-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      470000 | PA      | $486978.17    | 0.06%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                                             | MISC Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     1101000 | PA      | $1086483.43   | 0.13%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                               | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      568000 | PA      | $595858.16    | 0.07%             | 2029-08-21      | Fixed         | 6.21%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                                                                | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      575000 | PA      | $575969.82    | 0.07%             | 2033-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6818.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    47750000 | PA      | $265062.98    | 0.03%             | 2054-03-20      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3133037 | PA      | $3138502.62   | 0.36%             | 2044-12-25      | Variable      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -63 | NC      | $25426.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XAFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3671551 | PA      | $2907076.17   | 0.33%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      205000 | PA      | $203660.88    | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $61111.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2325350 | PA      | $2326078.47   | 0.27%             | 2041-05-15      | Floating      | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |      599000 | PA      | $587518.66    | 0.07%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1787000 | PA      | $1747148.18   | 0.20%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-USD-Fixed 3.364%-CBNALDN_B-20/08/54                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3400000 | OU      | $331880.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         334 | NC      | $1087330.64   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      430000 | PA      | $418067.53    | 0.05%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DTE ELECTRIC CO                                                                                     | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      275000 | PA      | $259498.40    | 0.03%             | 2028-04-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1692832.04   | 0.19%             | 2029-03-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      582000 | PA      | $543556.77    | 0.06%             | 2030-01-25      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| REALTY INCOME CORP                                                                                  | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      540000 | PA      | $472794.40    | 0.05%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |    82709202 | NS      | $82684389.35  | 9.52%             |  |  |  | No            | N/A                | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                                                            | Port of Newcastle Investments Financing Pty Ltd                                 | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |       95000 | PA      | $94528.68     | 0.01%             | 2031-11-24      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      375000 | PA      | $381374.99    | 0.04%             | 2028-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $20387.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1071000 | PA      | $1081291.65   | 0.12%             | 2029-10-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1931000 | PA      | $1939002.12   | 0.22%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1490000 | PA      | $1453157.43   | 0.17%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-4301.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                   | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      194000 | PA      | $195786.82    | 0.02%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $1089189.93   | 0.13%             | 2027-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1017000 | PA      | $872474.77    | 0.10%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      475000 | PA      | $441958.32    | 0.05%             | 2029-06-07      | Fixed         | 1.89%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CNY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $480.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      797000 | PA      | $700239.22    | 0.08%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EKW35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44491 | PA      | $46685.60     | 0.01%             | 2041-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      764000 | PA      | $588638.13    | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       15000 | PA      | $15067.57     | 0.00%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KGP28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68106 | PA      | $60155.11     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CNY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $290.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11018.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                                            | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470172 | PA      | $447587.98    | 0.05%             | 2031-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                                            | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      976000 | PA      | $943881.98    | 0.11%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     1184000 | PA      | $1137710.60   | 0.13%             | 2026-12-01      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $182437.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED HKD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HK        |           1 | NC      | $-1091.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                         | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3322000 | PA      | $2862286.29   | 0.33%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      971000 | PA      | $906110.16    | 0.10%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CNY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $233.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                                                                                       | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      478000 | PA      | $457001.41    | 0.05%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      640000 | PA      | $558020.61    | 0.06%             | 2031-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      268000 | PA      | $303687.75    | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      472000 | PA      | $350755.00    | 0.04%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416XAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100865 | PA      | $97942.39     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                              | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | PA      | $522470.22    | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      570000 | PA      | $575675.56    | 0.07%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      625000 | PA      | $624533.37    | 0.07%             | 2077-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      573000 | PA      | $551696.95    | 0.06%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $1830300.80   | 0.21%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      788000 | PA      | $835126.85    | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-25915.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-53425.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $27709.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CF Industries Inc                                                                                   | CF Industries Inc                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1061851.80   | 0.12%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BEST BUY CO INC                                                                                     | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |      420000 | PA      | $367942.22    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUXL 30Y BND SEP25                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -5 | NC      | $8448.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1155225.57   | 0.13%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         660 | NC      | $723258.68    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179751.61    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      552000 | PA      | $385945.28    | 0.04%             | 2060-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-23639.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      640000 | PA      | $643628.99    | 0.07%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EHGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47118 | PA      | $48748.87     | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-BIO                                                               | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5702000 | PA      | $5666296.64   | 0.65%             | 2041-02-15      | Floating      | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-12939.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CNY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $112.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      519000 | PA      | $524658.81    | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $55546.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      343747 | PA      | $329805.14    | 0.04%             | 2044-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31411KLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4884 | PA      | $5045.25      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      785000 | PA      | $802388.95    | 0.09%             | 2035-06-11      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2742000 | PA      | $2780479.56   | 0.32%             | 2041-03-11      | Variable      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      631000 | PA      | $401868.13    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       98000 | PA      | $83764.59     | 0.01%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -184 | NC      | $-146003.63   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| KEY BANK NA                                                                                         | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      890000 | PA      | $877541.57    | 0.10%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL9 LLC                                                                | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3767936 | PA      | $3769114.11   | 0.43%             | 2037-06-19      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                      | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4000000 | PA      | $3928868.00   | 0.45%             | 2054-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                              | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       60000 | PA      | $59168.66     | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $197293.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $12136.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20338518 | PA      | $19935428.91  | 2.29%             | 2054-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      484000 | PA      | $553865.49    | 0.06%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1217363 | PA      | $1234382.87   | 0.14%             | 2034-04-25      | Floating      | 7.76%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ADUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63191 | PA      | $56290.94     | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2022-1 Ltd                                                              | CUSIP: 43730GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1430000 | PA      | $1656594.48   | 0.19%             | 2034-10-25      | Floating      | 13.31%                | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-25513.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-USD-Fixed 3.768%-BCAPLDN_B-22/05/27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    19028043 | OU      | $87978.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      496000 | PA      | $481592.46    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      509000 | PA      | $528139.31    | 0.06%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                  | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      118000 | PA      | $96712.66     | 0.01%             | 2031-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24688 | PA      | $25134.91     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3609.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                               | Scentre Group Trust 2                                                           | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |      710000 | PA      | $696478.96    | 0.08%             | 2080-09-24      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      126490 | PA      | $106760.51    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      505000 | PA      | $510726.77    | 0.06%             | 2029-01-26      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      630000 | PA      | $562649.94    | 0.06%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $335598.05    | 0.04%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $48501.10     | 0.01%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FE6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35031 | PA      | $33145.45     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-GBP-Fixed 4.44604%-BNPLDN_B-24/03/55                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1900000 | OU      | $3031.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $4810.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Textainer Marine Containers Limited                                                                 | Textainer Marine Containers VII Ltd                                             | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     1656000 | PA      | $1663236.88   | 0.19%             | 2049-08-20      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED HKD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HK        |           1 | NC      | $-1987.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -115 | NC      | $-228328.34   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      670000 | PA      | $634201.26    | 0.07%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-91846.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1490000 | PA      | $1474867.19   | 0.17%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3131Y1U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      124330 | PA      | $120996.20    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lennar Corp                                                                                         | Lennar Corp                                                                     | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      451000 | PA      | $454182.91    | 0.05%             | 2027-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                                            | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      513928 | PA      | $460190.82    | 0.05%             | 2032-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      148000 | PA      | $125805.01    | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      230000 | PA      | $162990.46    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $915513.85    | 0.11%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      780000 | PA      | $593896.88    | 0.07%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $107075.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1439.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      535000 | PA      | $506603.44    | 0.06%             | 2027-09-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                                                                                 | LSEGA Financing PLC                                                             | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |      747000 | PA      | $703145.67    | 0.08%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| PacifiCorp                                                                                          | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      290000 | PA      | $280205.58    | 0.03%             | 2029-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                                                                             | British Airways 2018-1 Class AA Pass Through Trust                              | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | DBT              | CORP              | US        |      508108 | PA      | $490384.56    | 0.06%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      482000 | PA      | $507201.95    | 0.06%             | 2030-11-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      340000 | PA      | $345005.66    | 0.04%             | 2034-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                                        | Barclays Mortgage Trust 2022-RPL1                                               | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      541968 | PA      | $536693.57    | 0.06%             | 2028-02-25      | Variable      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1872743 | PA      | $1652095.88   | 0.19%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | Ares LXVII CLO Ltd                                                              | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1530000 | PA      | $1526940.00   | 0.18%             | 2038-01-25      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6P77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34638 | PA      | $36366.96     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $74761.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3400200000 | PA      | $748738.98    | 0.09%             | 2028-04-28      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      574000 | PA      | $598414.44    | 0.07%             | 2029-03-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205794 | PA      | $190884.98    | 0.02%             | 2045-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75192 | PA      | $73350.61     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      355000 | PA      | $355358.88    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      780000 | PA      | $652639.41    | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $10090.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                                                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      984000 | PA      | $850342.47    | 0.10%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $28813.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NBK SPC LTD                                                                                         | NBK SPC Ltd                                                                     | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |      667000 | PA      | $642998.85    | 0.07%             | 2027-09-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $913.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1651000 | PA      | $1206162.80   | 0.14%             | 2040-12-02      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      247000 | PA      | $219036.44    | 0.03%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L57D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82598 | PA      | $65395.21     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $278977.45    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      726000 | PA      | $763763.79    | 0.09%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9973085 | PA      | $10124399.84  | 1.17%             | 2055-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      243000 | PA      | $235854.30    | 0.03%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-18615.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      950000 | PA      | $637985.26    | 0.07%             | 2049-09-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-25

**Name of Applicant:** RUSSELL INVESTMENT FUNDS

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

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